Credit Risk Analyst
A company is looking for a Credit Risk Analyst II.
Key Responsibilities
Develop credit risk models for various asset classes and apply them for CECL reserve calculation, CCAR stress testing, and capital calculations
Conduct statistical and data analysis to track and improve models
Build quantitative tools to enhance risk management and business decision-making across corporate units
Required Qualifications
Master's degree in Finance, Mathematics, Statistics, Financial Engineering, or a related field
One year of experience in credit risk analysis or as a Risk Officer
Experience with statistical and data analysis using programming tools such as SAS, R, or Stata
Proficiency in SQL, Matlab, and econometric modeling techniques
Familiarity with C#, C++, Perl, Microsoft PowerPoint, Tableau, and Git
A company is looking for a Credit Risk Analyst II.
Key Responsibilities
Develop credit risk models for various asset classes and apply them for CECL reserve calculation, CCAR stress testing, and capital calculations
Conduct statistical and data analysis to track and improve models
Build quantitative tools to enhance risk management and business decision-making across corporate units
Required Qualifications
Master's degree in Finance, Mathematics, Statistics, Financial Engineering, or a related field
One year of experience in credit risk analysis or as a Risk Officer
Experience with statistical and data analysis using programming tools such as SAS, R, or Stata
Proficiency in SQL, Matlab, and econometric modeling techniques
Familiarity with C#, C++, Perl, Microsoft PowerPoint, Tableau, and Git