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Corporate Credit Model Reviewers - LONDON

Job Ref: FA9759AG Posted: 19-08-2008
Job Location: London Job Type: Permanent Full - Time
Job Salary: £120000 per annum
Job Category:
  • Compliance & Training

  • Description
    Opportunity to join specialist team within regulatory consultants, reviewing wholesale risk modelling practices, mainly credit risk, and assessing them against international standards for capital requirements. Role will involve on-site visits to regulated firms, in depth investigation and testing, and discussions with their senior management teams. You must have experience of wholesale model building or review with a bank, consultancy, or rating agency, and be familiar with the techniques of wholesale model development, statistical elimination processes, rating agency and market based methodologies. Excellent quantitative skills are essential


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