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Credit Risk Analyst
3 weeks ago
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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