Job
Description
Design, develop, test, and validate statistical models for risk weight calculation, risk forecast and model performance monitoring. Utilize graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, etc. Design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting. Communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs. Required qualifications, capabilities, and skills Minimum 3 years statistical modeling experience in the financial services industry; Proficiency in advanced analytical languages such as SAS, R, Python. A Master s or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology. Strong analytical and problem-solving skills Strong organization and time management skills. Must have the ability to deliver high-quality results under tight deadlines. Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results. Strong communication skills. Preferred qualifications, capabilities, and skills Knowledge of regulatory modeling (IFRS9 / CECL / CCAR / Basel) preferred.
