VP
The Role
- Aid in the development oversee PD, LGD, EAD model development across a global portfolio of Corporates
- Manage co-ordinate model developers in LATAM, NA, ASIA Europe – ensuring relevant models are consistent with group internal standards, but also external regulatory
- Play a leading role in setting the standard of how the global models should be benchmarked as the bank transitions from a regional to a global model
- Directly manage a small team of analysts in London, as well as indirectly managing analysts in LATAM, NA Europe
The Candidate
- Sound quantitative academics – MSc / PhD preferred
- Extensive experience in PD, LGD, EAD modelling of a Corporate portfolio – specifically commercial banking (SME’s, small-mid corps)
- Quantitative Qualitative – possessing the ability to convert technical concepts into laymann terms for a non-technical audience
- Knowledge of regulations including IFRS 9 Basel
This is a truly excellent opportunity to gain unique exposure across a global portfolio with a leading bank. Please contact 0203 141 8014 or e-mail risk.emea@gqrgm.com for more information.
keywords: credit risk, risk modelling, credit risk modelling, quantitative credit risk, corporate credit risk modelling, commercial modelling, group modelling, wholesale, PD,LGD,EAD, basel, IFRS 9
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