Senior Manager,
Quantitative Risk Specialist
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New York
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$
125 Per Hour
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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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