Our client, a leading Investment Bank, is currently seeking a highly skilled and experienced Data Scientist to join the Credit Risk team. The successful candidate will play a key role in the development of Risk Ratings across a wholesale credit portfolio.
You will be joining a well-established team that has a strong leadership team within an organization that is growing steadily in the US.
What we are looking for in candidates...
- M.S or PhD in Mathematics, Statistics, Economics, Finance or similar Quantitative Field
- Proven experience in developing risk ratings for a wholesale/commercial portfolio
- Excellent understanding of both "Point in time" and "Through the cycle" ratings
- Familiar with the development of credit scores from D&B, Experian, or FICO
- Excellent analytical skills and strong knowledge of statistics
- Strong programming skills in Python
Location: NYC
Compensation: $180,000 base + bonus