Cleveland, OH, United States - Corporate/Back-Office - Posted Oct 23, 2019
Requisition Number: 190000TW
Stress Testing Quantitative Risk Modeler sought by New York Community Bank in Cleveland, OH.
Perform quantitative model development and documentation related to stress testing. Develop, implement, and maintain quantitative models used in the corporation’s risk management. Provide risk management and measurement services in the areas of credit risk, market risk, liquidity risk, operational risk and model risk.
Req’s: Master’s degree in Finance, Business Administration, or closely related and 1 year of stress testing quantitative risk model experience; or Bachelor’s degree in the same fields and 5 years of progressive, post-baccalaureate experience plus 1 year of stress testing quantitative risk model experience; or any suitable combination of education, training, or experience.
Requires 1 year of experience in conducting complex quantitative modeling and validation in financial institution using statistical/analytical modeling language, including R, S-Plus, and SAS.