Does complex modeling excite you? Are you an innovative thinker? We’re looking for someone like that who can:
• bring innovation to the Risk Methodology in the development, refinement and implementation of risk models
• develop statistical and stress testing models for (portfolio) credit risks using R, C++, or Java
• research and document best practices when working on a new model, including understanding regulatory requirements and establishing a data model
• maintain, monitor, and control existing models, including improving processes and documentation
• collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models
