Assistant Quantitative Risk Analyst, Retail PD
Tasks
- Assess financial impact of model and data changes
- Conduct ad-hoc analyses
- Develop new risk models
- Document model performance
- Drive model automation with IT teams
- Ensure model implementation in production systems
- Maintain statistical models
- Optimize data extractions for modeling
- Perform model governance and risk monitoring
- Perform quantitative data analysis
- Prepare reports and documentation
- Support model users
- Test models on new portfolios
Perks/Benefits
Skills/Tech-stack
Credit Risk | Data Analysis | Model Governance | Probability of Default | Python | Risk Modeling | SAS | SQL | Statistical Modelling
Education
Associate Degree | Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
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