Consultancy – Credit Risk – Basel 2 – Modelling – PD/LGD/EAD recruitment
This Credit Risk Team provides services to a number of Established Banks, enhancing their Risk Management framework.You will have the opportunity to drive and run projects from beginning to end leading an already highly qualified and established teamDuties:-Credit Risk/ Basel Related Projects in HK and China-Create solutions for Risk Parameters-Provide services in relation to regulatory compliance-Assist the clients in meeting BASEL requirement- Provide economic capital managementRequirements:-Degree holder in finance, financial engineering, economics, mathematics, statistics, risk management or Read more […]
Senior Quantitative Credit Risk Analyst – PD/LGD/EAD recruitment
My client is currently looking for a Senior Quantitative Risk Analyst, with extensive coverage of PD, LGD, and EAD models. My client is a bank located in Brussels.Main Duties:The role offers senior risk modelling candidates a great opportunity to help the head of risk modelling to supervise a team of 7 analysts. – assisting head of the team to improve the pd/lgd/ead models and handling new requests, mainly quantitative, on these models or in related areas; to this end, your acquired experience in quantitative matters, practical market analysis and university research will be most useful; – preparing Read more […]
Credit Risk – PD/LGD/EAD – Tier 1 IB – VP recruitment
My client, an award winning Tier 1 Investment Bank, is going through huge growth in its global derviatives platform and has developed a unique department to look at Basel PD/LGD/EAD Models, CounterpartyCredit Risk and other aspects of Basel III. They are looking for a VP, with a strong quantitative background, to join this team. It is a great opportunity for a caddiate who is developing/validating Basel P/LGD/EAD Models in a wholesale bank/environment to step into an Investment Bank with its global hub in the City but obvioulsy candidates with trading books experience would also be considered. Read more […]
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 […]
Credit Risk Modelling Quantitative Analysts – Large headcount across PD, EAD, LGD, RWA and EC modelling – UK recruitment
The common factors between the roles are candidates MUST be able to program in SAS, as well as having strong modelling skills – the firm is agnostic to which speciality from PFE, EC, PD, EAD, LGD etc but the ideal candidates will have working knowledge of mortgages, mortgage portfolios and related retail products. While they are happy to see people who model on other products, it is highly preferred to have a good knowledge of the underlying asset(s).Candidates should come from quantitative educational backgrounds. If you would be interested in discussing the opportunity in further detail, please Read more […]
Statistical Modeler (PD, LGD)/Commercial & Industrial 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 degree in a quantitative field [econometrics] 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 skills. Current Read more […]
Credit Risk Modelling Analysts
My client is looking to fill a large headcount in various teams, for permanent and contract to join a successful business area with a collegiate, positive team atmosphere. The common factors between the roles are candidates MUST be able to program in SAS, as well as having strong modelling skills – the firm is agnostic to which speciality from PFE, EC, PD, EAD, LGD etc but the ideal candidates will have working knowledge of mortgages, mortgage portfolios and related retail products. While they are happy to see people who model on other products, it is highly preferred to have a good knowledge Read more […]