Senior Quantitative Analyst: Credit Model Risk Job at Randstad (Sydney)

Credit Risk Senior Analyst

Citibank, N.A. seeks a Credit Risk Senior Analyst for its Irving, Texas location...

Location

United States , Irving

Salary:

123968.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Master’s degree or foreign equivalent in Finance, Business Administration, Accounting, Economics or related field and 3 years of experience as a Financial Analyst, Credit Analyst, Senior Financial Data Analyst, Associate or related position
Will also accept a Bachelor’s degree or foreign equivalent in the above disciplines and 5 years of progressive, post baccalaureate experience as listed above
3 years of experience must include: Writing credit memorandums regarding Credit Risk financial statement analysis, covenant analysis, Peer comp, Industry analysis, Leverage ratios, Liquidity, repayment capacity, financial spreading, and collateral analysis
Modeling/forecasting performance for client based on disclosed information from the client, industry trends, and macro environment
Using FactSet to extract borrower’s information related to debts, its peers and consensus estimates used for projections, and information related to any transactions or M&A related to borrower
Using S&P CAPIQ to extract borrower’s Capital structure information

Job Responsibility

Focus on the rigorous internal analysis and subsequent underwriting of Consumer Goods, Retail and Healthcare portfolio as part of internal portfolio management and transaction requests
Manage a dedicated portfolio of clients via continuous monitoring of their financial performance, industry trends, and overall creditworthiness to proactively identify risks and opportunities
Review and standardize the client-provided financial data (e.g., annual reports, quarterly statements) to align with Citi's internal accounting and analysis guidelines
Compute a comprehensive suite of critical financial ratios, essential for evaluating various facets of a company's performance
Perform in-depth qualitative and quantitative reviews of the core financial statements, Income Statement, Balance Sheet and Cash Flow
Conduct several additional layers of analysis, including industry, covenant, capital/corporate structure, and modeling
Ensure adherence to Citi’s Wholesale Credit Policy, ensuring all analysis and underwriting decisions strictly comply with/align with both internal risk appetite and external regulatory requirements
Perform the comprehensive analysis needed to derive the internal risk ratings for each client via Debt Rating Models/Scorecards

What we offer

medical
dental
vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

Vice-President - Senior Credit Analyst

The ICM Senior Credit Analyst will lead the evaluation and ongoing management of...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

CA, CFA, or MBA (Finance) with 10–13 years of experience in credit risk, corporate lending, or financial research
Exceptional experience with the internal Policies, Standards, Procedures, Templates
Ability to analyze and evaluate financial statements and business plans, across a range of industrial sectors and form independent opinions on credit and emerging risks
Proficient knowledge of corporate and debt structuring, with a particular understanding of bank loan documentation
Good understanding of risk profiles of all credit products
Advanced credit analysis and corporate financial modeling
Risk assessment and quantitative analysis experience
Ability to build and maintain relationships and communication skills, both written and verbally
Ability to work autonomously, as well make meaningful contributions as part of a team
Project management skills, with a focus on Information System implementation

Job Responsibility

Lead comprehensive credit assessments, valuations, and rating assignments for complex or large exposures
Independently prepare financial models and company valuations using most appropriate methods (DCF, SOTP, Project finance, comparable company analysis, precedent transactions, etc.)
Assess liquidity, debt capacity and other areas of financial and operating performance to evaluate areas of weakness and potential for turnaround, which is measured by setting and monitoring appropriate classification triggers
Model companies' financial position to assess appropriate debt structure and accurate debt value using the most appropriate valuation methodology
Oversee and review credit papers, ensuring analytical rigor and compliance with policy standards
Monitor portfolio performance and conduct early warning analyses
Guide stress testing, sector review initiatives, and internal risk assessments
Participate in or lead credit review committees and provide insights on deal structuring and documentation
Mentor and review work of analysts across levels to maintain output quality and consistency
Ensure adherence to credit governance, internal control, and audit standards

What we offer

Access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Access to an array of learning and development resources
Generous paid time off packages
Resources and tools to volunteer in the communities in which they live and work

Fulltime

Valuation Control Senior Analyst - Credit and Structured Products

Valuation Control Analyst, Credit and Structured Products will report to the SVP...

Location

United States , Boston, Massachusetts; Johnston, Rhode Island

Salary:

157000.00 - 165000.00 USD / Year

Citizens Bank

Expiration Date

Until further notice

Requirements

Previous Product Control, Valuation Control or Independent Price Verification coverage for one or more of following products: Convertible Bonds, Asset-Backed Securities, HY/IG Bonds, Mortgage/Mortgage Servicing Rights
CFA/FRM Preferred
Masters in quantitative discipline

Job Responsibility

Execute a price verification/benchmark process including the calculation of fair value adjustments
Work with Trading, Middle Office, Finance and Model Risk to continually monitor the various valuation risks of the business and implement appropriate adjustments
Perform analysis of markets, P&L, & Risk daily with understanding of the factors that drive the valuation risk
Enhance existing control framework including reviewing independent pricing processes, assessing potential coverage developments, and implementing new tools to enhance control efficiency

What we offer

competitive pay
comprehensive medical, dental and vision coverage
retirement benefits
maternity/paternity leave
flexible work arrangements
education reimbursement
wellness programs
paid time off policy exceeds the mandatory, paid sick or paid time-away policy of every local and state jurisdiction in the United States
opportunity to earn an annual discretionary bonus

Fulltime

Credit Portfolio Senior Analyst

Citibank, N.A. seeks a Credit Portfolio Senior Analyst for its Wilmington, Delaw...

Location

United States , Wilmington

Salary:

112600.00 - 138000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Master’s degree, or foreign equivalent, in Statistics, Mathematics or related quantitative field and 1 year of experience as a Credit Risk Analyst or related position involving consumer credit risk management to mitigate risk in a global financial services institution
OR Bachelor’s degree in the specified fields and 3 years of experience in the above positions
1 year of experience must include: Statistical analytics using SAS/SQL
Algorithm designing and analysis for behavior forecasting
SAS programming for data management
Regression analysis
Machine learning algorithm designing and implementation
Clustering analysis and risk segmentation
Simple and nonlinear regression models calculation
Model fit and assumption testing and variables adjustment

Job Responsibility

Develop quantitative techniques to inform securities investing, equities investing, pricing, or valuation of financial instruments
Develop mathematical or statistical models for risk management, asset optimization, pricing, or relative value analysis
Perform credit review, approval, and portfolio monitoring
Develop credit techniques and procedural improvements
Identify areas for credit policy adjustments
Provide analytics at portfolio and segment levels for risk and profit optimization
Collaborate with Risk Management Information Systems (MIS) on Credit Risk Reporting and Portfolio Quality Review Reporting
Work with cross-functional teams in policy execution and management
Analyze credit and financial performance to recommend policy adjustments using statistical scoring, segmentation, regression, and simulation techniques
Analyze Cards portfolio performance at granular and product levels

What we offer

medical
dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

Credit Portfolio Senior Analyst

The Credit Portfolio Senior Analyst is an intermediate-level position with the U...

Location

India , Haryana

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

7+ years of relevant experience
Ability to apply credit and risk principles toward business goals
Advanced Degree (Masters required) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline

Job Responsibility

Develop Risk Segmentation, Line management, Account management strategies and models across customer life cycle
Develop recommendations to adjust credit policies by analyzing credit and financial performance and utilizing statistical scoring, segmentation, and regression and simulation techniques
Manage risk levels for the entire credit spectrum
Create story boards, presentations and project plans for discussions with senior management – drive insights
Participate in audit related reviews , regulatory reporting and should have sound communication skill to present in such forums
Work closely with cross functional teams, including business stakeholders, MRM and governance teams, and model implementation teams
Lead projects for junior team members and helps them in their professional development
Participate in developing, testing, and optimizing credit policies, ensuring consistency and regulatory compliance, and assist in the implementation of those policies, processes and other related initiatives
Utilize Statistical Analysis System (SAS) in a UNIX environment to perform risk, financial and data analyses including profiling, sampling, reconciliation, and quality testing
Research customer and/or management queries using risk systems and data and support ad-hoc risk policy analyses and projects as required

Fulltime

Credit Review Senior Analyst

Citi is seeking an experienced and motivated professional to join its Risk Manag...

Location

India , Chennai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

1-2 years of relevant experience in credit risk, financial analysis, or a related quantitative field
Bachelor's degree (or equivalent experience) in Finance, Accounting, Economics, Computer Science, or a related field
Intermediate to advanced proficiency in Microsoft Office tools (Excel, PowerPoint etc.)
Strong English written and verbal communication skills
Excellent time management, organizational, and analytical abilities
Experience with SAS and other analytical programs (Python, R) is a plus

Job Responsibility

Assess the effectiveness of Citi's credit risk management practices and support identification and mitigation of credit risk across unsecured portfolios
Analyze credit risks by utilizing reports, scorecards, risk systems, and expert judgment
Evaluate moderately complex and variable credit issues with significant business impact
Support the preparation of Credit Portfolio Scorecards and trend analysis reports
Champion all Scoring Strategy analysis delivery and implementations. Perform score and non-score monitoring MIS and validations and conduct quarterly scoring reviews
Engage with Model Risk Management and Model developers for model changes and Ongoing performance assessment documentation and Annual Model Reviews. Manage the model change and model development documentation
Prepare internal presentations for management and regulatory stakeholders

Fulltime

Senior Associate, Quantitative Analyst - MLRO

As a Quantitative Analyst at Capital One, you’ll be part of a team that’s leadin...

Location

United States , New York, New York

Salary:

135600.00 - 168900.00 USD / Year

Capital One

Expiration Date

Until further notice

Requirements

Currently has, or is in the process of obtaining one of the following with an exception that the required degree will be obtained on or before the scheduled start date: A Master’s degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 1 year of experience in quantitative analytics
At least 1 year of experience in each of the following skills through education or experience: Statistical or econometric modeling
Linear and logistic regression
Programming in R, Python or SQL
Presenting statistical concepts and research results to non-statistical audience
At least 1 year of experience in at least 3 of the following skills: Survival analysis modeling
Time-series analysis
Panel data (longitudinal data or cross-sectional time-series data) analysis
Cross-sectional data analysis
Machine learning

Job Responsibility

Partner with the various lines of business to enhance modeling and analytical framework. Particularly focused on Value-at-Risk (VaR), Greeks (sensitivities), Potential Future Exposure (PFE), and Credit Value Adjustment (CVA)
Work across Capital One entities to create novel analytical solutions to the challenging business problems
Identify opportunities to apply quantitative methods and automation solutions to improve business performance and process efficiencies
Collaborate in a cross-disciplinary team to build cloud-based solutions grounded in data
Identify opportunities to apply quantitative methods to improve business performance
Providing technical guidance to business leadership
Communicate technical subject matter clearly and concisely to individuals from various backgrounds

What we offer

Performance based incentive compensation
Cash bonus(es) and/or long term incentives (LTI)
Health, financial and other benefits

Fulltime

Credit Portfolio Senior Analyst

The C12 AVP is a senior individual contributor and emerging leader responsible f...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

8+ years of experience in credit card risk / consumer lending / portfolio analytics
Master’s degree in business, Statistics, Mathematics, Finance, Economics, or related quantitative fields
Advanced SQL
strong experience in SAS and/or Python
Strong command of credit risk analytics: vintage, segmentation, forecasting
Expertise in translating analytics into business decisions
Advanced PowerPoint storytelling and data visualization
Deep understanding of credit card lifecycle and risk economics
Ability to influence decisions through data and judgment
Strong strategic thinking and problem structuring

Job Responsibility

Portfolio Risk Ownership & Performance Management
Acquisition & New Account Risk Strategy
Existing Customer Management (ECM) Responsibilities
Credit Policy Execution & Governance
Forecasting, Stress Testing & Macro Risk
Model Oversight & Risk Judgment
Stakeholder Management & Influence
Mentorship & Capability Building

Fulltime

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Senior Quantitative Analyst: Credit Model Risk

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