Dynamic Credit Risk Analyst Focused on Model Development

Join an innovative team as a Credit Risk Analyst specializing in developing regulatory Probability of Default models. This role emphasizes data science with hands-on techniques for calibration and monitoring.

As a key member of the risk group, you will own the entire lifecycle of wholesale PD models. Your focus on data engineering and machine learning will help drive impactful analyses and model creation. Mastery of both Python and AWS for data processing and deployment is essential to ensure compliance and robustness.

Key Responsibilities:

• Develop and monitor regulatory PD models from start to finish
• Engineer features using various data sources for accuracy
• Collaborate on model validation and regulatory compliance
• Implement machine learning models using AWS tools
• Conduct back-testing and performance assessments

Requirements:

• 3+ years experience in credit risk modeling
• Advanced Python and SAS skills required
• Proficiency with AWS tools for model deployment
• Strong knowledge of statistical learning and validation methods
• Bachelor's degree in a quantitative field preferred

Use your analytical expertise to shape effective credit risk strategies through innovative modeling and engineering solutions.

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