Business Analyst - Quantitative
Core
Define functional and technical requirements for credit risk models (PD, LGD, EAD) and support their development, validation, and maintenance under regulatory frameworks.
Role type
Senior Business Analyst (Quantitative Credit Risk)
Builds
Credit risk loss models and associated reporting for capital reserves and loss forecasting
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Statistical model development, SQL, SAS, Python, Data preparation, Model validation, Regulatory framework knowledge (CCAR, CECL, IFRS 9), JIRA
Preferred skills
Agile software delivery support, Large dataset analysis
Technologies
JIRA, Python, SAS, SQL
Responsibilities
Partner with risk managers to define requirements for expected loss models; Lead delivery of software development initiatives; Plan and coordinate user acceptance testing; Document and present model development processes; Prepare ad hoc analysis and reporting; Collaborate with stakeholders to prioritize initiatives; Respond to auditor and regulatory requests.
Seniority
Senior, hands-on IC