Consumer Credit Loans (Credit Cards, Res Mtg, Auto) – Quantitative Credit Risk Analyst – NY recruitment
The role is to build, document and support Basel II, PD, LGD and EAD models. Candidate must have deep experience with integrating Basel II models and have knowledge of credit and market risk industry practices. A degree in a quantitative field [statistics, math, fin eng] and 5+ years of relevant experience in using regression models that measure loss given default (LGD) and loss frequency for large consumer loans and residential real estate loan portfolio is required. The Candidate must also have implemented large credit risk models and will need solid SAS programming skills. Current hands on experience Read more […]
Quantitative Credit Risk Analyst – Luxembourg recruitment
They are looking to hire two quantitative risk analysts to support the credit risk assessment and risk pricing process, ensuring consistency in the use of the Loan Grading system, Credit Metrics, and other applications.Responsibilities include:Supporting the credit risk assessment and risk pricing processDocumenting, updating and reporting on methodologies underlying the Bank’s risk pricing policy.Advising on the development and implementation of new credit risk policies and mitigation measuresProposing changes to the current modelling framework in risk pricing and credit risk quantificationParticipating Read more […]