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Director, Credit Economic Capital
Compensation: Competitive
Location: Washington, D.C. Metro
Job Number: F-081-113
Job Description:
Director of Credit Economic Capital sought to develop and implement credit and strategic economic capital metrics.
The Director of Credit Economic Capital will lead the credit economic capital team. He or she will be responsible for credit economic capital modeling, ensuring accurate and credible economic capital rates, and promote effective risk/return decisions across business lines. Enhance current economic capital models, document and communicate modeling methodology and results for model validation and regulatory review. Interface with regulators. Partner with lines of business and treasury.
Job Requirements:
- Master’s degree in quantitative finance, economics, engineering, statistics or other quantitative discipline. MS or PhD in Finance, Economics or Sciences highly desirable.
- Financial services or banking experience.
- 5+ years risk analytics, Basel II and economic capital experience.
- Strong knowledge of Basel II regulations.
- Working knowledge of Monte Caro simulation techniques, risk parameter estimation, statistical distribution fitting.
- SAS or MATLAB experience preferred.
- Strong technical writing skills, experience preparing documentation for regulatory review.
- Strong presentation and communication skills.
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A.E. Feldman Associates, Inc. is an equal opportunity employment agency and it does not honor requests for any applicants based on race, gender, national origin, age and/or disability.
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