Credit Risk Quant recruitment

The role sits in a specialist team responsible for developing and validating ratings models for wholesale risk and offers a great opportunity to further develop your knowledge of credit risk modelling given the variety of work you will be exposed to.The role:Development, validation and review of models for wholesale credit risk.Implementing statistical methodologies in order to capture risk in the wholesale portfolio.Primary focus is upon LGD EAD models.The role also offers exposure to PD, stress testing and economic capital.Regular interaction with other areas of the bank requiring strong communication Read more […]

November 27, 2011 • Tags: , • Posted in: Financial • Comments Off on Credit Risk Quant recruitment