Selby Jennings seeks a Quantitative Risk Modeling & Research Analyst to join its Enterprise Risk team. The role focuses on quantitative research, model development, implementation, validation support, and ongoing enhancement of credit, valuation, and risk models used across the organization.
The ideal candidate holds a Masters or PhD in a quantitative field and has 1–4 years of experience with strong SQL, Python, and/or C++ skills, plus familiarity with model governance and validation.
#J-18808-LjbffrQuantitative Risk Modeling & Analytics Analyst in indianapolis at Unknown Company
This position is listed as full time and onsite.