Portfolio Credit Risk Management Lead Analyst
Core
Serve as a Model Sponsor Delegate for wholesale risk rating models, acting as the primary operational point of contact between Model Sponsors, Developers, and Model Risk Management throughout the model lifecycle.
Role type
Senior IC model risk management analyst (credit risk)
Builds
Wholesale risk rating models and governance frameworks
Domain
Banking / Credit Risk / Model Risk Management
Deliverable
production ML models
Required skills
Credit risk expertise, Model risk management, Statistical analysis, Python, SQL, Tableau, Project management, Regulatory compliance knowledge
Preferred skills
CFA, FRM designation, Master's degree in Finance/Economics/Statistics, Experience with SR 26-2 or OCC 2026-04 guidance
Technologies
Python, SQL, Tableau, Microsoft Excel, Microsoft PowerPoint, Microsoft Word
Responsibilities
Review and summarize Model Development Documentation and assess model performance outcomes, Conduct root cause analysis for model limitations and design overlay methodologies, Ensure Model Sponsor adherence to model control and governance frameworks, Support centralized model governance analytics and benchmarking, Liaise with Model Developers and Technology teams for model implementation and UAT, Collaborate with internal stakeholders and regulators for model inquiries and audits
Seniority
Senior, hands-on IC