Top tier investment bank seeks experienced candidate for risk group.  On a daily basis, the candidate will participate in loss data collection, preparation and processing. Other responsibilities include working with risk and business management to understand products, risk mitigants and structures.  The candidate will implement Basel II requirements for LGD and wholesale credit and perform statistical analysis of loss data by region and country.  The candidate will lead the development of LGD models and develop methodologies for determining appropriate measures of stressed LGD's.  Requirements include 3-5 years of experience in finance, data analysis and modeling.  Advanced degree in Finance, Math or Economics required, PH.D. preferred.  Candidate must have strong quantitative and model building skills and be highly skilled in MS word and excel.  SAS programming is a significant plus. Excellent compensation package.  NYC location. 

For consideration please forward your resume in MS WORD format to Ian@comprehensiverecruiting.com and reference MLG673.