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发帖数: 16 | 1 Company Type: Commercial Bank
Location: San Francisco
Position Name: ENTERPRISE RISK BUSINESS ANALYST
Contact Email：b****************[email protected]
Job Summary
Participate in data investigation and analysis, model performance monitoring
reporting, production data load, data quality check, and data management.
Work with an existing Retail Basel II project team to develop, implement,
and monitor Basel II PD, LGD and EAD models for all retail portfolios.
Major Responsibilities
Develop and maintain PD, LGD and EAD models and segmentation
system for various retail portfolios
Implement developed models in the production system
Perform monthly data load and data quality check for the
production scoring process
Perform adhoc analyses of portfolio risk and performance as
required, for example under stress events, rapidly changing economic
conditions, etc.
Assist and support portfolio managers and line of business
partners on managing the portfolio risk by providing various analyses.
Requirements
Candidates must have demonstrated knowledge of and experience with
statistical modeling and performance monitoring techniques; experience in
managing and working with large databases; strong SAS programming background
, effective written and verbal communication skills; and strong teamwork
skills.
Extensive experience in SAS programming; capable of managing
large data sets and performing complex data operations, including data
mining and manipulation to support analytical methods and database
management
Advanced degree in quantitative disciplines, such as, statistics
, economics, computer science, operations research/industrial engineering,
finance, or related fields
5+ years of work experience in risk management and quantitative
analysis including advanced knowledge of and experience with statistical
modeling and model performance monitoring
Strong conceptual and quantitative problem solving skills and
ability to think creatively
Effective oral and written communication skills, including
preparing reports suitable for both technical and non-technical audiences
Demonstrated effective time-management, with the ability to work
independently on multiple tasks and/or projects
Well-developed organizational and prioritization skills with the
ability to manage multiple and sometimes competing priorities
Strong motivation to learn and adapt. A team player, who pays
attention to details, has the ability to work independently with sufficient
instruction.
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