Credit Risk Analyst – SAS/SQL/Python
If you share a passion for performance, a growth mindset with versatile skills, and approach everything with the highest integrity, here’s an opportunity.
Working with one of the top financial clients this role calls for a Credit Risk Analyst – SAS/SQL/Python who will be responsible for supporting analytics initiatives for IFRS9/CECL forecasting models for the U.S. Commercial portfolio. The ideal candidate has solid risk management or economics background and proficiency in Advanced Excel.
Responsibilities:
- Assist with analytics and reporting activities such as scenario analysis, sensitivity analysis, attribution analysis, impact assessment and ad-hoc analysis for US IFRS9/CECL models
- Develop and maintain analytics platforms for the above
- Backtest the performance of credit risk models and investigate key drivers
- Present and communicate analysis results to provide actionable insights to management
- Produce and maintain well-articulated documentation on the functions
- Support the development of new methodologies by conducting applied research and exploring data
Desired Skill Set:
- 2 years of solid experience as a risk analyst
- 2 years of expertise in Modeling: predictive models, financial models, cash flow calculations
- 2 years of experience working in the quantitative finance areas
- 2 years of strong exposure to Credit risk models – credit risk parameters (PD, LGD,EAD), stress testing & IFRS 9 methodologies
- 2 years of experience in Programming preferably SAS advanced SAS (SQL in SAS, Macros)
- Ability to work in a multi-disciplinary team setting
- Undergraduate/Graduate degree in Quantitative discipline
- Strong communication skills (verbal & written)
- Sound understanding of Advanced Excel including Pivot Tables, V-look up etc.
- Strong interest and ability to undertake applied research to analyze results in data
- Out-of-the-box thinker and enthusiastic in solving problems
Nice To Have:
- Masters degree
- Experience in credit modeling space
- Proficiency in Python
- Strong theoretical and numerical background
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