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Senior Manager, Basel II Modeling
Compensation: Competitive
Location: New york, NY
Job Number: F-081-118
Job Description:
Senior Manager sought to lead team responsible for validation of Basel II models.
The Senior Manager is responsible for leading a team that validates Basel II models. He or she will oversee validation activities including model design, data review, benchmark models, stress scenarios and sensitivity analyses. The Senior Manager interacts with regulators, communicates to senior management and is responsible for management of team.
Job Requirements:
- Master’s degree in Statistics, Math, Economics, or similar.
- 5 years of hands-on experience
- 3 years of experience in building PD/LGD/EaD models for retail portfolios in a Basel environment
- 3 years of experience using SAS
- Credit Risk
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