Manager – Statistical Analysis / Basel II Modeling recruitment
Responsibilities: • Research, critically evaluate, and propose quantitative risk modeling methodologies for estimation of Economic Capital requirements for consumer loan products and accounts. • Analyze internal and external data for portfolio segmentation and validation • Develop and validate models of probability of default (PD), loss given default (LGD) and exposure at default (EAD) under the framework of Basel II and ICAAP • Determine, develop and document data requirements and modeling assumptions, model results, and methodological alternatives considered. • Collaborate Read more […]
Credit Risk Modeler recruitment
The successful candidate will be the firms main risk resource for corporate credit risk modeling, covering high yield and investment grade instruments; credit default swaps; correlated defaults in structures; losses given default; and correlated recoveries. He or she will be responsible for creating or vetting valuation models instruments with corporate credit risk (including spread and default risk) for high yield, bank loan, hybrid, and investment grade corporate credit instruments at all levels of the capital structure. In addition, the successful candidate will be expected to understand Read more […]
Market Risk Management Policy/Research Director recruitment
Enterprise Risk Management group is seeking a strong Fixed Income Derivatives Process/Methodology, Research/Policy Director to lead team in identifying and mitigating Credit and Market Risk. You will also work closely with peers in Liquidity and Operational Risk as well as with the risk team members in Legal/Compliance and Technology.• Develop, communicate and ensure adherence to department risk policies, procedures and best practices;• Reassess existing processes and create new ones that most effectively anticipate, manage and reduce risk• Develop and maintain an active research opinion Read more […]
Operational Risk Controller recruitment
We are looking for a self-motivated and reliable Operational Risk Controller, accustomed to working in the banking industry. The candidate should possess excellent operational risk knowledge allied with good project management methodology. The Consultant will responsible for the assessment, monitoring and management of the Operational Risks (“OR”) of one of our client. The consultant will report to the Chief Operational Risk Officer of the client. Conduct the annual operational risk mapping for all Business Lines, Control and Support Functions under the supervision of the Chief Read more […]
Credit Card Risk Specialist- Quantitative Analyst – New York recruitment
The role is to build, document and support Basel II, PD, LGD and EAD models for a large Credit Card Portfolio. Candidate must have deep experience with integrating Basel II models and have broad product knowledge of the credit card industry. 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 a credit card issuer or portfolio is required. The Candidate must also have implemented large credit risk models and will need solid SAS programming skills. Current Read more […]
Manager – Statistical Analysis / Basel II Modeling – Washington, DC recruitment
Responsibilities: • Research, critically evaluate, and propose quantitative risk modeling methodologies for estimation of Economic Capital requirements for consumer loan products and accounts. • Analyze internal and external data for portfolio segmentation and validation • Develop and validate models of probability of default (PD), loss given default (LGD) and exposure at default (EAD) under the framework of Basel II and ICAAP • Determine, develop and document data requirements and modeling assumptions, model results, and methodological alternatives considered. • Collaborate Read more […]
Market Risk Officer – Equities recruitment
UBS’ Equity businesses actively trade Cash, Derivatives, Convertibles as well as Prop Strategies such as Fundamental, Risk Arbitrage, Statistical Arbitrage and Convert Arb / Credit. The Market Risk team is broadly responsible for closely monitoring the portfolio risk of the Equity businesses to ensure that risk exposures are appropriately diversified, that the risk profile is in line with UBS’s appetite, and that non-standard risks are adequately identified and controlled. The successful applicant will play a key role in understanding market risk undertaken by the Equity businesses ranging from Read more […]
Top CVA quant role based in NYC at a top IB – USA (CESR) recruitment
This leading New York Investment Bank is looking for a talented individual who is looking for quick career progression and a new challenge. They are seeking an exceptional individual to join their Front Office CVA team at the head offices in NYC. The successful individual will come on at a very competitive level and will take on a great deal of responsibility from day one and should not be afraid to take the initiative and bring new ideas to the team. The manager and head of the quantitative space needs a person to be able to come in and implement CVA models to a high standard and also take over Read more […]
Associate Director- Risk recruitment
The Associate Director (AD) will focus on creatively identify, design, evaluate and provide strategic credit risk management solutions to our Financial Services clients. By having a full understanding of the array of existing solutions it will be responsible for detecting the most appropriate solution to identified client needs, the candidate will be expected to conduct analysis on original and non-routine business problems in a timely, accurate and insightful manner and combine this analysis with their understanding of a client’s practical issues to provide a solution. In this role the AD will Read more […]
JR Quant Risk Modeler- New York City recruitment
Responsibilities:The Credit Policy team at a leading raitings agency is a group of professionals who oversee the general credit policies and rating methodologies for the rating agency, and publish rating performance research. We are looking for a financial engineer to join our model management and verification team. The duties of the financial engineer include:-Verify and further develop the financial models underlying the general credit policies and rating methodologies.-Build financial model prototypes, implement test procedures, and assist with the implementation of new control processes for Read more […]