CECL Quantitative Developer CECL Quantitative Developer …

Parallel Consulting
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 18 juin 19
100000-180000
Parallel Consulting
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 18 juin 19
100000-180000
A large International Bank in NYC is looking for a Quantitative Developer with a specific focus on CECL Implementation. The role will utilise advanced analytics techniques with open source tools and projects will be very important for this company. This position will have a lot of commercial responsibility as well as applying a lot of financial and economic analytical techniques to its data.

Background:

A large International Bank in NYC is looking for a Quantitative Developer with a specific focus on CECL Implementation. The role will utilise advanced analytics techniques with open source tools and projects will be very important for this company. This position will have a lot of commercial responsibility as well as applying a lot of financial and economic analytical techniques to its data.

Who will you be working for?

Recognised around the world, this major International bank is hiring down to excellent growth in the team. They can provide full autonomy and free training in all technologies – that alone is worth having a conversation if you want to brush up on the latest Market Risk projects.  

What skills do you need for the role?

  • Professional experience implementing CECL Models
  • Strong proficiency in one of the following programming skills – Python,R
  • Experience in different asset classes – FX, Commodities, Fixed Income, Equity Derivatives,
  • Advanced Analytics techniques using most up to date tools. (Monte Carlo, Stochastic Calculus)
  • Strong statistical modelling experience (regression, segmentation, CHAID)
  • To manage counterparty credit risk validation for financing transactions. 
  • Strong education from a reputable school

What skills would be nice to have?

  • CFA qualified
  • PPNR/DFAST/CCAR Project experience
  • Java, C#
  • Advanced Modelling skills (Machine Learning, Random Forest, SVM, Deep Learning)

How much is the position paying?

Competitive bonus and package

NYC123

This position is a challenging and varied role at a very exciting company. If this position sounds of interest then please contact John Bevan 

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