Quantitative Credit Risk Analyst recruitment
Risk Management Directorate (RM) – Credit Risk and Policy Department (CRD) – Risk Policy and Pricing Division (RPP) – Pricing Unit (PRIC)Quantitative Credit Risk AnalystPreliminary Campaign in anticipation of a vacancy24 month assignment for executive category staff (Link for more information)PurposeThe Quantitative Credit Risk Analyst advises on the development and implementation of risk assessment and risk pricing for securitisation exposures (e.g. “CDO tranches”) and is responsible for setting up risk measures, policies and risk reporting for such exposures. He/she will deal with Read more […]
Quantitative Credit Risk Analyst recruitment
The successful candidate will deal with the more technical aspects of risk management to:Support the credit risk assessment and risk pricing process, ensuring consistency in the use of the Loan Grading system, Credit Metrics, and other relevant applications.Advise on the development and implementation of new credit risk policies and mitigation measures; identify new business requirements and ensure their implementation in the relevant applications, including the testing of new releases, in close collaboration with IT.Propose refinements/extensions to the current modelling framework in risk pricing Read more […]
Quantitative Credit Risk Analyst recruitment
Role Details :Research and development of new credit exposure analytics.Business analysis and development of modelling prototypes.Support the global rollout of the exposure models and their extension to the equities businesses.Provision of quantitative support to the trading desks for pre-deal portfolio risk and CVA analysisQuantitative analysis required to meet Basel 2/3 modelling standards, including backtesting and stress-testing of EPE.Skills Qualifications RequiredKnowledge of the financial markets and derivatives pricing techniques.Strong analytical and problem solving skills.Proactive Read more […]
Commercial & Industrial Loans- Quantitative Credit Risk Analyst 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 […]