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 detailin...