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 Risk Analyst

Age 27
Gender Man
Education Masters Degree
Experience 1-2 Years
Gross Salary EUR 50,000
Gross Salary (USD) US$ 53,723
Net Salary EUR 33,000
Net Salary (USD) US$ 35,457
Country Austria
City Wien
Type of Work Permanent
Career group Finance & Banking
Career Risk Analyst
Specific name Credit risk model validation
Company name n/a
Company website n/a
Career description
"-validate rating methods and parameters (PD, CCF, LGD) and present the validation results at the Holding Model Committee -provide support in developing model validation concepts -provide analysis wrt. the conservatism of the new estimates and support the developers. -provide ad-hoc analysis wrt. the statistical performance of the models."