Statistical Modeler

The successful candidates will form part of a very intellectually challenging team and will have a tremendous opportunity for career growth and development. Responsibilities: Work with model development team to assist in the implementation of PD, LGD and EAD models. Prepare detailed credit analysis across the business domestically and internationally. Conduct financial statement analysis, sensitivity analysis, and market research for existing and potential borrowers. Assess cash-flow projections for effective risk mitigation. Build graphs that track changes in commodities prices, and interest rates for daily, weekly, and monthly comparison purposes. Making sure that existing commitments are up to date in order to avoid high RWA. Requirements: 3+ years of relevant experience. Strong analytical, quantitative, and modeling skills. Master's degree in a related field If interested, please apply to the Selby Jennings website directly. A top financial institution in Las Vegas, Nevada is looking to add two statistical modelers to their team. These are expansion hires, as they have had continued success in recent earnings reports.

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