Leading US Investment Bank seeks Director for Credit Risk Modelling Group (PD/LGD) with knowledge of Commercial Loans / Mortgages- USA, New York
Leading US Investment Bank seeks Director for Credit Risk Modelling Group (PD-LGD) with knowledge of Commercial Loans - Mortgages- USA
Location - New York, USA
Salary - 160-200k USD + benefits and bonus
A leading US investment Bank is looking for a director to head up a group within their risk methodology group. The role will have 8-10 direct reports and have dotted reporting lines from several other groups.
The role obviously encompasses hands on modelling with senior management, allowing a huge amount of exposure for successful candidates. The position also reports directly into the Head of Risk Analytics with a dotted line into the CRO. This will mean that there will be ample senior management facing and therefore excellent opportunity for fast career progression.
Ideal Candidate...
• 7+ years experience within the risk modelling space
• Excellent academic record (MSc or PhD in a statistical-quantitative subject)
• Proven Management ability
• Knowledge of Basel II
• Strong Risk Modelling skills (PD-LGD-Economic Capital)
• Knowledge of Mortgage prepayment models + loss forecasting
• In-depth understanding of multivariate statistics
• Knowledge of a statistical or analytical modelling language such as SAS, Matlab, Stata, or S+
Key Words - PD, LGD, Economic Capital, Basel, Management, Senior, Director, SAS, Matlab, Statistics, MSc, PhD, New York, USA, Credit Risk, Risk Modelling
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