This is a quantitative analytic role with emphasis on estimating and calculating default probabilities [PD, LGD & EAD] and working with economic capital and credit risk models. Applicants should have a PhD in economics or finance, strong SAS and Matlab skills, at least 2+ yrs working on Credit Risk Models and demonstrated knowledge of quantitative modeling techniques such as Monte Carlo Simulation. This role requires superior communication and presentation skills and will be working very closely with both internal and external clients.

Refer to Job#17215- and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.