Modelling / Forecasting Senior Analyst (Quants)

Job Overview

Detailed Responsibilities

• Develop, enhance, and implement credit risk parameter models and stress testing / forecasting methodologies for U.S. Commercial portfolios
• Work with complex commercial credit datasets and evaluate model performance and limitations
• Develop scalable analytical tools, code-based workflows, and reporting capabilities to support model development, testing, monitoring, documentation, and implementation activities
• Analyze portfolio characteristics and modeling challenges associated with U.S. Commercial portfolios
• Assess model performance through monitoring, diagnostics, sensitivity testing, back-testing, and evaluation of emerging risk drivers
• Prepare clear and well-structured model documentation, technical analyses, presentations, and supporting materials
• Support the development of sound business cases with a focus on reusability, scalability, innovation, and enterprise-wide solutions
• Build and maintain positive relationships with businesses, technology groups, and key stakeholders
• Manage and/or oversee the implementation of solutions and work closely with key business leaders
• Participate fully as a member of the team, support a positive work environment that promotes service to the business, quality, innovation, and teamwork