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Quantitative Developer - Modeling - CCAR - Investment Banking - New Yo

Eingestellt von Palm Mason

Gesuchte Skills: Sql

Projektbeschreibung

A Tier 1 Investment Bank in central New York City, has an number of vacancies open for Quantitative Developers with CCAR Regulatory experience.

This will be a Quantitative Analyst/Developer role, focused around developing CCAR/DFAST stress loss models on a 12 month C2C basis. This will be as part of a large scale CCAR programme designed to link up the data feeds into the stress testing models.

Main responsibilities include:

- Build international primary and benchmark CCAR stress loss models.
- Deliver comprehensive model documentation.
- Development of 9Q Balance Sheet Models - PPNR, RWA.

Key Skills Required:

- Advanced Degree (Masters or PhD) in a highly technical quantitative discipline.
-Experience in performing quantitative analysis, statistical modelling, loss forecasting and econometric modelling of consumer credit risk stress losses (eg, CCAR/DFAST).
-Technical Skills in - C++/C#, Excel, SQL preferred.

This is an exciting contract opportunity working with a top tier Investment Bank in New York city centre. If you feel you meet the requirements, please send in your Resume for review.

QUANTITATIVE DEVELOPER - MODELING - CCAR - INVESTMENT BANKING - NEW YORK

Projektdetails

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung

  • Skills:

    sql

Palm Mason