Credit Risk Quant – Basel Team – Investment Bank – Boston recruitment
For a credit risk group that has identified a core group of model building statisticians and econometrical quants, this role will allow you to be involved in building models that produce Probability of Default, Loss Given Default and Exposure at Default. Using your expereince garnered from a background in credit risk, and your PhD, you will elevate the model development process to a better state through new model approaches and coordinate the development of wholesale or retail credit risk parameters and expected loss models by performing technical analysis. Your responsibility will lie in improving Read more […]
August 20, 2012
• Tags: Basel Team, Boston recruitment, Credit Risk Quant, Investment Bank, Risk Management careers in the USA • Posted in: Financial • Comments Off on Credit Risk Quant – Basel Team – Investment Bank – Boston recruitment