Credit Model Development Quantitative Expert
Tasks
- Conduct financial analysis for bank departments
- Develop balance sheet and capital planning models
- Develop behavioral credit models
- Develop behavioral interest rate risk models
- Develop behavioral liquidity risk models
- Ensure compliance with regulatory model risk guidance
- Estimate econometric models using statistical software
- Implement models in production environment
- Maintain model documentation and performance monitoring guidelines
- Monitor model performance and portfolio performance
- Perform linear regression
- Perform logistic regression
- Perform time-series analysis
- Prepare and manage loan deposit and financial datasets
- Present data results and recommendations to management
- Provide guidance on data and statistical model development
- Run regressions for model specification
- Support model validation with Model Risk Management
- Track risk strategy results and campaign tracking
Perks/Benefits
- N/A
Skills/Tech-stack
Data Analysis | Econometrics | Linear Regression | Logistic Regression | Management Studio | Model Documentation | Model Risk Management | Model risk | Panel data | Python | Risk Management | SQL | SQL Server | SQL Server Management | SQL Server Management Studio | Series analysis | Server Management Studio | Statistical modeling | Time Series | Time Series Analysis
Education
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