Job Details:
 

Information about the position

Job Number:	6100
Job Title:	Manager/Director – Basel II Modeling
Date Posted:	1/1/2010

Job Description:

Commercial banking unit of a major diversified financial services firm seeks a Director/Manager of Basel II Modeling to be based in its midtown Manhattan location Key Responsibilities: • Build Basel-II compliant scorecards and models for measuring obligor and facility risk • Engage with Credit Approval and Underwriting organizations to understand loan and deal structures, facilitate discussion and drive agreement on proposed modeling approaches • Take ownership of the model development process; lead all stages of model development from data collection, model building, model validation, testing and calibration • Develop comprehensive model documentation that stands up to and regulatory standards • Contribute to the development of a robust credit data analytical infrastructure for model development and validation • Coordinate pilot and user acceptance tests prior to model implementation • Partner with internal IT and vendor teams to implement models on selected rating platforms

Platform:

Required Skills:

• Commercial Banking Experience • Masters or PhD in quantitative discipline • 7 years of progressive experience in credit risk • Experience developing PD, LGD models and scorecards for Commercial or Corporate banking • Deep understanding and knowledge of Basel II principles and practice • Experience developing documentation in preparation for Basel II or OCC/Fed exams • Strong hands-on skills a must (SQL, SAS, Excel, VBA, etc)

Desired Skills:

Duration:	perm
Start Date:
Location:	New York
Travel:
Rate:	$90 to $140K

Information about the company

Company Name:	Analytic Recruiting Inc.
Contact Person:	Howard Fishman
Contact E-Mail Address:	howard@analyticrecruiting.com
Company Web Site:	www.analyticrecruiting.com
Phone Number #1:
Phone Number #2:
Fax Number:

Job Poster's Comments:

Refer to Job# 17399- and email MS Word attached resume to Howard Fishman, howard@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Howard Fishman as your recruiter contact.