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.
- 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
BeachHead is an equal opportunity agency and employer. We advocate for you and welcome anyone regardless of race, color, religion, national origin, sex, physical or mental disability, or age.