3 years of experience in a risk quantitative position; 3 years technical experience obtaining information from disparate sources, including production and ad hoc systems, linking and analyzing the information, performing data integrity checks and exploratory data analysis; 3 years of experience with modeling software such as Python, R, Stata, R, Matlab, Sas, VBA; Experience with SQL, Excel, Statistical Programming, Business Objects; Experience in statistical data modeling, statistical diagnostics and database management; Knowledge of general lending products specifically for commercial lending; Experience in statistical or econometric modeling, model validation, DFAST, Basel II, economic capital and stress testing methodologies; Experience in macroeconomic forecasting, credit risk forecasting and incorporating macroeconomic variables in credit risk models.br br Any suitable combination of education, training, or experience is acceptable. Except as quantified above, the years of experience listed in H.6A and H.10A do not apply to the required skills listed in this section, and the employer will accept any level of experience, knowledge, or proficiency in the specific skills listed in this section.
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