JOE Listings (Job Openings for Economists)

August 1, 2014 - January 31, 2015

General Electric Capital Corporation

This listing is inactive.
Risk Management
Quantitative Methodologies
Senior Modeling Manager

JOE ID Number: 2014-02_111452515
Date Posted: 12/19/2014
Date Inactive: 01/31/2015
Position Title/Short Description
Title: Senior Modeling Manager
Section: Full-Time Nonacademic
Location: Norwalk, Connecticut, UNITED STATES
JEL Classification: G -- Financial Economics
Banking and Finance
Full Text of JOE Listing:

Role Summary:
The Senior Modeling Manager leads the development, management and continuous enhancement of GE Capital’s quantitative risk methodologies. This is a leadership position in a relatively large quantitative team (100+ quants). In this role, the developer will interact with GE Capital's senior leadership team, its business units globally, banking regulators, and GE’s Global Research Center.

• Lead development of models used for regulatory stress tests, regulatory capital, and economic capital
• Model development focus is on Commercial Probability of Default, Loss Given Default, and Exposure forecasting, but roles also exist in Valuation, Market Risk, and Pre-Provision Net Revenue modeling
• Manage of team of junior/mid-career analysts to support the candidate’s modeling activities
• Provide leadership evaluating latest developments in risk methodologies from academia, regulatory bodies, and industry

• Ph.D. in a quantitative discipline (e.g. Economics, Finance, Statistics, ...)
• 5+ years of relevant experience, either in industry, or applied empirical-based academic research
• Experience in managing quants
• Excellent written/oral communication skills, with ability to write technical documents
• Advanced programming skills (e.g., SAS, R, Matlab, C++, Python, SQL, VBA, …)
• Expertise in relevant regulatory requirements and expectations, including Basel/CCAR frameworks
• Experience interacting with regulators

Application Requirements:
  • Research Papers
  • CV
Application deadline: 01/31/2015
  • Application Deadline Has Passed