- Strong Modeling experiencein one or more of the following areas preferred: credit, operational and market risk.
- Strong Modelling in other relevant areas such as Economic Capital, Loss Forecasting or Stress Testing.
- Good Knowledge of parameters calculation (PD, LGD and CCF)
- Expertise in scorecard development or loss forecasting process for different portfolios.
- Good programming skills, ideally in SAS, Ror
- Strong Knowledge of Machine Learning, neural networking and Graphs Methodologies.
- Excellent knowledge of banking credit risk regulations (IFRS9, CECL and/or Basel II IRB).
- Strong communication and interpersonal skills as the position requires an ability to communicate complex concepts to a diverse audience.
- Ability to research, learn and apply new concepts and statistical techniques with limited assistance. Ability to incorporate innovation and new developments in the industry to projects and processes
- Ability to operate with a high degree of autonomy / independence with confidence in making decisions.
- Results Oriented
- Coaching Skills
- Master’s Degree in a quantitative field (Financial Engineering, Quantitative Finance, Mathematics, Statistics, Economics, Physics or Data Scientist.)
- 4 to 6+ years of experience in Credit Risk Modelling
Position may be located in Houston, TX or Atlanta, GA.