International Banking Client
Office Status: Hybrid (3 days per week in office)
Salary Range: $130,000-$160,000
Responsibilities:
- Research, develop, and maintain wholesale credit loss models used for credit provisioning i.e. Current Expected Credit Losses (CECL) and internal stress testing.
- Actively engage across all model development initiatives, including PD/LGD/EAD models, and CECL models.
- Support business, finance / accounting, credit risk analysts, model validation, internal audit, and banking supervisors for stress testing related discussions.
- Actively participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics.
- Assist in maintaining ongoing monitoring of model performance.
- Assist in managing the model related documentation.
- Assist in integrating the models in the internal online system.
- Assist in preparing stress testing / credit provisioning related policies and procedures.
- Assist in working team administration.
- Other assigned responsibilities.