Principal Associate / Manager – Statistical Analysis / Basel II Modeling recruitment
Responsibilities: • Lead projects validating Basel-related models for commercial portfolios • Ensure defensibility of modeling results by providing effective challenge and independent review • Directly contribute to a variety of validation activities, including review of model design, data review, building internal benchmark models, evaluating stress scenarios, and sensitivity analyses • Influence the prevailing best practices for the core team of model builders • Engage with regulators as needed to showcase independent review results • Communicate important issues to Read more […]
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 […]
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 […]