Quantitative Credit Risk Analyst -Residential Mortgage Loan Portfolio- NY recruitment

The role is for someone with 10+ years of experience working with predictive models that measure PD, LGD and EAD. The candidate must have deep risk analytic knowledge and the ability to speak with senior industry leaders about risk analytics and risk measurement of consumer loan products. An advanced degree in a quantitative field [statistics, math, fin eng] and 10 years of relevant experience in using regression and predictive 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 Read more […]

December 7, 2011 • Tags: , • Posted in: Financial • Comments Off on Quantitative Credit Risk Analyst -Residential Mortgage Loan Portfolio- NY recruitment