What are the responsibilities and job description for the Credit Risk Analyst position at Syntricate Technologies Inc?
Job Description
Job Description
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.
Qualifications :
Education :
Salary : $70
