Quantitative Analyst, Assistant Vice President
Tasks
- Build credit portfolio risk models
- Develop PD LGD EL for non CRE exposures
- Develop credit risk models
- Enhance credit risk analytical methodology
- Implement models on risk analytical library platform
- Model expected loss
- Model loss given default
- Model probability of default
- Prepare and present model risk reports
- Review and verify model assumptions
- Review model outputs and provide justified opinions
- Streamline modeling and analytical processes
- Support PD LGD EL for credit risk analytics
Perks/Benefits
- Dental insurance
- Employee assistance program
- Flexible work/life support
- Health insurance
- Paid time off
- Paid volunteer days
- Retirement savings plan
- Vision insurance
Skills/Tech-stack
C Sharp | C plus plus | Credit Risk | Credit risk modeling | Econometrics | Event history analysis | Machine Learning | Python | R | Risk Modeling | SQL | Statistics | Stochastic Calculus | Survival analysis | Survival models
Education
Regions
Countries
States
Cities
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