Credit Risk Modeller AVP recruitment
The role will require you: Calibrate PD models Produce analyses to set input values for impairment calculations. Analyse and report on the performance EAD LGD models on a regular basis including investigating ad hoc queries. What will the role involve? Responsibilities in this role are to: Develop new models, document and present to technical committees. Undertake annual reviews of all models. Perform validations of credit risk models, covering model build and implementation. Present the findings to an approval committee Develop and produce monitoring packs / management information Read more […]
April 9, 2012
• Tags: Credit Risk Modeller AVP recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on Credit Risk Modeller AVP recruitment