International Banking Client
Office Status: Hybrid
Salary Range: $200,000-$225,000
Responsibilities:
- Develop credit risk models for stress testing and other purposes
- Document such model development and ensure models are internally validated
- Oversee stress testing model implementation and maintenance
- Support internal and external review and challenge of models and model -related processes
- Generate model-based stress tests
- Participate in the development of scenarios relevant for stress testing and other purposes
- Communicate with stakeholders including reporting results, providing impact analyses, explaining model/process details, and soliciting feedback for continuous improvement