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Lead Quant Modeling - Credit Risk & Forecasting
Job Description & How to Apply Below
A leading financial institution is seeking a Quant Modeling Lead to design and validate statistical models for credit loss and P&L forecasting. The ideal candidate will have at least 5 years of experience in statistical modeling within the financial sector, particularly in regulatory modeling. A Master's or Ph.D. in a quantitative field is required. Strong programming skills in Python, Spark, R, or SAS are essential for this pivotal role.
The position offers the opportunity to collaborate with stakeholders and influence strategic decisions.
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