Risk Analyst/Credit Risk Modelling

Do you seek challenges and personal development opportunities, and have the courage to make a difference? Are you a motivated, flexible, creative team player with perseverance, excellent multi-tasking abilities and a proven track record for meeting strict deadlines? Then, Apply Now!

Working with one of the top financial clients, this role calls for a Risk Analyst/Credit Risk Modelling who will develop PD, LGD and UGD models for DFAST, EWST, CECL and IFRS9 usage. This candidate will design econometric models to explore relationships between credit losses and the macroeconomic environment and will design mathematical and statistical algorithms to enhance existing models.

Responsibilities:

Conduct applied research for credit risk modeling
Perform ad hoc analyses as required by management and other business partners;
Participate in design, planning, implementation and testing of various modeling initiatives;
Collaborate with non-retail teams and participate in cross-functional projects as needed;
Produce and maintain well-articulated documentation on the above;
Write and maintain robust code for performing the above functions.
Desired Skill Set:

Strong background in data-driven statistical modeling, supervised learning, and unsupervised learning
Strong interest and ability to undertake applied research to analyze results in data results
Ability to work in a multi-disciplinary team setting
Experience working with relational databases and SQL
Knowledge of coding standards and object-oriented programming
Out-of-the-box thinker and enthusiastic about solving problems
Strong theoretical and numerical background
Strong work ethic and ability to work independently and in a team environment as required
Strong written and verbal communication skills
Graduate degree in a quantitative field, such as Applied Econometrics, Economics, Mathematics, Statistics, Actuarial Science, Computer Science or Physics.
Nice To Have:

Programming experience in SAS, Python or MATLAB