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A global investment bank is looking to hire experienced credit risk modelers as they are making multiple additions across various portfolios. The hiring team is adding at both the VP-team manager level, as well as AVP individual contributor level. The focus will be in credit risk economic capital, PPNR, and scorecard modeling.
This team functions in a highly statistical setting as it utilizes data analytics, big data, and machine learning in its models on a daily basis. It is a highly analytical position using multiple programming languages including Python and SAS. Anyone coming from a credit card company will be strongly considered.
3+ years experience in credit risk (analytics or management)
2+ years quantitative risk modeling or predictive modeling
Credit Card experience
Daily usage in "big data" environments
Programming skills in SAS, Python, R or similar language