AVP – Credit Risk Modelling (Economic Capital/Basel II) for Leading Global Consumer Bank – Boston recruitment
The role, with one of the world’s leading Banks consumer arm, represents an excellent opportunity for junior risk modelling candidates to gain an unrivalled step in their career. The role will report directly into several senior members of the risk management group, and will have a wide exposure across multiple counterparts within the consumer/retail space.
The position will not only offer successful candidates a great working environment, excellent exposure but also offers unrivalled compensation and brilliant benefits bonus.
The roles responsibilities will include:
• Validating and expanding the columns within the capital modelling data sets.
• Developing, maintenance and analysis of the reporting system for evaluating the Basel Capital parameters.
• Prepare presentations for both junior and senior management
• Collaborate with other functions within the bank
• Continue the expansion of the regulatory capital framework
Ideal candidates will have:
• Strong educational background (MSc in a numerical/statistical subject is preferable)
• 2+ years working within risk modelling/validation function
• Experience working within the retail/consumer space (mortgage experience would also be acceptable)
• Excellent SAS and SQL skills
• Previous Basel II/Regulatory Capital experience.
Job locations include New York and Ohio.
JO