This is an opportunity to join a market-leading credit manager and work directly on the quantitative models used to assess and monitor risk across a diverse portfolio of lending structures spanning ...
This is an opportunity to join a market-leading credit manager and work directly on the quantitative models used to assess and monitor risk across a diverse portfolio of lending structures spanning ...
Quantitative Credit Risk & Private Credit Analytics | Global Alternative Asset Manager | London - JM
Manhattan, NY · On-site
The Role * Lead the operational running of an Early Warning System (EWS) model across multiple ... Apply quantitative credit risk modelling across the private credit portfolio Candidate Requirements ...
Quantitative Credit Risk & Private Credit Analytics | Global Alternative Asset Manager | London - JM
Manhattan, NY · On-site
The Role * Lead the operational running of an Early Warning System (EWS) model across multiple ... Apply quantitative credit risk modelling across the private credit portfolio Candidate Requirements ...
Staff Quantitative Risk Management Analyst - Credit Risk
Hillsboro, OR · Hybrid
$116K - $140K/yr
Evaluate model performance, conduct outcome monitoring and back testing, and recommend enhancements to ensure analytical methodologies remain effective, accurate, and compliant with governance ...
Staff Quantitative Risk Management Analyst - Credit Risk
Hillsboro, OR · Hybrid
$116K - $140K/yr
Evaluate model performance, conduct outcome monitoring and back testing, and recommend enhancements to ensure analytical methodologies remain effective, accurate, and compliant with governance ...
Staff Quantitative Risk Management Analyst - Credit Risk
Chelmsford, MA · Hybrid
$116K - $140K/yr
Evaluate model performance, conduct outcome monitoring and back testing, and recommend enhancements to ensure analytical methodologies remain effective, accurate, and compliant with governance ...
Staff Quantitative Risk Management Analyst - Credit Risk
Chelmsford, MA · Hybrid
$116K - $140K/yr
Evaluate model performance, conduct outcome monitoring and back testing, and recommend enhancements to ensure analytical methodologies remain effective, accurate, and compliant with governance ...
Staff Quantitative Risk Management Analyst - Credit Risk
Marlborough, MA · Hybrid
$116K - $140K/yr
Evaluate model performance, conduct outcome monitoring and back testing, and recommend enhancements to ensure analytical methodologies remain effective, accurate, and compliant with governance ...
Staff Quantitative Risk Management Analyst - Credit Risk
Marlborough, MA · Hybrid
$116K - $140K/yr
Evaluate model performance, conduct outcome monitoring and back testing, and recommend enhancements to ensure analytical methodologies remain effective, accurate, and compliant with governance ...
Credit Risk Modeler, Assistant Vice President
Clifton, NJ · On-site
$90K - $157K/yr
Who we are looking for A strong quantitative modeler to join the team as Assistant Vice President and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the ...
Credit Risk Modeler, Assistant Vice President
Clifton, NJ · On-site
$90K - $157K/yr
Who we are looking for A strong quantitative modeler to join the team as Assistant Vice President and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the ...
Credit Risk Modeler, Assistant Vice President
Boston, MA · On-site
$90K - $157K/yr
Who we are looking for A strong quantitative modeler to join the team as Assistant Vice President and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the ...
Credit Risk Modeler, Assistant Vice President
Boston, MA · On-site
$90K - $157K/yr
Who we are looking for A strong quantitative modeler to join the team as Assistant Vice President and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the ...
Credit Risk Modeler, Assistant Vice President
Stamford, CT · On-site
$90K - $157K/yr
Who we are looking for A strong quantitative modeler to join the team as Assistant Vice President and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the ...
Credit Risk Modeler, Assistant Vice President
Stamford, CT · On-site
$90K - $157K/yr
Who we are looking for A strong quantitative modeler to join the team as Assistant Vice President and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the ...
Front Office Quant Risk Analyst, Global Credit Fund, New York - JMD Reg Consultancy LTD
Manhattan, NY · On-site
Build, maintain and apply models for ratings analytics and quantitative credit risk measurement (PD and LGD) * Maintain and enhance risk scorecards and dashboards across the firm's investment ...
Front Office Quant Risk Analyst, Global Credit Fund, New York - JMD Reg Consultancy LTD
Manhattan, NY · On-site
Build, maintain and apply models for ratings analytics and quantitative credit risk measurement (PD and LGD) * Maintain and enhance risk scorecards and dashboards across the firm's investment ...
Senior Quantitative Investment Risk Modeler
Newport Beach, CA · On-site
$200 - $250/hr
Pacific Life Risk Management's oversight of aggregate credit risk across the investment portfolio ... actionable quant models. You Can Be Who You Are We are committed to a culture of diversity and ...
Senior Quantitative Investment Risk Modeler
Newport Beach, CA · On-site
$200 - $250/hr
Pacific Life Risk Management's oversight of aggregate credit risk across the investment portfolio ... actionable quant models. You Can Be Who You Are We are committed to a culture of diversity and ...
Pacific Life Risk Management's oversight of aggregate credit risk across the investment portfolio ... quant models. The experience you bring: The ideal candidate will be an accomplished professional ...
Pacific Life Risk Management's oversight of aggregate credit risk across the investment portfolio ... quant models. The experience you bring: The ideal candidate will be an accomplished professional ...
Pacific Life Risk Management's oversight of aggregate credit risk across the investment portfolio ... quant models. The experience you bring: The ideal candidate will be an accomplished professional ...
Pacific Life Risk Management's oversight of aggregate credit risk across the investment portfolio ... quant models. The experience you bring: The ideal candidate will be an accomplished professional ...
Pacific Life Risk Management's oversight of aggregate credit risk across the investment portfolio ... quant models. The experience you bring: The ideal candidate will be an accomplished professional ...
Pacific Life Risk Management's oversight of aggregate credit risk across the investment portfolio ... quant models. The experience you bring: The ideal candidate will be an accomplished professional ...
VP, Credit Risk Modeling
New York, NY · On-site
$160K - $175K/yr
... quantitative finance, or insurance capital modeling. * Deep expertise in portfolio credit risk frameworks - transition matrices, Monte Carlo simulation, correlated default modeling, and tail risk ...
VP, Credit Risk Modeling
New York, NY · On-site
$160K - $175K/yr
... quantitative finance, or insurance capital modeling. * Deep expertise in portfolio credit risk frameworks - transition matrices, Monte Carlo simulation, correlated default modeling, and tail risk ...
Senior Director, Credit Risk Management
Richardson, TX · Remote
$140K - $239K/yr
Strong quantitative background: experience with credit scoring models, statistical/ML-based underwriting, and portfolio risk analytics. * Track record of managing exposure and losses across a ...
Senior Director, Credit Risk Management
Richardson, TX · Remote
$140K - $239K/yr
Strong quantitative background: experience with credit scoring models, statistical/ML-based underwriting, and portfolio risk analytics. * Track record of managing exposure and losses across a ...
VP, Credit Risk Modeling
Manhattan, NY · On-site
$160K - $175K/yr
... quantitative finance, or insurance capital modeling. * Deep expertise in portfolio credit risk frameworks -- transition matrices, Monte Carlo simulation, correlated default modeling, and tail risk ...
VP, Credit Risk Modeling
Manhattan, NY · On-site
$160K - $175K/yr
... quantitative finance, or insurance capital modeling. * Deep expertise in portfolio credit risk frameworks -- transition matrices, Monte Carlo simulation, correlated default modeling, and tail risk ...
WI · On-site
$150 - $200/hr
Strong quantitative background: experience with credit scoring models, statistical/ML-based underwriting, and portfolio risk analytics. * Track record of managing exposure and losses across a ...
WI · On-site
$150 - $200/hr
Strong quantitative background: experience with credit scoring models, statistical/ML-based underwriting, and portfolio risk analytics. * Track record of managing exposure and losses across a ...
Senior Director, Credit Risk Management
$140K - $239K/yr
Strong quantitative background: experience with credit scoring models, statistical/ML-based underwriting, and portfolio risk analytics. * Track record of managing exposure and losses across a ...
Senior Director, Credit Risk Management
$140K - $239K/yr
Strong quantitative background: experience with credit scoring models, statistical/ML-based underwriting, and portfolio risk analytics. * Track record of managing exposure and losses across a ...
Senior Director, Credit Risk Management
$140K - $239K/yr
Strong quantitative background: experience with credit scoring models, statistical/ML-based underwriting, and portfolio risk analytics. * Track record of managing exposure and losses across a ...
Senior Director, Credit Risk Management
$140K - $239K/yr
Strong quantitative background: experience with credit scoring models, statistical/ML-based underwriting, and portfolio risk analytics. * Track record of managing exposure and losses across a ...
Senior Director, Credit Risk Management
Richardson, TX · Remote
$140K - $239K/yr
Strong quantitative background: experience with credit scoring models, statistical/ML-based underwriting, and portfolio risk analytics. * Track record of managing exposure and losses across a ...
Senior Director, Credit Risk Management
Richardson, TX · Remote
$140K - $239K/yr
Strong quantitative background: experience with credit scoring models, statistical/ML-based underwriting, and portfolio risk analytics. * Track record of managing exposure and losses across a ...
Quantitative Credit Risk Modeler information
See salary details
$124.5K - $130.2K
17% of jobs
$132.6K is the 25th percentile. Wages below this are outliers.
$130.2K - $136K
20% of jobs
The median wage is $139.9K / yr.
$136K - $141.7K
19% of jobs
$141.7K - $147.4K
19% of jobs
$147.5K is the 75th percentile. Wages above this are outliers.
$147.4K - $153.1K
13% of jobs
$153.1K - $158.9K
2% of jobs
$158.9K - $164.6K
2% of jobs
$164.6K - $170.3K
2% of jobs
$170.3K - $176K
2% of jobs
$176K - $181.8K
2% of jobs
$181.8K - $187.5K
2% of jobs
$124.5K
$145.1K
$187.5K
How much do quantitative credit risk modeler jobs pay per year?
What are popular job titles related to Quantitative Credit Risk Modeler jobs?
For Quantitative Credit Risk Modeler jobs, the most frequently searched job titles are:

Private Credit (Direct Lending) Risk Modeler | $100B AUM Credit Fund
Manhattan, NY • On-site
Other
Posted 4 days ago
Job description
Our firm has been retained by a $200B+ AUM credit-focused investment platform based in New York City to identify a Private Credit Risk Management professional focused on Credit Risk Modeling. This is an opportunity to join a market-leading credit manager and work directly on the quantitative models used to assess and monitor risk across a diverse portfolio of lending structures spanning multiple industries.
The Risk Management team is seeking a Credit Risk Modeling professional to build, maintain, and apply models used in ratings analytics and quantitative credit risk measurement. This individual will work closely with Deal Teams to support the application of quantitative credit models throughout the underwriting process for new loans and the ongoing monitoring of risk across the existing loan book. The role offers exposure to a wide variety of lending structures across industries, and is well suited to a candidate early in their career who wants to build deep expertise in credit risk modeling within a large, sophisticated private credit platform.
Responsibilities
- Build, maintain, and/or apply quantitative models related to ratings analytics and credit risk measurement, including probability of default (PD) and loss given default (LGD), across a range of lending structures and industries
- Design, back-test, and validate credit rating and scoring methodologies, ensuring model outputs remain accurate, stable, and aligned with observed portfolio performance over time
- Maintain and enhance scorecards and dashboards used for risk measurement across the Firm's various credit strategies, incorporating new data sources and refining methodology as the loan book evolves
- Analyze portfolio-level and loan-level data to identify emerging credit trends, concentration risk, and early warning indicators across industries and structures
- Liaise with Deal Team members to track and audit the application of quantitative credit models to risk assessment during the underwriting of new loans, ensuring models are applied consistently and appropriately across transactions
- Support ongoing monitoring of risk within the existing loan book, including periodic re-rating of credits, tracking of model overrides, and escalation of deteriorating credits to senior risk and deal team stakeholders
- Partner with Deal Teams and senior Risk Management personnel to translate model outputs into clear, actionable risk assessments for use in underwriting memos, credit committee materials, and portfolio reviews
- Assist in the documentation of model methodology, assumptions, and limitations to support internal governance, model validation, and audit processes
- Conduct ad hoc quantitative analyses in support of portfolio risk reviews, stress testing, and scenario analysis across lending structures and industries
- Identify opportunities to automate and streamline existing risk measurement processes, working with data and technology teams as needed to improve efficiency and data integrity
- Stay current on industry trends, market data, and evolving best practices in quantitative credit risk modeling to inform ongoing enhancement of the Firm's risk frameworks
Qualifications
- 1–5 years of relevant experience in credit risk modeling, quantitative risk management, or a related quantitative discipline
- Advanced STEM degree required (Master's or Ph.D. in a field such as financial engineering, statistics, mathematics, physics, computer science, or a related quantitative discipline)
- Strong quantitative and analytical skills, with the ability to build and apply statistical/credit risk models (e.g., PD, LGD)
- Interest in private credit and private markets
- Strong communication skills and the ability to collaborate cross-functionally with Deal Teams and other stakeholders
About Coda Search & Staffing
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Since its inception, our founder’s mission has been to build a firm that runs on transparency, honesty and the highest degree of integrity. What started in a windowless office space with just two employees is now consistently ranked as one of the top 25 Largest Executive Search Firms in the NYC area by Crain’s. If you ask a Coda team member what their favorite part about working for Coda, you will most likely hear mentions of our hard-working, fun and dynamic team of experts.
Industry
Recruiting and staffing services
Company size
51 - 200 Employees
Headquarters location
New York City, NY, US
Year founded
2011