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

New York  ‐ Onsite
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Keywords

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

Start date
n.a
From
Palm Mason
Published at
19.09.2014
Project ID:
777635
Contract type
Freelance
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