Credit Risk Analyst
2 weeks ago
Skillset -Model Development + SAS/Python +Banking
Responsibilities:
- Helping with various aspects of model risk management (first line or second line) and regulations
- Perform all required tests (e.g. – model performance, sensitivity, back-testing, etc.)
- Interact with model governance team on model build and model monitoring
- Work closely with cross functional teams including business stakeholders, model validation and governance teams
- Deliver high quality client services, including model documentations, within expected timeframes
Requirements :
- Experience in executing end to end monitoring/validation/production/implementation of credit risk models, especially CCAR/CECL/IFRS9 regulatory models.
- Strong understanding of credit risk regulatory models
understanding with respect to marketing/general analytics problems
- Managing assigned projects in a timely manner, ensuring accuracy and that deliverables are met.
- Training, coaching and development of team members
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