i******y 发帖数: 21 | 1 Our clients, major international investment banks are seeking strong
quantative Associates for their Credit Risk Department. The successful
candidates will develop and document rating models that quantify various
aspects of credit risk, such as probability of default and loss given
default. They will work closely with other members of the Credit Capital and
Rating Analytics Group and with Credit Research Analysts.
Skills Required
• Masters degree or an equivalent background in a quantitative
discipline
• At least 3-5 years of work experience in Finance industry
• Credit-risk related work experience
• Solid knowledge of statistics
• Programming skill in a high-level language such as Matlab or SAS (
SAS Certification is desired)
• Team player with strong interpersonal and communication skills
Skills Desired
• Past experience in building rating score cards
• Accounting knowledge
• Familiarity with SQL and VBA
To Apply: Contact Kathleen Borja
Email: f******************[email protected]
Phone: 201 468 0519 |