Overview
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
Objective
- 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.
Experience/Qualifications
- 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
