Basel II Modeling Senior Manager – Tier 1 Investment Bank – New York & Virginia, USA
JOB DESCRIPTION Our Client is searching for an experienced statistical leader to become the team lead for Retail Model Validation for Basel II models relating to Pillar I and Pillar II capital requirements. The role will be part of the Scoring Office (within Risk Management), which is responsible for the governance of all models and predictions across the enterprise.Responsibilities:• Lead a team in charge of directly validating all Basel-related models for all Retail portfolios• Ensure defendability of modeling results by providing effective challenge and independent review• Directly contribute Read more […]