Senior Business Analyst, Liquidity, Market, and Capital Risk Oversight
Core
Review and challenge credit loss forecasts for various lines of business to inform quarterly allowance and annual stress testing estimates.
Role type
Senior Business Analyst (Credit Risk & Analytics)
Builds
Credit loss estimation frameworks and risk models
Domain
Financial Services / Credit Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
credit loss estimation, statistical analysis, hypothesis testing, SQL querying, business analysis, quantitative modeling, risk framework design
Preferred skills
statistical model building, market research, consulting experience
Technologies
SQL
Responsibilities
Identify and challenge assumptions in credit loss estimation frameworks; connect consumer credit trends to historical behavior to create risk models; develop and implement processes for documenting challenges to loss estimation approaches; collaborate with Capital Risk Management and Finance teams to oversee loss forecasts.
Seniority
Senior, hands-on IC