Role: Quantitative risk specialist

  • Client location: New York City
  • Knowledge/Skills required:

–Needs to have experience developing credit decision models (does not have to be at a bank)

–The ideal candidate will have a combination of data scientists, predictive modelers and quantitative risk specialists.

  • Level: Senior Associate and above


  • Our client is seeking assistance in building a predictive scoring model that uses data from various relationships for each customer/obligor, as well as external data. This will be used to create an internal score to be used for “universal underwriting” across product types. For example, an internal rating model that enables a personalized marketing campaign to cross sell products only to those clients/obligors that have the highest risk adjusted returns.


  • Develop models that will contribute to credit scoring for clients
  • Bachelor’s or high level degree in accounting, finance, math, business, statistics, etc.
  • Minimum of 5 years experience

To apply for this job email your details to margaret@mjboyd.net