Director - Risk Ratings Job Job Details
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| Employer: | Capital One | Job Ref No: | 1521821339 | Job Title: | Director - Risk Ratings Job | Sector: | Other | Sub Sector: | Other | Risk Type: | Other | Expertise: | Risk Manager | Description Key Responsibilities - Lead efforts to build Basel-II compliant scorecards and models for measuring obligor risk - Contribute to the development of a Basel-II compliant risk rating methodology for the Bank. Ensure risk rating methodology and policy decisions are incorporated into modeling framework - Engage with Credit Approval and Underwriting organizations to drive agreement on proposed modeling approaches - Take ownership of the model development process across all stages of model development from data collection, model build, model validation, testing and calibration - Take ownership for developing comprehensive model documentation that stands up to Capital One and regulatory standards Qualifications Basic Qualifications - Bachelor's degree in a quantitative field of study - 5+ years of progressive experience in the Credit Risk space - 2+ years experience developing PD, LGD models and scorecards for Commercial/ Corporate (wholesale) banking Preferred Qualifications - Masters in quantitative discipline - Deep understanding and knowledge of Basel II principles and practice - Experience developing documentation in preparation for Basel II or OCC/Fed exams - Professional qualifications (CFA, FRM, etc) a plus - Strong verbal and written communication and presentation skills - Strong influencing skills and ability to partner/collaborate across functions At this time, Capital One will not sponsor a new applicant for employment authorization for this position. J2W:CB Job: Audit, Risk Management and Security Primary Location: United States-New York-New York-Mid-Upr Manh-37th St Br 887 (22887) Schedule: Full-time Travel: Yes, 25 % of the Time Job Posting: Unposting Date: | Employment Type: | Full Time | Region/Country: | Americas, United States | States/Counties: | New York | City: | Mid | Address: | Post Date: | 05/20/2012 |
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