Position Details

Salary $85K – $143K USD / year

Type Not Specified

Experience mid

Exp. Years 3 years

Education Bachelor's degree in a related field

Category Data & Analytics

About this role

Data Quantitative Analyst focusing on commercial credit risk, leveraging SAS and Python to analyze PD/LGD, develop models, and produce dashboards for risk governance.

Key Responsibilities

Contribute to Risk Rating Framework; review PD/LGD Masterscales and scorecards; analyze large datasets with SAS/Python; collaborate on model governance; present dashboards to management

Technical Overview

Statistical modeling and data analysis using SAS and Python; PD/LGD framework; model governance and risk dashboards.

Ideal Candidate

The ideal candidate is a mid-level data analyst specializing in credit risk with 3+ years of experience, strong SAS and Python skills, and experience with PD/LGD and scorecards plus model governance. They should be adept at handling large data sets and communicating insights to management.

Must-Have Skills

Bachelor's degree and a minimum of 3 years of related experienceor 7 years if no degreeIntermediate skills in SQLSASPython or similarExperience working in large databases

Nice-to-Have Skills

Experience developing statistical modelsExperience with Tableau or Power BI4+ years related work experience in data analysis

Tools & Platforms

SASPythonSQLPower BITableau

Required Skills

SASPythonSQLdata analysisPDLGDscorecardsmodel governanceportfolio dashboardsrisk rating frameworklarge databases

Hard Skills

SASPythonSQLData analysisRisk modelingPD (Probability of Default)LGD (Loss Given Default)ScorecardsModel governancePortfolio dashboards

Soft Skills

Analytical thinkingCommunicationPresentationCollaboration

Industry & Role

Industry Banking

Job Function Analyze and monitor commercial loan portfolio risk using advanced data analytics and modeling

Role Subtype Data Analyst

Tech Domains SAS, Python, SQL, Power BI, Tableau, Data Analysis, Model Governance, Risk Management

Keywords for Your Resume

data quantitative analystcredit riskrisk rating frameworkpdlgdscorecardssaspythonsqlportfolio dashboardsmodel governancemodel risk managementdata analysisrisk managementbankingSASPythonSQLData analysisPDLGDScorecardsModel governancePortfolio dashboardsRisk rating framework

Deal Breakers

Insufficient experience in credit risk or data analysis, Lack of SAS/Python/SQL proficiency, No ability to work in Buffalo, NY

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Data Quantitative Analyst - Credit Risk (Hybrid - Buffalo, NY)

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