Quantitative Risk Officer and Risk Model Developer
Tasks
- Develop credit portfolio risk models
- Develop credit risk models
- Enhance credit risk analytical methodology
- Ensure model governance and control infrastructure
- Implement models on risk analytics library platform
- Prepare and present model risk reports
- Review and validate model outputs
- Review and verify model assumptions
- Streamline modeling and analytical process
Perks/Benefits
- Employee assistance program
- Flexible work/life support
- Health insurance
- Paid time off
- Paid volunteer days
- Retirement plan
Skills/Tech-stack
Basel | C++ | CCAR | CECL | Credit Risk | Econometrics | Economic Capital | Event history analysis | ICAAP | IFRS 9 | Model Governance | PD LGD | PD LGD EL | Python | R | Risk Analytics | SQL | Statistical modeling | Stochastic Calculus | Survival analysis
Education
Roles
Credit Risk Modeler | Modeler | Officer | Quantitative Risk Officer | Risk Modeler | Risk Officer
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