Based in London you would manage a team of credit risk quant analysts in the build and validation of the Basel II PD, EAD and LGD risk models. This is an incredibly topical area of the markets and my client is not alone in having a focus on the build out of their credit risk models.
You will have led teams of quantitative risk analysts in development and/or validation and have a deep and current knowledge of the wholesale/banking book Basel II credit risk models.