The Risk Management & Financial Engineering team provides services to clients across various topics including but not limited to:

  • Regulatory & Compliance
  • Financial Risk Management (including predictive analytics and optimization)
  • Model Risk Management
  • Data, Technology, and Analytics

In this role, you will:

  • Develop credit and operational risk models
  • Lead model development efforts from design to implementation
  • Validate and/or review complex models or financial structures (e.g.: LDA, CLO, ABS, liquidity, derivatives, cash flow projections, portfolio optimization, etc.)
  • Recommend process improvements for enterprise model development
  • Analyze data requirements and recommend data strategies
  • Develop corporate cash flow models
  • Work on special projects

The ideal candidate:

  • Is analytical and structured
  • Has the ability to work creatively and analytically in a problem-solving environment
  • Possesses excellent communication skills
  • Highly professional and rigorous
  • Is results oriented and an open team player


  • An advanced degree in a quantitative field from a top university, Masters or PhD in Financial Engineering, Statistics, Economy, or Physics preferred
  • At least 6+ years of experience in financial modeling, of which:
    • At least 2+ years of experience working with operational risk modeling
    • At least 2+ years of experience working with credit risk modeling
  • Proficiency with VBA, Python, R, MatLab, C++, or SAS
  • Extensive experience with PD, LGD models
  • Extensive experience with Loss Distribution Approach
  • Extensive experience with Copulas
  • Extensive experience with Optimization techniques
  • Strong understanding of financial products and applicable modeling skills

Job Order ID: 1394

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