Basel II Risk Analyst recruitment
Principal Accountabilities:• Analyze internal and external data for portfolio segmentation and validation• Scorecard development and validation for modeling probability of default (PD), loss given default (LGD) and exposure at default (EAD) under the framework of Basel II• Determine, develop and document data requirements, modeling assumptions and model results for best practice methodologies deployed and alternatives approaches considered• Work with lines of business to ensure models are business-driven and empirically derived• Communicate and respond to internal model validation Read more […]
February 9, 2012
• Tags: Basel II Risk Analyst recruitment, Risk Management careers in the USA • Posted in: Financial • Comments Off on Basel II Risk Analyst recruitment