Senior

Description •First Line of Defense, including Model Development, Model Monitoring, Recalibration, Model Tuning. •Develop Regulatory Capital Models compliant with Basel III/IV standards and IRB approaches. Estimate PD, LGD, EAD, and Prepayment for retail (Credit Cards, Residential Mortgage, HELOC, etc.) and wholesale (Commercial and Industrial, Commercial Real Estate, etc.) portfolios. •Develop and calibrate models for predicting Expected Credit Losses under US GAAP’s CECL and IFRS 9 standards. … This is a short preview. Tap Apply to read the full job description and apply on the employer's or recruiter's page.