Manager / Associate – Loss Forecasting and Basel II Model Validation recruitment
Responsibilities: • Support the validation of loss forecasting and Basel-related models used to measure risk of a wide arrange of financial assets • Review and assess the methodologies for calculating regulatory and economic capital. • Employ advanced statistical, financial and economic concepts in the analysis of large data sets used within the referred model • Produce key management reporting and commentary for use in business decisions such as pricing, risk mitigation and capital allocations • Proactively identify the tasks required within the model validation team to improve Read more […]
Director / Senior Manager – Loss Forecasting and Basel II Model Validation recruitment
Responsibilities: • Manage a team responsible for validating Basel-related and/or loss forecasting models for a large number of retail and commercial portfolios • Utilize advanced statistical, financial and economic concepts to produce analysis that can be used by management in business decisions such as pricing, risk management and capital allocation • Organize and execute complex projects and presenting meaningful analysis and commentary to senior management, audit, regulators, and other stakeholders on credit risk models employed under a Basel 2 framework. • Influence positive Read more […]