Job Description:
Job ID(jeg109 ) |
Major Bank in NYC is looking for a PhD Level Quant with experience in evaluating, designing and implementing Credit and Operational Risk models. The role is to review and validate existing regulatory capital calculation models, risk measurement models, compliance and management processes to help identify, measure and better manage the banks risk. Candidate must have deep experience with integrating Basel II and Sarbanes-Oxley models and have outstanding communication and presentation skills. Candidates must have advanced degree (PhD preferred) in physics, engineering, or math with solid C/C++, VBA or Java programming skills. Recruiter: Jim Geiger
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