Senior Credit Risk Quantitative Model Analyst

Responsibilities

• supports the Credit Risk Administration Team with the development, testing, implementation, monitoring, documentation, and maintenance of all credit risk rating models
• sourcing, cleaning, and transforming data
• documenting all facets of the development process
• assessing outputs across different levels of inputs
• back-testing and ongoing performance monitoring

Requirements

• Undergraduate Degree (4 years or equivalent) in a quantitative field
• 6+ years of model development, model performance monitoring or validation experience, particularly in credit risk
• Experience with R, SAS, SQL, Python