Credit Risk Management Professional Frederick MD

Credit Risk Management Professional

 
Job ID: Job-1838       
Job Title:      Credit Risk Management Professional    
location:       Frederick, MD  
Jobtype:        Permanent      
               
Description:    Support development of Basel credit risk modeling activities. Requires strong credit risk modeling experience, strong SAS programming, analytical and quantitative skills 

Key responsibilities include: 
- Responsible for model design, development and testing of Probability of default, Loss Given Default under the framework of Basel II 
- Development, design and maintenance of Credit Risk Grades 
- Responsible for documenting models development processes including methodologies employed and analytics results 
- Perform ongoing monitoring summary reports and back testing 
- Prepare ad-hoc analysis and reporting 
- Collaborate with key business models users to ensure models are business driven, properly implemented and run 
- Respond to ongoing analytical requests 

Basic Qualifications 
7+ years risk experience. 

Minimum Qualifications 
- Masters degree in a quantitative discipline such as decision sciences, economics, statistics, finance, and mathematics 
- Minimum 7 years of credit risk modeling/analytical experience in banking or financial service industry 
- Demonstrated experience developing PD, LGD models using regression models 7+ year experience required 
- Strong analytical and quantitative problem-solving skills, excellent oral and written communication skills 
- Possess strong SAS base, SAS macro, SAS SQL and SAS stat programming) skills with experience in working with large datasets 5+ year experience required 
- Strong proficiency with Excel and Power Point 
- Demonstrated ability to work across organizational boundaries and well developed 
- Familiarity with risk grades, model monitoring and risk measurement best practices and methodologies 
- Familiarity with first lien mortgages 

Preferred Skills 
- Ph.D. in finance, economics, statistics, operations research, or other quantitative disciplines 
- 7 years of experience in credit risk modeling in banking or financial service industry 
- Retail Basel II and/or Economic Capital modeling experience 
- Knowledge of bank stress test and Basel II requirements guidelines 
- Background in Mortgage Risk Management and Analysis 
- Strong quantitative/statistical modeling skill, documentation and validation 
- Develops own creative ideas and can evaluate and endorse other s ideas 

Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume. 

NO RELOCATION. ONLY THOSE AUTHORIZED TO WORK IN THE US. VISA TRANSFERS ARE NOT AVAILABLE AT THIS TIME. NO 3RD PARTIES. NO OVERSEAS RESUMES, PLEASE. 

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