Position: Data Scientist/Risk Analyst
Location : New York, NY
Position Type : Contract
Job Description:
Complex statistical analyses as part of quantitative credit risk methodology development projects.Maintenance and model performance monitoring of PD and LGD projection models used for CCAR (Comprehensive Capital Analysis and Review).Data processing, including aggregation of information from various data sources and extensive use of advanced numerical methods. Documentation of model changes, including e.g. details on mathematical assumptions, sensitivity analyses and benchmarking results Relationship management, i.e. building relationships with key stakeholders and business associates across various departments of the Bank