Credit Risk Modeller, $80-150k SGD - Singapore
June 8, 2011
This banks would like to see candidates from various levels to be responsible for implementing and validating PD/LGD/EAD models Responsibilities • Develop and validate PD, LGD and EAD models • Conduct Regular and ad-hoc validation of scorecard performance, Basel II PD, LGD and EAD models as well as portfolio stress testing • Generate, analyse and […]