Director – Risk Ratings Job recruitment
Director - Risk Ratings-631027
Description
Key Responsibilities
- Lead efforts to build Basel-II compliant scorecards and models for measuring obligor risk
- Contribute to the development of a Basel-II compliant risk rating methodology for the Bank. Ensure risk rating methodology and policy decisions are incorporated into modeling framework
- Engage with Credit Approval and Underwriting organizations to drive agreement on proposed modeling approaches
- Take ownership of the model development process across all stages of model development from data collection, model build, model validation, testing and calibration
- Take ownership for developing comprehensive model documentation that stands up to Capital One and regulatory standards
Qualifications
Basic Qualifications
- Bachelor-s degree in a quantitative field of study
- 5+ years of progressive experience in the Credit Risk space
- 2+ years experience developing PD, LGD models and scorecards for Commercial/ Corporate (wholesale) banking
Preferred Qualifications
- Masters in quantitative discipline
- Deep understanding and knowledge of Basel II principles and practice
- Experience developing documentation in preparation for Basel II or OCC/Fed exams
- Professional qualifications (CFA, FRM, etc) a plus
- Strong verbal and written communication and presentation skills
- Strong influencing skills and ability to partner/collaborate across functions
At this time, Capital One will not sponsor a new applicant for employment authorization for this position.
J2W:CB
Job : Audit, Risk Management and Security
Primary Location : United States-New York-New York-Mid-Upr Manh-37th St Br 887 (22887)
Schedule : Full-time
Travel : Yes, 25 % of the Time
Job Posting :
Unposting Date :