Credit Risk Analyst Credit Risk Analyst …

Svb Financial Group
à Santa Clara, CA, États-Unis
CDI, Plein-temps
Dernière candidature, 05 juil. 20
Competitive
Svb Financial Group
à Santa Clara, CA, États-Unis
CDI, Plein-temps
Dernière candidature, 05 juil. 20
Competitive
Credit Risk Analyst
Credit Risk Analyst II

The Quantitative Risk Analyst will aid SVB quarterly(CECL) reserve process execution. This process involves working closely withRisk, Finance, IT and Regulatory divisions. In addition, the person will applyquantitative and data science skills to enhance CECL models and support othercorporate and business unit initiatives.

Quarterly CECL reserve processexecution, CECL committee package preparation:

  • Execute the CECL modelon CECL Platform
  • Run ad hoc analyses forqualitative adjustment
  • Prepare material forCECL committee presentation
  • Prepare modeling relatedSOX control material

CECLmodel enhancement

  • Performstatistical and data analyses to monitor and improve CECL models (PD, LGD andEAD) performances
  • PerformUser Acceptance Test (UAT) for new CECL platform implementation
  • Assistmodel methodology documentation update
  • Maintainmodel development source code
  • Collaboratewith other analytics teams to build quantitative tools to improve businessdecision making, risk management and new product development

  • CECLrelated models such as PD, LGD and EAD
  • Key Accounting concept
  • Quantitative modeling technique
  • Data base and programming knowledge
  • Proficiency with statistical and dataanalysis and programming tools such as R, SAS, Stata, SQL and Matlab.
  • Thorough understanding of econometricand financial modeling techniques
  • Excellent communication, attention todetail
  • Masters or PhD degree in a quantitative field such as statistics,mathematics, finance and economics.


Primary Location: United States-California-Santa Clara
Work Locations:
Job: Compliances Risk %26 Audit
Organization: SVB Financial Group.
Schedule: Full-time
Job Posting: Jun 2, 2020, 10:55:20 PM
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