Reporting to the front office Global Head of Quantiative Research, who is a PhD in Finance from a top School with about 17 years of Wall Street experience.
For Large Corporate Bank Book Loans, Credit Trading and Credit Algo Trading.
Credit Modeling, Testing Models, Improving Models, Document Models.
Probability & Default, Entailment Risk, Loan Portfolio Optimization, CLO's.
3/5 of Models for Credit trading, 2/5 for Large Corporate Bank Book Loans.
This role is with a front office team but does not involve interaction with Traders.
Show the Fed High Caliber and Conceptual soundness of Models.
Global Team of approximately 25 people, approximately 10 people in New York City.
Must have a PhD in Finance, Economics or Econometrics.
Should have a minimum 4 years Credit Modeling or Credit Risk Modeling experience.
There is no programming required in this role. Work hours are usually 9:00am-5:00pm / 5:30pm.
H-1B Visa is accepted, will sponsor for Green Card.
Please email resume with Contact information in confidence to
Halliwell Search LLC at