Quantitative Credit Actuary

Tasks

• Contribute to parameter setting for EAD LGD and PD
• Develop and enhance costing models for Credit and Surety risks
• Drive model improvements with Python
• Enhance tools for structured credit transactions and portfolios
• Partner with stakeholders to provide risk assessments
• Provide independent actuarial opinions on pricing and risk assessment
• Support pricing decisions for deals and portfolio transactions
• Translate business requirements into technical specifications and prototypes
• Validate model performance with testing and quality assurance

Perks/Benefits

• Hybrid work model

Skills/Tech-stack

Credit Risk | Credit risk modeling | Data Transformation | Model Deployment | Model Pipelines | Model Validation | Pricing Analytics | Python | Quality Assurance | Risk Analytics | Risk Modeling | Simulation | Statistical risk modeling | Underwriting