Credit Risk Model Review recruitment
You would join a team that is responsible for the independent review of the Group’s wholesale credit models and methodologies that are used to derive credit grades and the key risk parameters PD (Probability of Default), LGD (Loss Given Default) and EAD (Exposure at Default) which are used to determine the Group’s regulatory capital requirement and calculate the Risk Adjusted Return on Capital (and RAROE). The team supports risk management throughout the Group.Core responsibilities:to undertake in-depth assessments of models used by the Group (or proposed for use);to ensure that the Group’s wholesale Read more […]
July 15, 2010
• Tags: Credit Risk Model Review recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on Credit Risk Model Review recruitment