Credit Risk Model Validation recruitment
Credit Risk Analytics – Model Validation – Group Risk Credit Risk Analytics (Group Risk Management) The successful candidate will assist Risk Management to perform independent model validation at the Group level. ResponsibilitiesValidate all types of Credit Risk and Enterprise Wide Risk Management related models. Highlight to Management the areas of risk and weaknesses in the models and document the whole validation reviews. This includes the quantitative and qualitative aspects of the model development, validation and stress testing. Provide regular advice and guidance to counterparts Read more […]
Credit Risk Model Validation recruitment
Main FunctionWe have an opening in a Tier 1 Investment Bank for a quantitative analyst to join the Credit Risk Model Validation team in London. This team is responsible for independent point-in-time validations and annual reviews of credit models for internal risk management and regulatory capital. The team’s mandate covers EPE/PFE Monte Carlo models; PD, LGD, and EAD models; and models for credit risk economic capital. Main Duties Responsibilities include: Completing model reviews along with appropriate documentation and testing results Communicating key findings to senior management, model developers, Read more […]
Credit Risk Model Validation recruitment
You will be responsible for completing model reviews of EPE/PFE, Monte Carlo, PD, LGD and EAD models, communicating results and backtesting.You must have a Masters level degree or above in a quantitative subject and solid experience in a similar role with a good understanding of modelling approaches.Further information on application Empiric Solutions were established in 2005 and are one of the foremost providers of niche and specialist recruitment services within IT, Finance and Industry and Commerce globally. In December 2010, we became a Virgin Fast Track 100 company for the second consecutive Read more […]