VP Quantitative Credit Risk Modeling recruitment
Responsibilities:• Develop internal credit rating models to quantify various aspects of credit risk • Creation of models to benchmark Counterparty Credit Risk across both lending and trading portfolios and ensure consistency among ratings throughout the firm. • Quantify various aspects of credit risk, such as probability of default (PD), loss given default, ( LGD ), and Exposures • Work closely with other members of the Internal Rating Models Group, Credit Research, and Market Risk • Lead project-specific working groups Requirements: • 7+ years quantitative modeling Read more […]
August 22, 2012
• Tags: Risk Management careers in the USA, VP Quantitative Credit Risk Modeling recruitment • Posted in: Financial • Comments Off on VP Quantitative Credit Risk Modeling recruitment