AVP Credit Risk Modeller recruitment
The role will focus on their credit risk modelling function [PD, LGD, EAD] and be involved in managing, validating and reviewing exposures across the corporate portfolio of the bank.
The ideal candidate is someone with MSc. or PhD. in quant related subject with some credit risk modelling experience with having exposure to PD,LGD,EAD and exposure to Basel requirements for the Pillar 1 AIRB approach to Risk Management. Ideally with experience of using SAS, MatLab or palisade software packages to perform analysis. Ideally with an understanding of A-IRB Capital calculations.
This is a great opportunity for someone looking to gain top exposure from a large UK bank or someone looking to move out of a consulting environment and move into a large financial institution – I would be keen to hear from anyone with this kind of experience, so do forward your profile to be considered.
For more Details, please visit our Website – www.hamlynwilliams.com and for further information send any queries to nik.s@hamlynwilliams.com
Hamlyn Williams is an Executive Recruitment consultancy that specialises in placing Risk, Compliance, Regulatory Information Security professionals globally:- offering Retained, Contingency and Interim/Contract recruitment solutions for the Financial Professional Services.