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Senior Credit Risk Quantitative Analyst
Our client, a major California banking institution, is seeking an experienced and accomplished quantitative credit risk professional to join their Basel II project team. The team is responsible for developing and implementing state of the art model capital models, risk management best practices and processes for the bank’s Basel II capital program. The senior credit risk quantitative analyst is responsible priding analytical support for the development and implementation of credit risk management quantitative methodologies.
Major responsibilities will include: - Providing quantitative advisory to internal clients on credit risk templates, scorecards and models as part of company-wide Basel II and related projects.
- Developing and running validation routines for scorecards (methodology and performance), as well as the quantification of Probability of Default, Loss Given Default projects.
- Development of reports and presentations for the group Manager, and Executive Management.
- Developing internal risk rating models, and assists in the evaluation, selection and use of external probability of default and loss severity models.
- Development of risk grading templates and scorecards.
- Provide thorough, audit quality, documentation of projects and processes.
Requirements:
5 + years relevant credit risk quantitative experience with advanced skills in statistical analysis and modeling, scoring, data manipulation, databases. The successful candidate will have an advanced degree in finance, quantitative or statistical field and programming experience in SAS (programming experience in SCL, C++, Java is highly desired).
Qualified candidates are invited to forward their resume in confidence to:
Gene Starr
E. D. Starr & Company
40 Exchange Place
New York, New York 10005
(212) 248-1692
e-mail: gene.starr@edstarr.com
E. D. Starr & Company is a full service executive search firm specializing in recruitment for management consulting, financial services and energy for positions in credit risk management / credit portfolio management, market risk management, operational risk management, risk reporting, RAROC/RAPM/Basel II ( Risk Adjusted Return on Capital / Risk Adjusted Performance Measurement ), controls, treasury, capital markets, risk management technology and business process improvement / business process reengineering / enterprise wide risk management.
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