Credit Risk Model Development Quantitative Analyst II - Consumer Portfolio (Hybrid - see job description for potential work locations)
Tasks
- Analyze credit risk interest rate risk liquidity risk
- Develop model documentation and performance monitoring
- Develop quantitative behavioral models
- Execute models in production environment
- Identify forecast deviations and explain variances
- Incorporate observations into predictive models
- Prepare and analyze loan deposit financial datasets
- Run regressions and econometric analyses
- Support model validation with Model Risk Management
- Track portfolio performance and model performance
Perks/Benefits
- N/A
Skills/Tech-stack
Data Management | Data Visualization | Econometrics | Linear Regression | Logistic Regression | Management Studio | Model Risk Management | Model risk | Panel data | Python | R | Regression Modeling | Risk Management | SAS | SQL | SQL Server | SQL Server Management | SQL Server Management Studio | Series analysis | Server Management Studio | Stata | Time Series | Time Series Analysis
Education
Roles
Analyst | Credit Risk Analyst | Quantitative Analyst | Risk Analyst
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