Quantitative Modeling Consultant


  • Job ID:

    2019
  • Pay rate range:

    $65/hr - $130/hr
  • City:

    New York
  • State:

    New York
  • Duration:

    10/06/2019 - 10/06/2020
  • Job Type:

    Contract
  • Job Description:

    Pay: $110-$130 (Sr. Managers)/ $85-$100 (Managers) $65-$75 (Seniors)

    Duration: 1+years (Extension Likely)

    A large public accounting firm is seeking a Quantitative Consultants for a 1 year + engagement with a large financial institution in New York.

    Engagement is centered around providing support for a large scale global IBOR transformation project. Resources will support specific initiatives and be required to exit the client or reassign to a different ongoing initiative. Initiatives could relate to any of the respective portfolios of work and at any point in the Transformation Lifecycle (i.e. design through to execution).

    Responsibilities:

    • Understanding of Risk Weight Assets Ration Calculations
    • Good understanding of the lifecycle of the credit application process
    • Prior experience on large regulatory change projects e.g. FRTB, Volcker, MiFID II desirable
    • Strong product knowledge in one or more asset classes across GBM, and across Commercial Banking, Asset Management or Private Banking
    • Strong quantitative background to support model changes across risk and finance.
    • Skills within the risk and finance to aid understanding of how risk and pricing models will change due to IBOR / rate transition.
    • Experience of working on large client migration or remediation projects.

    #PCFA #Banking

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