Credit Risk Modeller recruitment
Credit Risk Modeller (PD, LGD, EAD)The Company:Our client is a leading and well recognised global investment bank who is currently in need of a credit risk modeller / Quant analyst to work in their Canary Wharf office.The Role:This position is for an experienced Quantitative Analyst / Credit Risk Modeller – with experience in Investment Banking especially with good products knowledge. To develop, validate document default probability (PD), loss given default (LGD) and exposure at default (EAD) models (behavioural scoring, credit grading and expert lender models) in line with Basel II. To calibrate Read more […]
Credit Risk Modeller recruitment
Responsibilities include:Model monitoring: On-going model monitoring for presentation at Credit Measurement Committees.Validation and calibration of existing PD/LGD/EAD and impairment models in compliance with the Group Risk Models policy.Quarterly model monitoring and reporting to ensure models remain accurate or are calibrated as required. Submission of model monitoring information to Group Technical Models Committee.Model implementation and training: Ensure all models are implemented accurately within the relevant technology platformKnowledge and training requirements in relation to model Read more […]
Credit Risk Modeller recruitment
Credit Risk Modeller Project Partners My client, a Global top tier bank in London is currently looking for a credit risk modeller. £500-600 pd. CV’s should represent the following: Credit Risk Modelling experience Financial services PD, LGD, EAD. Strong communicator, both written and verbal. Able to sit in committees, interact with senior stakeholders and write reports. If you have the above please do not hesitate in sending your CV to felicitypritchard-witts@projpartners.com Project Partners is part of Hydrogen Group. Read more […]