Senior Model Validation Quantitative Analyst recruitment

The model validation Group runs the Model Risk Governance Program, which supports and implements the Model Risk Governance Policy for mitigating model risk.The Senior Quantitative Analyst will play a senior role in the MVG, focusing on reviews of models used to make business and operating decisions—most notably regulatory and economic capital models, as well as insuring the implementation of Model Risk Governance Program guidelines and requirements.  These models are in areas including wholesale credit risk (e.g., probability of default, loss given default, exposure measurement, and loan loss Read more […]

November 29, 2011 • Tags: , • Posted in: Financial • Comments Off on Senior Model Validation Quantitative Analyst recruitment