Credit Risk Analytics, Vice President
Tasks
- Design credit risk models
- Develop credit risk models
- Develop model methodologies
- Enhance credit risk analytics
- Implement model changes
- Lead model validation
- Monitor model performance
- Perform sensitivity analysis
- Remediate credit models
- Support regulator submissions
- Test credit risk models
Perks/Benefits
Skills/Tech-stack
AI | Bayesian Inference | Bloomberg | Counterparty risk | Credit loss modeling | Excel VBA | Expected Loss | Exposure at Default | Loss Given Default | Loss modeling | MATLAB | Machine Learning | Microsoft Excel | Model Governance | Model Validation | Probability of Default | Python | Regime switching | Regression Analysis | Risk Model | Risk model validation | Securitization | Series forecasting | Statistical modeling | Stress Testing | Time Series | Time Series Forecasting
Education
Regions
Countries
States
Cities
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