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Quantitative Credit Risk Business Analyst/PM

  • Location: Irving, TX, 75039
  • Job Type:Contract

Posted about 1 month ago

Terrific 12+ month contract opportunity in Tampa, FL OR Irving, TX  for a Quantitative Credit Risk Business Analyst/PM, with strong credit risk experience to support the development, validation and maintenance of Credit Risk Loss models used to forecast losses and/or capital reserves under U.S. and international regulations as CCAR, CECL & IFRS 9.

Key responsibilities include:
• Work with Risk managers and model owners to document functional & technical requirements of Expected loss models and its various components such as PD (Probability of default), Loss Given Default (LGD) and Exposure at Default (EAD) under the CCAR, CECL, IFRS 9 frameworks
• Lead the effective and efficient delivery of software development projects and act as the technology point of contact with the project stakeholders
• Plan and coordinate user acceptance testing including documenting test cases, ensuring input data satisfies test scenarios and model output meets expectations
• Responsible for documenting and presenting detailed model development processes and results, suitable for a variety of audiences
• Prepare ad-hoc analysis and reporting as needed including working with large data sets to verify veracity of business requirements and/or data quality issues
• Collaborate with business & technology stakeholders to ensure competing projects are prioritized and project issues and risks are communicated
• Respond to ongoing analytical requests from auditors and regulatory reviewers

Qualifications
• Bachelor or master's degree or higher in a quantitative field such as financial mathematics, statistics, engineering, physics, or economics
• Credit risk modeling/analytical experience in banking or financial service industry including knowledge of statistical model development/validation, utilizing best modeling practices and methodologies in the areas of data processing, sampling, model design/specification, model performance assessment, and evaluation testing
• Hands-on experience working with large datasets using SQL, SAS and/or python
• Experience working with JIRA to manage agile software development a plus
• Excellent verbal, written, and interpersonal communication skills

 
 
If this sounds like the perfect fit, Apply Today!