Verified Job
Accounting - Finance
Analyst Credit Portfolio Risk Analytics Model Building
Accounting - Finance
#222560
Remote / WFH
Job Description
Model Building
• Development, monitoring and performance tracking of credit risk rating models for the corporate portfolio.
• Building of new internal rating models or review of the existing models for refinements
• Explore alternate statistical techniques to support credit risk modeling and other knowledge development projects
• Liaise with ratings, policy and underwriting teams to keep abreast of changing operating environment and underwriting standards
• Prepare model documentation and monitoring packs as per internal and regulatory guidelines. Tracking model performance, suggesting improvements and implementing approved changes
• Assist in model implementation and deployment. Liaise with Business Solutions Group and relevant stakeholders for process and system implementation/improvements
Experience
• 2-4 years of relevant experience
• Fundamental understanding of Corporate Banking and key industries
• Strong verbal/written communication skills and analytical ability
• MBA, CFA, FRM would be an asset
• Development, monitoring and performance tracking of credit risk rating models for the corporate portfolio.
• Building of new internal rating models or review of the existing models for refinements
• Explore alternate statistical techniques to support credit risk modeling and other knowledge development projects
• Liaise with ratings, policy and underwriting teams to keep abreast of changing operating environment and underwriting standards
• Prepare model documentation and monitoring packs as per internal and regulatory guidelines. Tracking model performance, suggesting improvements and implementing approved changes
• Assist in model implementation and deployment. Liaise with Business Solutions Group and relevant stakeholders for process and system implementation/improvements
Experience
• 2-4 years of relevant experience
• Fundamental understanding of Corporate Banking and key industries
• Strong verbal/written communication skills and analytical ability
• MBA, CFA, FRM would be an asset
