Senior Credit Risk Quantitative Analyst (Vice President)
Primary responsibilities include: • Provide analytic support for the Basel II implementation of the Internal Models Method (IMM) • Development and implementation of analytical and regulatory disclosures related to the IMM approach • Implement credit exposure stress testing methodologies and provide in-depth analyses of stress test results. • Develop new approaches for back testing exposure models and provide detailed analysis of the back-test results. • Work directly with credit officers to evaluate proposed trades and reach agreement on their credit risk intensity. • Evaluate counterparty Read more […]
June 26, 2009
• Tags: Risk Management jobs and careers in UK, Senior Credit Risk Quantitative Analyst (Vice President) • Posted in: Financial • Comments Off on Senior Credit Risk Quantitative Analyst (Vice President)