Sr Credit Model Analyst

Office Status: Hybrid

Salary: $100,000 – $105,000

Responsibilities:

• Conduct model performance monitoring based on monitoring plan and subsequent revisions, communicate with team leads and model validation team
• Maintain the credit risk related model inventories, work with model validators to prepare the model documentation package, findings remediation, model attestation, etc.
• Communicate with various model stakeholders, including model users, model validators and internal auditors across the bank including Tokyo Head Office
• Periodic monitoring on the use of credit models to identify and examine the need for enhancements of the models and their user guidance including training to model users
• Develop analytical views on both internal portfolio and credit market trends to be incorporated in senior management presentations and regulatory reporting
• Perform credit risk portfolio analysis, translate data into clear, concise written and verbal presentations, and report to risk committee
• Interface closely with various Business Units to help support, enhance, and adjust risk control measures
• Enhance model management, governance processes and model documentation standards to improve efficiency and accuracy of model validation process.