Quantitative Analytics Senior (Credit Risk Modeling)
Tasks
- Assess credit risk of mortgage products
- Conduct research to improve existing models
- Develop and validate loss forecasting models
- Develop statistical models
- Execute credit risk model applications
- Implement model testing and back testing
- Monitor model performance
- Perform economic tests
- Perform stress testing
- Prepare technical model documentation
- Provide day to day technical modeling support
- Support model review and approval
Perks/Benefits
- N/A
Skills/Tech-stack
C++ | Competing risk hazard models | Consumer Credit Risk | Consumer Credit Risk Models | Consumer credit | Credit Risk | Credit Risk Models | Credit risk modeling | Data Science | Data sets | Econometrics | Hazard models | Java | Large Data Sets | Large data | Loss forecasting | Machine Learning | Mortgage Credit Risk | Mortgage credit risk models | Prepayment models | Python | R | Relational databases | Risk Modeling | Risk models | SAS | SQL | Severity models | Statistical modeling | Stress Testing | Transition models | Unix | VBA
Education
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