Business Analyst PM Quantitative Credit Risk Models job vacancy

Vacancy expired!

Title: Business Analyst-Expert

Duration: 12 Month

Location: Tampa, FL 33610Jersey City, NJ 07310Irving, TX 75039 Business Analyst / PM–

Quantitative Credit Risk Models

Wholesale Credit Risk Technology team is looking for an analyst with

strong credit risk experience to support the

development, validation and maintenance of Credit Risk Loss models used to forecast losses and/or capital reserves under U.S. and international regulations as

CCAR, CECL & IFRS 9.

Key responsibilities include: Work with Risk managers and model owners to document functional & technical requirements of

Expected loss models and its various components such as

PD (Probability of default), Loss Given Default (LGD) and Exposure at Default (EAD) under the CCAR, CECL, IFRS 9 frameworksLead the effective and efficient delivery of software development projects and act as the technology point of contact with the project stakeholdersPlan and coordinate user acceptance testing including documenting test cases, ensuring input data satisfies test scenarios and model output meets expectationsResponsible for documenting and presenting detailed model development processes and results, suitable for a variety of audiencesPrepare ad-hoc analysis and reporting as needed including working with large data sets to verify veracity of business requirements and/or data quality issuesCollaborate with business & technology stakeholders to ensure competing projects are prioritized and project issues and risks are communicatedRespond to ongoing analytical requests from auditors and regulatory reviewers

Qualifications

A bachelor degree or higher in a quantitative field such as financial mathematics, statistics, engineering, physics, or economicsCredit risk modeling/analytical experience in banking or financial service industry including knowledge of statistical model development/validation, utilizing best modeling practices and methodologies in the areas of data processing, sampling, model design/specification, model performance assessment

Hands-on experience working with large datasets using SQL, SAS and/or pythonWorking Knowledge of

CECL, CCAR, IFRS 9 a plusExperience working with JIRA to manage agile software development a plus Excellent verbal, written, and interpersonal communication skills

Mindlance is an Equal Opportunity Employer and does not discriminate in employment on the basis of – Minority/Gender/Disability/Religion/LGBTQI/Age/Veteran

Vacancy expired!

ID	#21510810
State	New Jersey
City	Jerseycity
Job type	Contract
Salary	USD Depends on Experience Depends on Experience
Source	Mindlance
Showed	2021-10-22
Date	2021-10-08
Deadline	2021-12-06
Category	Et cetera
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Job Details

Business Analyst / PM Quantitative Credit Risk Models

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