Analyst, Credit Risk Model Development

Applies mathematical and statistical methods to financial and risk management problems (e.g. internal controls; enterprise-wide stress testing and scenario analysis; Allowance modelling). Through quantitative analytical modelling, identifies important factors to consider for forecasting PD, LGD,EAD and Prepayment. Conducts research and creates tools to visualize data, develops and implements complex mathematical models to help the business make better financial decisions (e.g. investments, pricing, etc.), drive innovation and minimize the impact of uncertainty.

• Develops quantitative risk models for an assigned portfolio e.g. fixed income, corporate credit and loans.
• Monitors the model.
• Conducts research and develops tools that use data to make better financial decisions; such as: investments, pricing, etc.
• Applies knowledge of risk assessment and controls along with extensive understanding of industry compliance standards and regulations.
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