Consumer Credit Loans (Residential Mortgages) – Quantitative Credit Risk Manager – NY recruitment
The role is to build, document and support Basel II, PD, LGD and EAD models. Candidate must have deep experience with integrating Basel II models and have knowledge of credit and market risk industry practices. A degree in a quantitative field [statistics, math, fin eng] and 5-7 years of relevant experience in using regression models that measure loss given default (LGD) and loss frequency for large consumer loans and residential real estate loan portfolio is required. The Candidate must also have implemented large credit risk models and will need solid SAS programming skills. Current hands on Read more […]
August 28, 2012
• Tags: Consumer Credit Loans (Residential Mortgages), NY recruitment, Quantitative Credit Risk Manager, Risk Management careers in the USA • Posted in: Financial • Comments Off on Consumer Credit Loans (Residential Mortgages) – Quantitative Credit Risk Manager – NY recruitment