Quantitative Risk – Tier One Investment Bank (AVP) recruitment
The team’s mandate covers EPE/PFE Monte Carlo models; PD, LGD, and EAD models; and models for credit risk economic capital. Responsibilities include:Completing model reviews along with appropriate documentation and testing resultsCommunicating key findings to senior management, model developers, credit risk officers, and regulatorsOverseeing control processes to ensure previously approved models continue to behave as expected, including backtestingCandidates require:A PhD degree in a quantitative discipline and strong technical skills (SQL/VBA/C++)Three years of proven experience in quantitative Read more […]
July 6, 2012
• Tags: Investment Banking, M & A careers in the UK, Quantitative Risk, Tier One Investment Bank (AVP) recruitment • Posted in: Financial • Comments Off on Quantitative Risk – Tier One Investment Bank (AVP) recruitment