BeachHead Inc.
Quantitative Risk Analyst/Credit Risk Models
Job Description
Are you passionate about modeling credit risk and eager to contribute to a leading financial institution? Apply Now! Working with one of our top financial clients, this role calls for a Quantitative Risk Analyst specializing in Credit Risk Models. This position offers an exciting opportunity to support model recalibration and enhancement initiatives within a dynamic team focused on advanced risk management and regulatory compliance. Pay rate range (CAD): $35.23/hr – $42.28/hr Responsibilities
Develop and support PD, LGD, and EAD models used in the AIRB framework for non-retail portfolios Perform model calibration, performance testing, and data cleansing activities Investigate and implement suitable modeling methodologies based on academic and industry research Support all stages of the model lifecycle, including development, validation, and performance evaluation Prepare comprehensive reports detailing the statistical rationale, model performance, and regulatory compliance Sum...
Develop and support PD, LGD, and EAD models used in the AIRB framework for non-retail portfolios Perform model calibration, performance testing, and data cleansing activities Investigate and implement suitable modeling methodologies based on academic and industry research Support all stages of the model lifecycle, including development, validation, and performance evaluation Prepare comprehensive reports detailing the statistical rationale, model performance, and regulatory compliance Sum...