Quantitative Risk Developer

Confidential Company  •  Weehawken, NJ
Salary depends on experience
Posted on 10/17/17 by Radhika Arora
Confidential Company
Weehawken, NJ
Staffing & Recruiting
Salary depends on experience
Posted on 10/17/17 Radhika Arora


  • Responsible for the development of stress testing / macro-economic forecasting models in line with the international regulatory and accounting requirements 
  • Work with client advisors and risk officers to deliver risk measures and management solutions for their specific portfolios 
  • Develop and maintain credit models for the corporates and retailportfolios (incl. PD/LGD/EAD), 
  • Support key regulatory projects of the bank as required e.g. IFRS9, CCAR, Basel IV and other support regulatory exercises


  • Must have a university degree a in a quantitative field such as Financial Mathematics, Statistics or Econometrics
  • Hands on work experience with macro- and microeconomic relationships as well as financial markets and banking products
  • Prior work experience in a credit risk environment
  • Knowledge of regulatory practice
  • Experience with high-level programming language, and knowledge of statistical modelling software (e.g., SAS, R, MatLab)
  • Experience with large data sets / Big Data
  • Able to explain technical concepts in simple terms to facilitate collaboration
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