Credit Risk Modeler

- Developing, validating, and BAU monitoring of credit risk models (complex stress testing/CCAR, Allowance/CECL/IFRS9, Basel, and/or PPNR) with complex logic in SAS and/or Python production environment - Monitoring statistical models for various asset types, as well as tracking activity and preparing various reports for review and approval from internal stakeholders - Establishing strong controls and creating consistent and robust execution

processes across models, including automations on report generation for efficiency gains
- Extracting, manipulating, and analyzing large data sets from a variety of sources, ensuring quality and consistency
- Creating reports and ad hoc analysis, interpreting and presenting results effectively
- Pursuing process automation and contributing to the continuous improvement of the programming environment
- Developing and researching new capabilities and proof of concepts for automations, models, and advanced algorithms (both on structured and unstructured data) for Risk & Compliance use cases
- Knowledge sharing and PoV development on new capabilities

Educación mínima: Magister o Postgrado
5 años de experiencia
Idiomas: Inglés
Disponibilidad de viajar: No
Disponibilidad de cambio de residencia: No
Personas con discapacidad: Sí