Enhance and maintain credit risk models (PD/LGD/EL) to provide quantitative support to credit risk analytical processes
Enhance credit portfolio risk models for CCAR/CECL/IFRS9/BASEL/Ratings/ICAAP use cases, as well as for economic capital
Review and enhance credit risk and market risk analytical methodology including modeling choices and variable selection
Review model outputs with properly justified opinions and judgments by experts from credit risk and market risk managers
Implement internally developed models on risk analytical library platform
Streamline the existing modeling and analytical process; increasing the pace of execution to meet the needs of the business
Work in close partnership with model governance, Corporate Audit and Financial Regulatory Assurance
Prepare and present required reports/reviews to model risk management, senior management and global regulators

Requirements

Undergraduate student in a quantitative field such as statistics, economics, mathematics, or equivalent with strong programming skills
Strong programming skills in Python/R/C/C++/SQL, etc.
Motivated and fascinated in how to apply statistics and econometric methodologies to resolve risk modeling challenges in financial industry
Strong presentation and communication skills, e.g. PowerPoint slides preparation and presentation.

Benefits

retirement savings plan (401K) with company match
insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages
paid-time off including vacation, sick leave, short term disability, and family care responsibilities
access to our Employee Assistance Program
incentive compensation including eligibility for annual performance-based awards

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

credit risk modelsPDLGDELCCARCECLIFRS9BASELratingsICAAP

presentation skillscommunication skillsjudgmentcollaborationanalytical thinking