BA Loss Data Remediation and Validation, UK Corporate Bank recruitment

A Credit Portfolio Analytics (CPA) department within a leading UK investment bank has just had budget signed off for 2 Business Analysts. The role is based in London and the contract is 3-6 months. Rates of pay are negotiable. CPA forms an integral part of the Credit Risk Management function and is directly responsible for designing, estimating, validating, implementing and monitoring the performance of models that estimate counterparty Probabilities of Default (PDs), Banking Book Exposure at Default (EAD) amounts and Loss Given Default (LGD) estimates. THE ROLE There is a specific short term requirement Read more […]

April 15, 2012 • Tags: , , , • Posted in: Financial • Comments Off on BA Loss Data Remediation and Validation, UK Corporate Bank recruitment