Commercial & Industrial Loans- Quantitative Credit Risk Analyst recruitment
The role is to build, document and support Basel II, PD, LGD models. Candidate must have deep experience with integrating Basel II models and have knowledge of credit and market risk software [KMV, RiskCalc, CMM, CreditEdge, COMPASS]. A degree in a quantitative field [econometrics] and 5+ years of relevant experience in using regression models that measure loss given default (LGD) and loss frequency for a wholesale corporate, industrial and commercial real estate loan portfolio. The Candidate must also have implemented large credit risk models and will need solid SAS programming skills. Current Read more […]
March 4, 2009
• Tags: Commercial & Industrial Loans, Quantitative Credit Risk Analyst recruitment, Risk Management careers in the USA • Posted in: Financial • Comments Off on Commercial & Industrial Loans- Quantitative Credit Risk Analyst recruitment