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A Top Global Investment Bank is hiring several Senior Associate's on their Quantitative Modeling team. They are looking for candidates who have multiple years of experience developing credit risk models for consumer portfolios. Candidates should have at least 2 years of experience using SAS, R, Python etc. The incumbent will be required to build models using traditional statistical methods (Logistic/Linear Regression, Decision Trees) as well as able to leverage Machine Learning techniques (Cluster Analysis, SVM, Random Forest etc.) If you are interested in joining a rapidly growing team at an innovative platform, please see the below details and apply below.
Proficiency in SAS, R, Python
Graduate degree in a quantitative field (Ph.D. highly preferred)
Experience developing PD, LGD, EAD models
Knowledge of consumer credit risk models is a plus
Experience using machine learning algorithms a plus
Strong communication and presentation skills
Ability to act independently and work in a team with others at times
Internal Number: 4636665
About Selby Jennings QRF
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