A top American Investment Bank in the Dallas area is looking to grow their Credit Risk Analytics team and hire a junior-level candidate to train up in the world of risk management and quantitative analytics.
The hire will be joining a lean team responsible for generating Basel parameters (PD, LGD, and EAD) used for capital estimation purposes complying with regulatory guidance. The candidate will be responsible for developing and monitoring risk models and segmentation specific to retail exposures, validating and documenting the procedures and models, and establishing requirements for data maintenance and management. The hire will work with the seasoned professionals in being trained up to be relied on for the long term.
The bank is ideally looking for junior candidates with at least 1 year of corporate experience or exposure to risk management or quantitative analytics, programming skills in Python and SQL, and excellent communication and analytical skills.
Responsibilities:
- Working across the development and monitoring of risk models and segmentation for all retail exposures.
- Quantification of the Basel risk parameters utilizing the models/segmentation
- Documentation of all the model development and quantification procedures
- Performing validation tests to assess the strength and stability of the models
Qualifications:
- At least 1 year of corporate experience in risk management or quantitative analytics
- Strong quantitaive and programming skills in Python and SQL
- A degree in a quantitative field (ex: Statistics, Mathematics, applied Mathematics, etc.), Master's degree preferred
- Excellent communication and presentation skills
