Credit Risk Analyst

Credit Risk Analyst

Tampa, FL (Hybrid)

10+ Months

Web Cam Interview

$70 / Hr on W2

Responsibilities

• Develops, enhances, and validates the methods of measuring and analyzing risk and addresses deficiency of current counterparty credit risk models.
• Performs rigorous ongoing model performance tests for all counterparty credit risk model production regularly by means of back testing, impact analysis, statistical analysis, etc.
• Enhances BAU back testing to meet the regulatory guidelines.
• Prepares detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.
• Present key findings in model development and enhancement to senior management and supervisory authorities.
• Support trading book credit risk management : calculate portfolio level counterparty exposure such as EPE, EAD, CVA, used for both internal risk management, regulatory capital calculation and stress testing.
• Develops unified library package to automate the ongoing model performance monitoring and create related unit tests for coding quality assessment.
• Develops tutorials and documentation for widespread library usage among quantitative risk team members and risk managers.

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