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Sr. Quantitative Credit Risk Analyst
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Full-time
- Provides advanced level of credit risk analytics and assessment in support of credit risk management.
- Leads and fully participates in the use, development, and maintenance of various credit risk models including but not limited to counterparty credit ratings models, whole loan credit stress testing and valuation models, and mortgage credit default and loss models.
- Performs quantitative analyses, modeling, and research in support of monitoring, assessing, reporting, and collaborating on credit risk management and analytics.
- Responsible for assessing model risk through evaluation and maintenance of model conceptual soundness, performance monitoring, and model documentation for all credit models related to mortgage risk analytics and counterparty credit risk management.
- Initiates and actively supports efforts to develop, build consensus, apply and maintain the enterprise risk management function and program, especially related to credit risk modeling and analytics.
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