Exclusive Opportunity – Newly Developed Team – Credit Risk Modelling recruitment
With a scope to include AIRB (PD, LGD, EAD) models, and IM (EPE, PFE) models, this role will provide oversight to all models, their portfolio and data quality. You will then be able to summarise high level results and important trends to senior meetings.This would be suitable for a quantitative individual who is interested in working on both the trading and banking book, who has built or validated models, but who would be interested in a role with wider exposure and an appreciation of the use of models in the wider business.For to discuss this is more detail please do not hesitate to contact Erica Read more […]