Quant Risk Specialist – Credit Risk Methodology recruitment
The team mandate is the development and maintenance of the Bank’s models for assessing default probabilities (PDs), loss given defaults (LGD), exposure at default (EAD for traded products and banking products) and associated credit portfolio models for both the IB and the WMSB portfolios. In addition, the team develops, validates and implements calculation models for securities lending values and derivatives margins as well as methods for risk control and monitoring in Lombard lending on both portfolio and client level, such as stress testing, expected loss calculation, and concentration and liquidity Read more […]
May 11, 2012
• Tags: Credit Risk Methodology recruitment, Quant Risk Specialist, Risk Management careers in the UK • Posted in: Financial • Comments Off on Quant Risk Specialist – Credit Risk Methodology recruitment