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Please send your consultant resume with contact, rate & availability

*Send resumes to deep...@rjtcompuquest.com

*Request: Please do not share OPT and H1B Transfer consultants for this


*Title: Quantitative Modeler – Quant Modeler*

Location: New York, NY 10007

Duration: 6+ Months

Interview: Face-To-Face

*Must Have:* Model development/Model Validation experience within the
banking regulations industry


   - Must have quantitative skills
   - Proficiency in C++, SAS, LookAhead, etc.
   - Knowledge of CVA, Ops Risks, PPNR, Retail/Wholesale, Structured
   products models, capital planning, and RWA (Risk Weighted Assets)
   - CCAR/DFAST, capital planning and internal audit
   - Related certifications (CQF, CFA, CRM) are a plus.
   - People management with proven track record taking responsibility on
   executing a portfolio of high quality deliverables within strict timeframes.
   - Individual must be articulate, effective communication (both oral and
   written) with energetic approachable style
   - Strong interpersonal skills for interacting with all levels of senior
   - Prior experience in BIG 4 experience is a big plus
   - Experience in model development, validation of Exposure at default
   (EAD), Probability default (PB), and/or Loss Give Default (LGD) for
   mortgages, cards, personal loans, and HELOCS.


*Deepak Kumar*

*Lead Recruiter*

*Direct: 310-448-1044*

*Email ID: deep...@rjtcompuquest.com <deep...@rjtcompuquest.com>*

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