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Senior Manager,

Quantitative Risk Specialist

  • New York

  • $

    125 Per Hour

  • Contract

Reference: 16111

Description

Role: Quantitative risk specialist

§Client location:  New York City

§Number of resources: 4

§Knowledge/Skills required: 

–Needs to have experience developing credit decision models (does not have to be at a bank)

–The ideal candidate will have a combination of data scientists, predictive modelers and quantitative risk specialists.

§Level: Senior Manager

Objective

§Our client is seeking assistance in building a predictive scoring model that uses data from various relationships for each customer/obligor, as well as external data. This will be used to create an internal score to be used for "universal underwriting" across product types.  For example, an internal rating model that enables a personalized marketing campaign to cross sell products only to those clients/obligors that have the highest risk adjusted returns.

Experience/Qualifications

§Develop models that will contribute to credit scoring for clients

§Bachelor's or high level degree in accounting, finance, math, business, statistics, etc.

§Minimum of 5 years experience

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Consultant

Adrian Kinnersley