Quantitative Credit Risk Analyst -Residential Mortgage Loan Portfolio- NY recruitment
The role is for someone with 10+ years of experience working with predictive models that measure PD, LGD and EAD. The candidate must have deep risk analytic knowledge and the ability to speak with senior industry leaders about risk analytics and risk measurement of consumer loan products. An advanced degree in a quantitative field [statistics, math, fin eng] and 10 years of relevant experience in using regression and predictive models that measure loss given default (LGD) and loss frequency for large consumer loans and residential real estate loan portfolio is required. The Candidate must also have implemented credit risk models and will need solid SAS programming skills. Current hands on experience modeling in SAS is a requirement.
Keyword: Basel II, Risk Analytics, Scorecards, SAS, PD, LGD, Residential Mortgages, Auto Loans, Credit Card, Risk Rating Models, Regression
Refer to Job#18814-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.