VP, Quantitative Model Lead, Credit Risk sought by Barclays Bank PLC (NY, NY) to invtgte and dvlp mthds fr fin anlys to crte math mdls used to dvlp imprvd anlytcl tls & advnd fincl descn strgies. Reqs: MS or forgn equiv in Stats, Math, Fin, Econ or rltd & 3 yrs exp as Quant Anlyst, Quant Mdler, Rsk Mdler, Crdt Rsk Mngr/Anlyst, Anltyc Anlyst, Stscian, or rltd. 3 yrs exp w/: SAS prgmng fr dta prcssng, clng, trnsfrns, mdl dvlpmt, & anlys; SQL & R to prfm mdl dvlpmt & optmzns; Dta mnng; Prdctve mdl dvlpmt; Prtflo Anlycs; Mngn mdl dvlpmnt prjcts; Mchne Lrng. To apply go to & enter job #00266802. Barclays is an EEO/AA emplyr.T Jobs. Category: Finance, Keywords: VP Risk Associated topics: bank, banking, cash, cfa, chief finance officer, credit, director finance, fiscal, investor, revenue
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