Back
Tier-1 brand, metro location, and early-career analytics title increase applicant competition.
Bank risk-model validation requires domain-specific credit and RWA knowledge, reducing cross-industry transferability.
Requires SAS/SQL/R and model validation experience, creating moderate resume filtering.
Login to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Support Capital Reporting team in Risk Weighted Asset (RWA) calculation and reporting for firm and bank-wide use.
Develop, enhance, validate risk measurement and scoring models across market, credit, and operational risk.
Lead model development projects including programming, integration, testing, validation and provide analytical support and reporting improvements.
Bachelor’s or University degree or equivalent experience.
0-2 years experience in model implementation, validation, or development preferred.
Programming skills in SAS, SQL, R required; VBA knowledge preferable.
Work Experience Required: Not explicitly mentioned in the JD.
Experience working in risk analytics or model validation in financial services, ideally within banking products.
Ability to communicate complex technical details effectively to both technical and non-technical stakeholders.
Strong analytical skills with capability to assess risk implications and support decision-making.