Modelling / Forecasting Senior Analyst (Quants)
Core
Validate non-retail credit risk models (stress testing, allowance) for financial portfolios to ensure regulatory compliance and model soundness.
Role type
Senior Model Validation Analyst (Quantitative)
Builds
Validated risk models and methodologies for non-retail portfolios
Domain
Financial Services / Credit Risk / Quantitative Analysis
Deliverable
production ML models | dashboards & analysis
Required skills
Advanced statistical modeling, Python, SQL, R, SAS, Linear Regression, Logistic Regression, XGBoost, Stress testing, Allowance modeling
Preferred skills
Credit risk modeling for C&I/CRE portfolios, Model development experience
Technologies
Python, Pandas, Scipy, Statsmodels, Matplotlib, SQL, R, SAS
Responsibilities
Validate non-retail credit risk models including stress testing and allowance models; Design and implement validation methodologies; Evaluate conceptual soundness of model methodology using statistical tests; Design and maintain automation engines in Python; Assess performance metrics and risk measures; Evaluate external models for benchmarking
Seniority
Senior, hands-on IC