Director (PhD) Statistical Modeler- (PD, LGD)/Commercial Loans – NY recruitment
The role is to build, document and support Basel II, PD, LGD models. Candidate must have deep experience with integrating Basel II models and have knowledge of credit and market risk software [KMV, RiskCalc, CMM, CreditEdge, COMPASS]. A PhD degree in a quantitative field [econometrics, Statistics or Math ] and 5+ years of relevant experience in using regression models that measure loss given default (LGD) and loss frequency for a wholesale corporate, industrial and commercial real estate loan portfolio. The Candidate must also have implemented large credit risk models and will need solid SAS programming Read more […]
May 3, 2012
• Tags: Commercial Loans, Director (PhD) Statistical Modeler- (PD, LGD), NY recruitment, Risk Management careers in the USA • Posted in: Financial • Comments Off on Director (PhD) Statistical Modeler- (PD, LGD)/Commercial Loans – NY recruitment