VP – Director Senior Quantitative Credit Risk Analyst – Capital and Credit Risk Modelling recruitment
Role Details:• Review all methodologies related to PD, EAD LGD, stress testing and RAROE.• Undertake model prototyping.• Participate in model and methodology presentations to the regulators and model users.• Write clear, accurate model build and validation documentation.• Ensure all model development complies with regulatory and internal policy requirements.• Assist with developing a tactical SAS solution to support model estimation.Qualifications Essential Skills Needed:• Strong mathematical/statistical or economics post graduate degree or certification, e.g. MSC, MBA, Read more […]
Quantitative Analyst – Capital and Credit Risk Modelling recruitment
Role Details:• Review all methodologies related to PD, EAD LGD, stress testing and RAROE.• Undertake model prototyping.• Participate in model and methodology presentations to the regulators and model users.• Write clear, accurate model build and validation documentation.• Ensure all model development complies with regulatory and internal policy requirements.• Assist with developing a tactical SAS solution to support model estimation.Qualifications Essential Skills Needed:• Strong mathematical/statistical or economics post graduate degree or certification, e.g. MSC, MBA, Read more […]