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Credit Risk Model Validation (Consumer)

  • Job type: Permanent
  • Location: New York
  • Salary: $150000 - $180000 per annum
  • Job reference: sdfasfsdfs
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 01/08/2017
A leading US based Consumer Bank with a well-known Card Function is looking to expand its risk analytics group with a key hire within the team. The role will report directly into the Head of Credit Risk Analytics and also a dotted reporting line into the Quantitative Analytics group within Enterprise risk management.

The Teams focus is on the development and implementation of quantitative risk models to support the firm’s internal rating-based (AIRB) approach to risk under Basel II. This will involve developing PD and LGD models for the groups key counterparts and credit exposures. This will allow candidates to gain unrivalled exposure to counterparties and senior internal stakeholders.

With the role being of VP level there will be some managerial aspects of overseeing junior analysts within the team and with the group looking to expand in 2018 there will be potential to take on some direct reports.

Key Requirements:
  • Excellent Quantitative academic qualifications (PhD preferred)
  • 5-10yrs experience within a related function (Risk modelling, Quantitative Analytics)
  • Consumer/commercial risk modelling experience is preferred.
  • Strong PD / LGD modelling experience
  • Good understanding of Basel III
  • Excellent programming skills (SAS, MATLAB, C++)
  • Strong Communication skills
  • Relocation to Washington DC
If you would be interested in learning more about this or other opportunities that we have feel free to apply in.
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