Analyst - Columbus, OH

Skill: Credit Risk Modelling SME

• Credit Risk Modelling SME/Analyst - 10+ years of experience.
• Must-have: SAS, Python, MS Excel.
• Nice-to-have: R, SQLDomain.
• Exposure to credit risk management processes within Retail and/or Wholesale banking business.
• Good understanding of the model life cycle and model risk management standards such as SR11/7 and SS3/18.
• Expert in credit model development and/or validation and/or monitoring of impairment models (IFRS9/CECL) and/or regulatory capital models (AIRB) and/or stress testing models and/or other credit risk models.
• Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation.
• Sound knowledge of current market trends and the regulatory agenda related to credit risk models particularly from a European context.
• Strong communication (oral and written) and influencing skills.
• Ability to effectively manage senior stakeholders and build relationships.

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