Corporate Basel Credit Analyst recruitment
Main Role Requirements
- Stakeholder and project management to transform statistical models into risk decision tools.
- Developing new, or adapting existing, rating methodologies and ensuring their implementation.
- Manage the Annual Model Reviews.
- Assist the Head of Basel Model Management in monitoring the quality of the ratings and the transfer of the data from the rating platform to the Basel Data Repository.
- Ensure that appropriate rating methodologies are developed, implemented and operated within Corporate and Commercial bank.
- Co-ordinate the maintenance and Annual Reviews of theBaselmodels ensuring compliance with both internal and external requirements.
- Provide expert input into the Basel II stress tests for each portfolio.
Individual Requirements
- Experience of working in Financial Services, preferably in Corporate Risk Management.
- Experienced at using Basel 2 Modelling.
- General understanding of rating methodologies as well as the concepts of PD, LGD and EAD.
- Analytical and strong problem solving skills.
- Computer literate with an ability to use Excel, SAS or other analysis tools.
- Good report writing.
- Project management is desirable.
- Prepared to travel.
Salary: Circa £65k
Additional Benefits: Pension Scheme, Health Care, Car Allowance
Apply online! Send your CV today to avoid missing out on this unique opportunity
Contact Details
Contact Name: John Thompson
Direct Dial: 0207 292 3782
January 19, 2012
• Tags: Accounting & Finance careers in the UK, Corporate Basel Credit Analyst recruitment • Posted in: Financial