Credit Risk Analytics Analyst
Summary
Credit risk analytics analyst at a bank automating modeling and reporting, conducting stress testing and VaR analysis, and developing credit risk analytics primarily using Moody's models to support capital planning.
- Automate modeling and reporting routines
- Conduct stress testing and scenario analysis
- Develop credit risk analytics using Moody's models
- Generate risk reports and dashboards
- Improve data infrastructure with technology teams
- Integrate risk results into capital planning
- Perform credit VaR and sensitivity analysis
- Review credit loss model performance
- Support suspicious activity reporting
- Update model documentation