VP – Economic Capital Model Validation recruitment
Responsibilities: • Conduct independent validations of key models developed by the Economic Capital (Credit, Market, Operational and Strategic/Business risks) and Basel modeling groups. This will require a thorough understanding of the models’ theoretical frameworks and implementation practices. • Oversee projects to assess soundness of modeling approaches and business assumptions: segmentation, distribution selection and fitting, aggregation, and allocation methodologies. • Independently research, identify and prototype industry best modeling practices. • Contribute to the Read more […]
December 6, 2011
• Tags: Economic Capital Model Validation recruitment, Risk Management careers in the USA, VP • Posted in: Financial • Comments Off on VP – Economic Capital Model Validation recruitment