Risk Architecture, Credit Risk, Dallas, Analyst/Associate
Core
Design, implement, and enhance Credit Risk (CCR) model back-testing tools, capabilities, and analysis frameworks to identify root causes of inaccurate measurements and assess model volatility and correlation performance.
Role type
Quantitative analyst/associate (credit risk modeling)
Builds
CCR model back-testing tools, analysis frameworks, and technical documentation
Domain
Financial services / Credit Risk / Quantitative Analysis
Deliverable
production ML models
Required skills
Advanced probability and statistical methods, Stochastic processes, Numerical methods, Stochastic simulations, Python, C, Java, Large data set handling, Technical documentation
Preferred skills
None stated
Technologies
Python, C, Java
Responsibilities
Perform detailed drill-down analyses to identify root causes of inaccurate measurements, Develop advanced statistical tests for volatility and correlation backtesting, Work with stakeholders to remediate model issues, Create and maintain comprehensive technical documentation of methodologies, Communicate complex mathematical ideas to stakeholders
Seniority
Analyst/Associate