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Quant Validation role - CCAR - IMR - Retail and Wholesale Bank - New Y

Eingestellt von Palm Mason

Projektbeschreibung

THIS IS A QUANT VALIDATION ROLE WITH SPECIFIC US REG KNOWLEDGE (CCAR) FOCUSING IN THE RETAIL & WHOLESALE BUSINESS 

Skills required:

- Experience of CCAR and Stress Testing
- Experience of PPNR would be advantageous.
- Knowledge of statistical model and scorecard development techniques.
- Knowledge of models used in wholesale and retail, performance metrics and risks and associated issues.
- Knowledge of regulatory framework for such model and the review of such models in the US.
- Experience of Basel II (PD, EAD, LGD) and Risk models throughout the customer life cycle.
- Experience of conducting independent model reviews

THIS IS A QUANT VALIDATION ROLE WITH SPECIFIC US REG KNOWLEDGE (CCAR) FOCUSING IN THE RETAIL & WHOLESALE BUSINESS

Projektdetails

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    Sonstiges

Palm Mason