Our client, a major California Banking Institution, is seeking and accomplished and experienced credit risk quantitative analyst for the design and implementation of retail segmentation models as part of an organization wide Basel II Implementation Program and assessing available historical (default, loss given default and exposure at default) and risk factor data to support Basel II requirements and model development.

Responsibilities will include:

• Scorecard development, testing and Documentation of model development process and associated methodologies employed.

• Drafting business requirements, training materials and guidelines

• Ongoing maintenance (refinement) and conducting of performance monitoring post implementation of the model.

Requirements: 3-5 years of relevant experience in credit analysis and/or risk management with an understanding of the Credit lifecycle within a commercial/consumer bank, Credit risk management infrastructures, Quantitative methods and tools supporting credit risk measurement, Economic capital and risk-adjusted performance measurement, competitive and regulatory drivers for credit risk management, integration of economic capital into performance measurement frameworks. The successful candidate will have a knowledge of credit and market risk software (e.g. KMV, Credit Manager, Risk Manager), MS Project, VB, C/C++ and experience with statistical modeling platforms (SAS) applied to large data sets.

Qualified candidates are invited to forward their resume in confidence to:

Gene Starr

E. D. Starr & Company

40 Exchange Place

New York, New York 10005

(212) 248-1692

e-mail: gene.starr@edstarr.com

E. D. Starr & Company is a full service executive search firm specializing in recruitment for management consulting, financial services and energy for positions in credit risk management / credit portfolio management, market risk management, operational risk management, risk reporting, RAROC/RAPM/Basel II ( Risk Adjusted Return on Capital / Risk Adjusted Performance Measurement ), controls, treasury, capital markets, risk management technology and business process improvement / business process reengineering / enterprise wide risk management.