AVP Credit Risk Modeller recruitment
The role will focus on their credit risk modelling function [PD, LGD, EAD] and be involved in managing, validating and reviewing exposures across the corporate portfolio of the bank. The ideal candidate is someone with MSc. or PhD. in quant related subject with some credit risk modelling experience with having exposure to PD,LGD,EAD and exposure to Basel requirements for the Pillar 1 AIRB approach to Risk Management. Ideally with experience of using SAS, MatLab or palisade software packages to perform analysis. Ideally with an understanding of A-IRB Capital calculations. This is a great opportunity Read more […]
May 2, 2012
• Tags: AVP Credit Risk Modeller recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on AVP Credit Risk Modeller recruitment