Lead Quantitative Risk Management - Credit Risk
Overview:
Selby Jennings is currently partnered with a global hearing house to source talent for a Lead Quantitative Risk Management - Credit Risk. This position involves overseeing the development, execution, testing, and ongoing maintenance of risk models, with a primary focus on credit risk within financial institutions. The role requires expertise in financial modeling, data analysis, and programming to enhance risk management strategies. Collaboration with internal stakeholders, including risk managers, IT teams, compliance, and external vendors, is essential.
Key Responsibilities:
- Lead credit risk model development, testing, and performance monitoring.
- Research and implement advanced modeling techniques.
- Develop tools for risk assessment and integrate models into enterprise systems.
- Support regulatory compliance and address validation findings.
- Provide technical documentation and present findings to leadership.
Qualifications:
- Required: Experience with credit risk models, financial mathematics, data analytics, and risk methodologies.
- Required: Proficiency in Python, R, MATLAB, C++, or Java for model development.
- Required: Strong problem-solving, analytical, and documentation skills.
- Preferred: Knowledge of financial products, derivatives, and machine learning techniques.
Education & Experience:
- Required: Master's degree in a quantitative field.
- Preferred: PhD in a related field.
- Required: 5+ years in quantitative research or credit risk modeling.
- Required: 2+ years leading projects or teams.
This role is ideal for a highly analytical professional with expertise in risk modeling and financial systems integration.
