Director, Credit Risk Models
This is an excellent opportunity to join one of the best known corporate and investment banking groups in the world.
In this role, you will manage the team responsible for the development of Basel II A-IRB Compliant Credit Risk Models for Probability of Default, Loss Given Default and Exposure at Default.
In addition to managing the model development team, you will also be required to obtain model use approval, create and develop model implementation plans across all portfolios and to support the maintenance and validation process.
Prior experience of leading a team of model developers is required, as is a postgraduate, or further qualification, in a relevant, quantitative subject, such as Mathematics, Physics, Operational Research, Engineering or Econometrics.
Leave a Reply
You must be logged in to post a comment.