Multiple Credit Risk Modelling Opportunities
A leading global banking group is looking to grow the risk modelling teams within both the Corporate Retail banking teams, resulting in a number of opportunities for strong candidates ready to take the next step in their career - anywhere from Senior Analyst level up to VP (managerial) level.
In these roles, among other responsibilities; you will develop, validate document default probability ("PD"), loss given default (LGD) and exposure at default (EAD) models (behavioural scoring, credit grading and expert lender models) in line with Basel II Group Model Risk Policy requirements.
Ideal candidates will have hands-on experience and understanding of some, if not all types of credit risk models (PD LGD EAD), and their uses within a regulated bank. This will be supported by an in-depth understanding of the use of mathematical and statistical tools for credit risk model development, multi-factor regression, collinearity, concordance, ROC Curve, Gini etc. Candidates will also be familiar with the Basel II or FSA requirements for the Pillar I AIRB approach to risk measurement and capital calculation process.
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