Principal Associate / Manager – Statistical Analysis / Basel II Modeling recruitment

Responsibilities:

• Lead projects validating Basel-related models for commercial portfolios

• Ensure defensibility of modeling results by providing effective challenge and independent review

• Directly contribute to a variety of validation activities, including review of model design, data review, building internal benchmark models, evaluating stress scenarios, and sensitivity analyses

• Influence the prevailing best practices for the core team of model builders

• Engage with regulators as needed to showcase independent review results

• Communicate important issues to senior management in business units and within Risk Management

Requirements:

• 5+ years credit risk modeling experience in commercial banking or financial service industry

• Experience building or validating PD/LGD/EAD models for commercial portfolios in a Basel setting

• Basel II and/or Economic Capital modeling / validating experience

• Retail/Consumer banking experience

• Strong communication skills

• Proficient in SAS / SQL

• Master’s/Ph.D. in finance, economics, statistics, operations research, or other quantitative disciplines

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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