Top Global Bank | Risk Retail Modelling Manager
Top Global Bank - Risk Retail-Consumer Modelling Manager
Location : London
Salary : £45-65k
This top Global Investment Bank seeks a Senior IRB (PD-LGD-SCOREDCARD) Modeller to join the predctive analytics team, which sits in the group-global function of the bank.
They are looking for candidates who have had experience in risk modelling with an educational background a quantitative field.
The Role:
• Development and Validation Retail PD-LGD-EAD models
• Data analysis and scorecard creation
• Ensure Group?s credit models remain regulatory compliant
• Ensure on-going performance of models
• Hands on development,
• Generate, analyse and monitor portfolio risk and capital reports
• Working with Quants, IT and Senior Management
Requirements:
• Strong command of English
• Expeirence in developing PD,LGD,EAD-scorecard models
• Experience with data processing and Stats analysis and scorecard creation
• Minimum degree level in a quant or finance subject, preferable additional qualifications PhD-Masters-MBA-CFA-FRM
• Understanding of Basel II requirements
• Incl. Excel, Powerpoint, Word, Knowledge of SAS
If you are wanting to work in the group-global function of a Major Bank apply now.
Leave a Reply
You must be logged in to post a comment.