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Quantitative Credit Risk Analytics, VP
Summary My client is seeking an experienced IRB Wholesale Credit Modeler to join their dynamic team of Quantitative Risk Professionals. This role offers an exciting opportunity for a skilled quantitative expert with a strong background in wholesale credit risk rating - PD (probability of default) and LGD (loss given default) modeling. You will collaborate with cross-functional teams to design, develop, implement, and validate complex financial models. The ideal candidate should have a degree in a quantitative space such as statistics, physics, or mathematics and have 5+ years of experience developing internal risk rating models for a corporate or commercial portfolio. Proficiency using python and other statistical tools are a must (Bayesian st


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