Consumer Credit Loans (Credit Cards, Res Mtg, Auto)- Quantitative Credit Risk Manager – NY recruitment
The role is to build, document and support Basel II, PD, LGD and EAD models. Candidate must have deep experience with integrating Basel II models and have knowledge of credit and market risk industry practices. A degree in a quantitative field [statistics, math, fin eng] and 10+ years of relevant experience in using regression models that measure loss given default (LGD) and loss frequency for large consumer loans and residential real estate loan portfolio is required. The Candidate must also have implemented large credit risk models and will need solid SAS programming skills. Current hands on experience modeling in SAS is a requirement. Candidate must also be able to speak with authority about consumer loans and residential real estate lending.
Keyword: Basel II, Risk Ratings, Scorecards, SAS, PD, LGD, Residential Mortgages, Auto Loans, Credit Card, Risk Rating Models, Regression
Refer to Job#18814-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.