• Barclays Bank
  • $205,500.00 -205,500.00/year*
  • New York, NY
  • Executive Management
  • Full-Time
  • 354 W 54th St

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

* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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