Quantitative Model Analyst
Tasks
- Analyze model metrics and recommend improvements
- Build and run code in local and cloud environments
- Challenge and review existing and new models
- Conduct model segmentation and approach review
- Develop PD LGD EAD models
- Document portfolios overlays for emerging risks
- Implement model methodology documentation
- Lead development of expected loss forecasting models
- Leverage automation tools and artificial intelligence to improve efficiency and usability
- Perform model performance testing for validation
- Perform reasonableness analysis
- Respond to regulator and management questions
- Support CCAR stress testing submission
- Support CECL process and portfolio analysis
- Write and execute code for data analysis
Perks/Benefits
- N/A
Skills/Tech-stack
Azure | Bash | CCAR | CECL | Cloud Computing | Credit Risk | Credit risk modeling | Data Visualization | EAD | Economic Factor Models | Factor models | Git | LGD | Machine Learning | Microsoft Power | Microsoft Power Apps | Microsoft Power Automate | Model Validation | PD | Power Apps | Power Automate | Power BI | Python | R | Regression | Risk Modeling | SAS | SQL | Statistical modeling | Stress Testing | Version control
Education
Roles
Analyst | Credit Risk Modeler | Model Analyst | Modeler | Quantitative Model Analyst | Risk Modeler
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