Sign upLog in
JobsJobs in FloridaJobs in Tampa, FLAccounting and Financial JobsFinance Jobs

Credit Risk Analyst

Syntricate Technologies

Tampa, FL

Apply
JOB DETAILS
SALARY
JOB TYPE
Full-time
SKILLS
C++ Programming Language, Communication Skills, Computer Science, Credit Analysis, Credit Risk, Data Sets, Detail Oriented, Documentation, Documentation Models, EAD, Economics, Financial Mathematics, Industry Standards, Mathematics, Microsoft Excel, Microsoft Office, Model Validation, Multitasking, Organizational Skills, Performance Analysis, Performance Modeling, Performance Testing, Presentation/Verbal Skills, Programming Languages, Project Planning, Project/Program Management, Python Programming/Scripting Language, R Programming Language, Regulations, Risk, Risk Analysis, Risk Management, Risk Modeling, Simulation, Statistics, Stress Testing, Technical Writing, Test Plan/Schedule, Testing, Unit Test, Unix Shell Programming, Validation Documentation, Webcams, Writing Skills
LOCATION
Tampa, FL
POSTED
30+ days ago
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: Proficiency in programming language (e.g. Python, R, C++, shell scripts) is required Solid knowledge in applied mathematics, statistics, numerical methods. Experience in analyzing large and complex datasets. Experience in developing and maintaining detailed technical documentation for models, model validation, project plans and processes. Experience in quantitative finance or a related field preferred Proficient in Microsoft Office with an emphasis on MS Excel Consistently demonstrates clear and concise written and verbal communication skills Self-motivated and detail oriented Demonstrated project management and organizational skills and capability to handle multiple projects at one time. Education: Master's degree in quantitative field (e.g. quantitative finance, finance engineering, economics, computer science, statistics, mathematics, engineering, etc.) with 2 years of relevant experience OR Ph.D. degree in quantitative field (e.g. quantitative finance, finance engineering, economics, computer science, statistics, mathematics, engineering, etc.) with research experience in modeling and numerical simulation.

About the Company

S

Syntricate Technologies

Similar Job Searches

Asset Manager Jobs in Tampa, FLBudget Analyst Jobs in Tampa, FLCash Manager Jobs in Tampa, FLCost Analyst Jobs in Tampa, FLCredit Manager Jobs in Tampa, FLCredit Officer Jobs in Tampa, FLCredit Risk Manager Jobs in Tampa, FLDirector Of Finance Jobs in Tampa, FLDirector Of Financial Reporting Jobs in Tampa, FLDirector Of Revenue Management Jobs in Tampa, FL