Associate Director
Associate Director (New York, NY): Lead independent quantitative model validation & review of credit risk models covering structured finance securitization (asset-backed securities, residential mortgage-backed securities, commercial mortgage-backed securities, covered bond, & structured credit), corporate finance, public finance, financial institutions, & sovereigns, all in accordance with model management policies & procedures, regulatory guidance, & industry best practices. Apply knowledge of quantitative & statistical analysis; credit rating analysis/credit modeling; structured finance; financial modeling; &, programming in Python, R & VBA. Req's Master's degree + 3 yrs exp. Salary Range: $112,778 - $117,300 per year. Email resume to chicago.recruiting@fitchratings.com or mail resume to David M. Arnold, Fitch Ratings, Inc., One North Wacker Drive, Chicago, IL 60606. Must Ref# AL5FRNY. No phone calls.
Required skills
- Quantitative Modelling
- Asset-Backed Finance
- Corporate Finance
- Public Finance - Finance
- Best Practices
- Python
- Financial Modeling
- Statistical Analysis Experience