Job: CREDIT RISK MODELER

Title CREDIT RISK MODELER
Location NJ / NY / Multiple Locations
Job Information

Job ID: PCS-CRM

Salary / Rate: $DOE

Duration: Full-time

Location: NJ / NY / Multiple Locations

Skills: SAS, SQL, Python, Regression, XML, R, Matlab, Advanced Excel

Job Description & Responsibilities:

  • 2 to 4 years of Credit Risk Modeler experience.
  • Domain knowledge of Credit and Market risk models specifically in Retail, Consumer, Auto and Wholesale portfolios is required.
  • Develop SAS program and assist in the implementation of the Credit / Market Risk models
  • Develop Credit or Market models including Risk Rating, Scorecard and CCAR Loss Estimation models that require strong understanding of PD / EAD / LGD, Stress Testing, Prepayment models.
  • Model update and development activities for credit and market models including risk rating, scorecard and CCAR Loss Estimation models.
  • Work on Credit or Market models for Retail, Consumer, Auto and Wholesale portfolios.
  • Model documentation and Project management related work for the new model development and existing model calibration.
  • Recalibration / implementation, job involved in the methodology documentation, code development and assistance with adhoc requests.
  • Documentation writing, presentation development and advanced excel.
  • Bachelor’s in Financial Management or closely related field.

Apply ONLINE by clicking on the below link or send your UPDATED RESUME to careers@primesoftconsulting.com

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