Quantitative Modeling Manager
- 150k base plus bonus
- Arlington, VA, États-Unis
- CDI, Plein-temps
- Oakwood Search
- 08 janv. 18 2018-01-08
Risk organization in need of exceptional retail credit risk modeler to help build a new function at an affinity focused credit union with more than 1.5 million members and $20B in AUM.
The individual they are seeking will have model development experience within the retail banking space (mortgages, loans, credit cards, etc.). It is critically important that the individual also have time series modeling (preferrably beyond academic studies), and have expertise with credit default model (PD/LGD/EAD). A highly attractive candidate would also have CCAR experience, but it is not absolutely necessary. PPNR is also a big plus. MS or PhD required
Role will entail extensive interaction with corporate executives, as the organization is very flat in terms of hierarchy, and offering daily interaction with the chief risk officer. Additionally, given the newness of this particual team, it would allow a person to make quite an impact.