VP Quantitative Modeller

Posted on Jan 18, 2019 by Parallel Consulting, EA Licence No: View Corporate Hierarchy

New York, NY 10001
Accountancy
1 Jan 2019
Annual Salary
Full-Time

Background:

A Major Financial services client is looking for a leading VP level Quantitative Modeler. The role will be to bridge the gap between various teams and maintain a technical focus whilst managing a successful team. This role has long term prospects available to it and the chance to liaise with third party vendors, other managing directors in the business and key decision makers in the business.

Who will you be working for?

This company is a major international bank making waves throughout the US and looking to expand their NY headquarters. They grew significantly in 2018 and are not showing any signs of slowing down due to serious revenue increase across their service lines. Market and Credit risk will continue to be key growth areas for this bank in 20 and they are looking for several VP's.

What skills do you need for the role?

  • Strong quantitative modelling skills using R/SAS/Python
  • A very good understanding of statistical concepts, regression-based forecasting models and time series analysis.
  • Proven experience of mentoring more junior professionals and managing key projects.
  • The ability to derive insights from data and communicate them effectively to key stakeholders and decision makers.
  • Strong education from a reputable school

What skills would be nice to have?

  • Experience building/developing PPNR models from a Capital stress testing environment.
  • Experience gained at a large bank within New York City.
  • Strong knowledge of DFAST

How much is the position paying?

$180-200K base salary

Competitive bonus and package

This position is a challenging and varied role at a very exciting company. If this position sounds of interest then please contact John Bevan on or email him on

A Major Financial services client is looking for a leading VP level Quantitative Modeler. The role will be to bridge the gap between various teams and maintain a technical focus whilst managing a successful team. This role has long term prospects available to it and the chance to liaise with third party vendors, other managing directors in the business and key decision makers in the business.

Reference: 619469782