Credit Risk Models team – AVP 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 […]
March 13, 2012
• Tags: AVP recruitment, Credit Risk Models team, Risk Management careers in the UK • Posted in: Financial • Comments Off on Credit Risk Models team – AVP recruitment