Basel II/Retail Credit Risk Modeler (PHD) – New York recruitment
The role is to assess, review and validate existing regulatory capital calculation models, risk measurement models, and compliance and risk management processes to help identify, measure and better manage the banks risk. Candidate must have deep experience with developing and integrating Basel II and Sarbanes-Oxley models and have outstanding communication and presentation skills. Candidates must have advanced degree (PhD preferred) in physics, engineering, or math with solid C/C++, VBA or Java programming skills.
Keywords: Basel II, Risk modeling, Credit cards, Model Validation, Model Review, Risk Process, PHD,
Refer to Job# 18827- EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.