Beschreibung
für eine Großbank in Wien suchen wir momentan einen/e:
Senior Consultant for Credit Risk Management & Benchmarking (m/w)
Tasks: LGD/PD Benchmarking
Scope of work:
Parameter Estimates (of PD, LGD and CF) historical values and performance measures benchmark statistics covering retail products (for Mortgages, Consumer Loans, Overdraft and Credit Cards) in CEE, SEE and CIS regions.
More specifically for PD: we are looking for scorecards level KS and Gini Measures but also for product level PD values (separately PD estimate and Margin of Conservatism) in order for us to be able to benchmark our values.
For LGD: we are looking for historical recovery curves and LGD estimates including the split on estimates and margin of conservatism (at least the downturn margin).
Start: November 2014
Location: Vienna
Duration: tbd
Mit allen weiteren Fragen stehe ich Ihnen gerne zur Verfügung.
Mit freundlichen Grüßen,
Kontaktperson: Irina Tkaciova