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Basel II Implementation Analyst |
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Market Risk Management Specialty |
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Risk Management Category |
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| Job Title: |
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| Job Description: Job ID(17327) |
San Francisco based Bank is looking for a Quantitative Analyst with experience in implementing Credit and Operational Risk models. The role is to document and support Basel II, PD, LGD and EAD models. Candidate must have deep experience with integrating Basel II models and have knowledge of credit and market risk software [KMV,Credit Manager, Risk Manager]. A degree in a quantitative field and 3-5 years of relevant experience in credit analysis of consumer loan products is required. The Candidate must also have implemented large credit risk models and will need solid VB, C and or C++ coding skills. Experience with SAS is also desirable.
Recruiter: Jim Geiger |
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| Salary: | Compensation Competitive | Location: | San Francisco | |
| Job Categories: | Computer Systems & Technology, Derivatives/Futures/FX & Structured Transactions, Risk Management | |||
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