At Rapid Ratings, We Are Pioneering Financial Health

Credit Risk SME

New York, NY

Key Responsibilities

Reporting to the Managing Director of Sales this individual will have three primary responsibilities:

  • As an integral member of the Sales Team, engage in verbal and written communication with quantitative credit analysts and other members of our prospect and customers’ credit teams to help us to accelerate the growing use of RapidRatings throughout the financial marketplace.
  • Provide the quantitative expertise to help the Marketing team and the Managing Director of Financial Markets enhance RapidRatings value proposition and marketing material to be used in our push to become the leading third party provider of Private company credit assessment to financial institutions around the globe. The use cases we will satisfy will be to:
    • Streamline credit underwriting.
    • Provide consistency and precision to the management of large credit portfolios, and;
    • Provide the scale and automation required to comply with the coming implementation of the FASB Current Expected Credit Loss (CECL) accounting standards.
  • Work closely with RapidRatings’ Product Management and R&D teams to plan and develop enhancements to our Financial Health Rating System by providing insight into market requirements and competitor’s strengths and weakness.

Who We Are Seeking

The Ideal Candidate Will Have:

  • 3+ years work experience in a risk management oriented role in Banking, Insurance, Asset Management or Hedge Fund.
  • Preferred Master’s Degree in statistics, physics, mathematics, economics, computer science, quantitative finance or similar quantitative field.
  • Excellent verbal and written communication skills (samples will be requested).
  • Demonstrated experience making effective presentations of complex topics to business audiences.
  • Working level knowledge of capital markets instruments and concepts.
  • Ability to work with ERM Risk Officers, Quants and the front office in order to enhance and extend credit models and/or the methodologies for their use.
  • CFA, FRM or equivalent.
  • Exposure to credit related products including Derivatives & Structured Products and valuation models preferred.
  • Understanding of corporate credit risk, including associated models.

Employment Type

  • Full-time
  • Travel 20%.

How to Apply

Apply for this position by sending your resume and cover letter to

Apply Online

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