Credit Risk Analyst (Auto Risk) - Full English The candidate will work directly with the Model Governance and Validation team and will focus on model program reporting. Key responsibilities • Monitoring and validation of models • Extraction, transformation, analytics, and reporting of credit risk model monitoring data • Provide root-cause analysis • Create reporting packages • Create model monitoring reports using SAS • Track activity and prepare various reports for review and approval of internal stakeholders • Executing the production of monthly, quarterly, and annual monitoring reports for models used within the line of business. • Reviewing and analyzing trends in current population distributions and recommending strategies. • Develop programming code to extract data and/or use databases to provide monitoring of statistical models. • Interacting with model builders and stakeholders during key review sessions to discuss results of monitoring activity. • Each Monitor is expected to complete up 30 model monitoring report packages a year. In addition running these Model Monitoring Reports, some creation and development of reports will also be required Requisitos Minimos: Minimum requirements • Advanced SAS programming skills (2 years) • Advanced Excel skills (VBA, Pivot Tables, Data presentation- chart development, Advanced function formulas) • Great attention to detail • Proficiency with MS Office Suite (PowerPoint, Word) • Excellent verbal/written communication skills in English • Excellent organizational skills with the ability to handle multiple tasks simultaneously and, periodically, to work under tight deadlines • Ability to manage multiple projects • Strong conceptual and quantitative problem solving skills and demonstrated ability to think creatively. Education and Experience • 2+ years risk reporting or analytics experience • Bachelors Degree in a quantitative discipline (statistics, econometrics, operations research, finance, mathematics, etc.) Experiencia Mínima: Más de 3 años Estudios mínimos: Universitaria Situación Académica: Graduado Dominio Computacional: Nivel profesional Carrera: Economía Finanzas Bancarias / Negocios Internacionales Ingeniería Comercial Matemática Estadísticas Ingeniería Civil Industrial Ingeniería en Estadística Idiomas Requeridos: Inglés Escrito: Bajo - Hablado: Bajo - Traducción: Bajo trabajando.cl/empleos/ofertas/2133938/Credit_Risk_Analyst_Auto_Risk_Full_English.html
Posted on: Tue, 26 Aug 2014 15:15:57 +0000
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