Large Investment Bank is looking to add a Senior Manager, LGD/EAD Credit Risk Analytics that will lead the banks development and implementation of Basel II compliant LGD and EAD quantification models.
The main responsibilities of this candidate will be managing a team of modeling professionals to meet the required deliverables and build capabilities for on-going validation and support. This person will also be responsible for communication and buy-in of model output to Line of Business stakeholders including clear communication during implementation of any modeling changes. The job will require the application of strong analytics skills, understanding of commercial risk products, the ability to present ideas clearly and persuasively to senior management, and the ability to mentor and coach professional staff. The team will be responsible for meeting the established Basel II plan deliverables, documenting work for internal validation, and communication to the regulators in order to obtain final approval.
Prefer candidate to have 7+ years experience in financial analytics; working experience in commercial risk analytics strongly preferred. Minimum MS/PhD from a strong degree program in an analytical field such as economics, physical sciences, statistics, finance. Proven accomplishments in research and analysis. Strong communication skills and successful experience presenting to senior management. This person must demonstrate project management skills and superior quantitative skills. Experience with statistical programming packages such as SAS. The ideal candidate must have experience in leading project teams and delivering to deadlines.
For more information please refer to Job#TR699 and submit resume in Word format to ian@comprehensiverecruiting.com
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