Basel II Modeler

Fortune 100 Financial Leader in Commercial Banking is seeking an experienced risk modeler to lead the group in development, testing, and validation of basel II models.  You will be responsible for interacting with business heads, I.T., Risk management, and quantitative analysts to ensure models are compliant with Basel II regulations.  Ideal candidate will have several years of experience in the development and implementation of risk and pricing models dealing with ABS, Credit, and Commercial lending facilities.  Additionally, all potential candidates will be required to have experience with ratings agency policies, a strong understanding of credit approval and loan structures, and have strong hands-on technical programming skills and experience in building analytical infrastructures necessary for optimal model development and validation.  Outstanding compensation and benefit package with relocation assistance.  Interviews being conducted Jan. 24th- Feb. 10th.

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