Credit Card Risk Specialist- Quantitative Analyst – New York recruitment

The role is to build, document and support Basel II, PD, LGD and EAD models for a large Credit Card Portfolio.  Candidate must have deep experience with integrating Basel II models and have broad product knowledge of the credit card industry. A degree in a quantitative field [statistics, math, fin eng] and 5+ years of relevant experience in using regression models that measure loss given default (LGD) and loss frequency for a credit card issuer or portfolio is required.  The Candidate must also have implemented large credit risk models and will need solid SAS programming skills. Current Read more […]

December 15, 2010 • Tags: , , • Posted in: Financial • Comments Off on Credit Card Risk Specialist- Quantitative Analyst – New York recruitment