Credit Card Risk Specialist- Quantitative Analyst – New York recruitment
The role is to build, document and support Basel II, PD, LGD and EAD models for a large Credit Card Portfolio. Candidate must have deep experience with integrating Basel II models and have broad product knowledge of the credit card industry. A degree in a quantitative field [statistics, math, fin eng] and 5+ years of relevant experience in using regression models that measure loss given default (LGD) and loss frequency for a credit card issuer or 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 credit risk and specifically the credit card industry.
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.