Credit Risk Analyst

A company is looking for a Credit Risk Analyst II.Key ResponsibilitiesDevelop credit risk models for various asset classes and apply them for CECL reserve calculation, CCAR stress testing, and capital calculationsConduct statistical and data analysis to track and improve modelsBuild quantitative tools to enhance risk management and business decision-making across corporate unitsRequired QualificationsMaster's degree in Finance, Mathematics, Statistics, Financial Engineering, or a related fieldOne year of experience in credit risk analysis or as a Risk OfficerExperience with statistical and data analysis using programming tools such as SAS, R, or StataProficiency in SQL, Matlab, and econometric modeling techniquesFamiliarity with C#, C++, Perl, Microsoft PowerPoint, Tableau, and Git