Credit Risk Analytics (Basel II) recruitment

Credit Risk Analytics (Basel II)Location: Singapore basedSalary: CIRCA 100k SGD up to 170k SGD + Bonus (Depending on the candidate’s experience)Responsibilities• Develop, implement maintain credit risk analytic tools models of Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) and correlations • Research and develop new model and enhancements of existing model suites to improve accuracy, timeliness and responsiveness to economic environment • Work closely with business and product management to provide value adding risk analytics solutions for the enhancement Read more […]

March 4, 2012 • Tags: , • Posted in: Financial • Comments Off on Credit Risk Analytics (Basel II) recruitment