Senior Manager Economic Capital recruitment
Responsibilities:
• Serve as the project lead in the implementation of credit tools (Risk Frontier) and managing the economic capital calculation processes for the economic capital model going forward
• Interface with the information technology team in implementation of the new economic capital model and capture of the required input data
• Implementation and configuration of the tool to meet business needs
• Define risk parameter inputs needs, and help to determine economic capital requirements for new credit products
• Support new product development or acquisition activity through estimation of economic capital required for new products
• Support credit portfolio management and portfolio optimization studies through what-if analysis and assessment of economic impact of portfolio composition.
• Define opportunities for further refinement in the economic capital model and processes. Define and lead projects to improve upon the modeling platform.
• Develop economic capital reporting to meet the needs of business partners, risk management, and senior leadership.
Requirements:
• 5+ years credit risk modeling experience in the financial service industry
• Moody’s Risk Frontier experience
• Basel II and/or Economic Capital modeling 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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