Director of Basel Modeling

Summary
Strong hands-on Basel II Modeler  needed.

Responsibilities:
- Build Basel-II compliant scorecards and models for measuring obligor and facility risk
- Work with various groups to understand loan and deal structures and drive agreement on  modeling approaches
- Lead and own the model development process at all stages including data collection, model building, validation, testing and calibration
- Develop comprehensive model documentation that meets regulatory standards
-  Assist in the development of 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


Basic Qualifications:
- BS in quantitative area (business, math, economics, finance, statistics)
- 5 years of progressive work experience
- Strong hands-on skills a must (SQL, SAS, Excel, VBA, etc)

Preferred Qualifications:
- 7 years of progressive experience in credit risk
- Deep understanding and knowledge of Basel II principles and practice
- Commercial Banking Experience
- Masters or PhD in quantitative discipline
- Experience developing PD, LGD models and scorecards for Commercial banking
- Experience in documentation preparation for Basel II or OCC/Fed exams

Please refer to job code 7134 when responding to this ad.

Category:	Accounting/Banking/Finance/Insurance
Location:	New York, NY
County:	New York County
ZIP Code:	10001
Pay Rate:	Open
Job Terms:	full time
Company:	Numeric, LLC
Phone:	email only
Fax:	email only