HR at Live Connections
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Senior Associate - Credit Risk Analytics - Model Implementation - Bank (5-10 yrs)
Experience in Model implementation and progarmming languages with R python and SAS is mandate.
About the Role :
Primary role the credit risk analytics senior associate in the Model Implementation and Production (MIP) team is to apply business knowledge and advanced programming skills and analytics to serve as a subject matter expert, analyst, advisor and consultant to the CaPM Modeling COE supporting model lifecycle; model performance monitoring, performance testing, data analysis, model implementation, model production, delivery of model results, change management, documentation and governance.
Responsibilities :
- Perform various complex activities related to predictive modeling. Provide analytical support for evaluating, implementing, monitoring and executing credit and PPNR models across consumer and commercial business verticals
- Implement, execute and monitor credit ACL, CECL, IFRS9, Basel and CCAR models for Home Lending, Auto, Unsecured (Cards, Loans, Small Business Loans, Other) portfolios and commercial portfolios
- Support implementation and monitoring of Balance Sheet Modeling with focus on balance forecasting, loan spread modeling and deposit modeling
- Support implementation and monitoring of Fee Income and Expense Modeling with focus on non-interest income and expense related models
- Develop dynamic dashboards; analyze key risk parameters to help understand changes in business and model performance
- Identify opportunities and deliver process improvements, standardization, rationalization and automations. Enhance and standardize performance analysis, reporting packages and business loss forecast processes
- Maintain documentation for implementation and monitoring processes across the team with focus on standardization of controls
Essential Qualifications :
- Over all experience around 5-8 years in similar role
- Bachelors degree or higher in a quantitative fields such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences
- 5+ years of experience in credit risk analytics
- 5+ years of advanced programming expertise in SAS - Python
- Strong technical skills and problem solving skills
- Strong project management skills with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
- Excellent verbal, written, and interpersonal communication skills
- Strong ability to develop partnerships and collaborate with other business and functional areas
- Knowledge and understanding of issues or change management processes
- Experience determining root cause analysis
- Flexibility with changing priorities
Desired Qualifications :
- Ability to prioritize work, meet deadlines, achieve goals and work under pressure in a dynamic and complex environment
- Detail oriented, results driven, and has the ability to navigate in a quickly changing and high demand environment while balancing multiple priorities
- Understanding of bank regulatory data sets and other industry data sources
- Ability to research and report on a variety of issues using problem solving skills
- Ability to make timely and independent judgment decisions while working in a fast-paced and results-driven environment
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