Manager – Statistical Analysis / Basel II Modeling – Washington, DC recruitment
Responsibilities: • Research, critically evaluate, and propose quantitative risk modeling methodologies for estimation of Economic Capital requirements for consumer loan products and accounts. • Analyze internal and external data for portfolio segmentation and validation • Develop and validate models of probability of default (PD), loss given default (LGD) and exposure at default (EAD) under the framework of Basel II and ICAAP • Determine, develop and document data requirements and modeling assumptions, model results, and methodological alternatives considered. • Collaborate Read more […]
December 13, 2010
• Tags: Basel II Modeling, DC recruitment, Manager, Risk Management careers in the USA, Statistical Analysis, Washington • Posted in: Financial • Comments Off on Manager – Statistical Analysis / Basel II Modeling – Washington, DC recruitment