Basel II Modeling Manager – Tier 1 Investment Bank – New York & Virginia, USA

JOB DESCRIPTION – Build Basel-II compliant scorecards and models for measuring obligor and facility risk – Engage with Credit Approval and Underwriting organizations to understand loan and deal structures, facilitate discussion and drive agreement on proposed modeling approaches – Take ownership of the model development process; lead all stages of model development from data collection, model building, model validation, testing and calibration – Develop comprehensive model documentation that stands up to Capital One and regulatory standards – Contribute to the development of a robust credit data Read more […]

August 7, 2011 • Tags: , , , , • Posted in: Financial • Comments Off on Basel II Modeling Manager – Tier 1 Investment Bank – New York & Virginia, USA