Description
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