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Analyst/Senior Associate, Credit Risk Models – Financial Engineering & Modeling
Full time @GRITalent posted 2 years ago in Artificial Intelligence & Machine Learning , in Quantitative Modeling & Financial Engineer Shortlist Email JobJob Description
What will your typical day look like?
In this role you will help financial services industry (FSI) clients face quantitative issues with informed confidence. Using your deep technical skills and leveraging our global network of experts, you’ll provide professional advice to our FSI clients in a wide range of situations. The result? Our clients will be better placed to take control and receive the best solutions to their complex challenges. Develop/validate/review Credit Risk models (e.g. AIRB, IFRS 9, CECL, adjudication/ behavioural scoring models and CCAR models) based on industry best practices. You will also be able to learn and work in other quantitative and analytical areas such as credit modeling, forecasting and stress testing, customer behavior modeling, and new innovations such as Machine Learning and Artificial Intelligence. You will also carry out various complex financial analyses including independent derivative evaluation, customer behavior modeling, and new innovations such as Machine Learning and Artificial Intelligence. You will also carry out various complex financial analyses including independent derivative valuation.
Enough about us, let’s talk about you
You are someone with:
- Minimum 1-2 years of relevant experience spent within a credit risk model development or model validation team at a major financial institution
- Solid academic background with a PhD or Master’s Degree in Mathematical Finance, Financial Engineering or other relevant post graduate degree
- Solid knowledge of common practices in credit risk, including expected loss (PD, LGD, EAD) methodologies;
- Solid knowledge of supervisory/regulatory requirements as it pertains to credit risk models, including IFRS 9,
- Ability to program in pertinent languages, such as Excel, SAS, R, and python
- Canadian travel required
Be yourself, and more.
We are a group of talented people who want to learn, gain experience, and develop skills. Wherever you are in your career, we want you to advance.
You shape how we make impact.
Diverse perspectives and life experiences make us better. Whoever you are and wherever you’re from, we want you to feel like you belong here. We provide flexible working options to support you and how you can contribute. Be the leader you want to be.
Be the leader you want to be
Some guide teams, some change culture, some build essential expertise. We offer opportunities and experiences that support your continuing growth as a leader.
Have as many careers as you want.
We are uniquely able to offer you new challenges and roles – and prepare you for them. We bring together people with unique experiences and talents, and we are the place to develop a lasting network of friends, peers, and mentors. Our TVP is about relationships – between leaders and their people, the firm and its people, peers, and within in our communities.