Senior Manager,

Quantitative Risk Specialist

  • New York

  • $

    125 Per Hour

  • Contract

Reference: 16111


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


§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.


§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