Credit Risk Innovation Quant Modeling Associate

Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging areaThis is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view

As a Quant Modeling Associate - Credit Risk in your Credit innovation team. You will be responsible for developing stress testing models to forecast credit losses and build quantitative frameworks to enhance credit rating methodologies for fixed income securities. You will contribute to the entire modeling lifecycle, including data extraction, statistical analysis, model development, evaluation, and implementation. You will prepare comprehensive documentation and engage with various stakeholders to address their queries regarding the models methodology. Your expertise in econometrics and statistics will also support research initiatives and in-depth analysis of credit markets. This is an exciting opportunity to apply your expertise in econometrics and statistical analysis to develop robust models, enhance existing methodologies, and drive impactful solutions in credit risk modeling

Job responsibilities

Required qualifications, capabilities, and skills

Preferred qualifications, capabilities, and skills