Quantitative Credit Risk Model Developer
Selby Jennings•New York, NY
423d
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About The Position
The position of Senior Quantitative Model Developer at a growing international bank involves leading the development and maintenance of credit risk rating models within the Credit Risk Analytics team. The role focuses on enhancing probability of default (PD) models for wholesale credit portfolios, ensuring quality controls, and collaborating with stakeholders to interpret model results and prepare training materials.
