(Senior) Quantitative Risk Analyst - Credit Risk Stress Testing
Tasks
- Analyze credit portfolio stress test impacts
- Analyze stress test results
- Develop AI capabilities for stress testing
- Develop tools for stress testing quality improvement
- Ensure feedback loops between control processes and model development
- Execute climate risk stress tests
- Execute credit risk stress tests
- Present findings to stakeholders and regulators
- Support EBA stress test exercises
- Support ESG risk stress test exercises
- Support ICAAP stress test exercises
- Support model lifecycle management requirements
Perks/Benefits
Skills/Tech-stack
Artificial Intelligence | Credit Risk | Credit Risk Stress Testing | Credit risk modeling | Data Analysis | Exposure at Default | Loss Given Default | Macroeconomics | Probability of Default | Python | Risk Modeling | Risk Stress Testing | SAS | SQL | Stress Testing
Education
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