Position Details

Type Full-Time

Experience mid

Exp. Years 3+ years

Education Bachelor's degree in related field

Category Data & Analytics

About this role

Data Quantitative Analyst focused on credit risk, responsible for monitoring and analyzing the Commercial Loan portfolio under the Credit Risk Rating Framework. Build tools and dashboards to monitor portfolio movements, identify emerging risks, and support management decisions with data-driven insights.

Key Responsibilities

Contribute to risk rating framework through analytical practices and regulatory adherence
Assist with PD and LGD Masterscales and scorecards for credit risk ratings
Analyze large commercial datasets using SAS and Python to compare estimates to historical performance
Collaborate with Model Risk Management for governance, documentation, monitoring and validation of models
Present portfolio risk summaries and dashboards to management and governance committees

Technical Overview

Uses SQL, SAS, and Python to manipulate large datasets, validate PD and LGD estimates, and develop risk reporting; collaborates with Model Risk Management for governance and validation.

Ideal Candidate

The ideal candidate is a mid-level data analyst with 3+ years of credit risk experience, proficient in SQL, SAS, and Python, comfortable handling large datasets, PD/LGD, and scorecards, and able to translate analytical results into management dashboards.

Must-Have Skills

Bachelor's degree in related fieldMinimum of 3 years related experienceSQLSASPythonExperience working in large databasesIntermediate skills in programming languages (SQLSASPython)

Nice-to-Have Skills

4+ years related work experienceExperience with a statistical analysis software packageExperience with developing statistical models

Required Skills

['SQL''Structured Query Language''SAS''Statistical Analysis System''Python''Probability of Default''Loss Given Default''Credit Risk Rating Framework''Model Risk Management''PD and LGD Masterscales''scorecards''dashboard''large databases''data analysis''regulatory guidance''risk rating framework''bank''commercial loan''analytical']

Hard Skills

SQLStructured Query LanguageSASStatistical Analysis SystemPythonProbability of DefaultLoss Given DefaultCredit Risk Rating FrameworkPD and LGD Masterscalesscorecardsregulatory guidancerisk analyticsdashboardportfolio riskdata analysislarge databasesmodel risk management

Soft Skills

analytical thinkingcommunicationleadershipmentoringteam collaborationproblem-solvingattention to detail

Industry & Role

Industry Banking

Job Function Analyze commercial credit risk data to monitor and improve risk ratings and support management decisions.

Role Subtype Data Analyst

Tech Domains SQL / PostgreSQL, Python

Keywords for Your Resume

data quantitative analystcredit risksqlstructured query languagesasstatistical analysis systempythonprobability of defaultloss given defaultcredit risk rating frameworkmodel risk managementpd and lgd masterscalesscorecardsregulatory guidancerisk rating frameworkbankcommercial loandashboarddata analysislarge databasesbachelor's degree3+ yearshybrid

Deal Breakers

Bachelor's degree required, 3+ years related experience, proficiency in SQL/SAS/Python, experience with large databases

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