Credit Risk Model Developer, SrAssc
State Street(1 month ago)
About this role
The Credit Risk Model Developer role on State Street's Centralized Modeling Analytics & Operations (CMAO) team within Enterprise Risk Management focuses on wholesale credit risk modelling and ongoing monitoring. Based in Hangzhou, the position supports development, deployment, and governance of models used to assess various risks and ensure compliance with regulatory frameworks such as Basel, CCAR, CECL, IFRS 9 and ICAAP. The role starts with monitoring model performance and offers progression toward independent model development.
Required Skills
- Credit Modeling
- Model Monitoring
- Econometrics
- Time Series
- Statistical Analysis
- R
- Python
- SAS
- SQL
- Documentation
+4 more
Qualifications
- Master's or PhD in Economics, Statistics, Mathematics, Risk Management, Finance or related field
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