Job Description :
Specific Qualifications:
Required understanding of Wholesale Credit Capital domain space
Specialized quantitative background with knowledge of Comprehensive Credit Analysis Review (CCAR) and Basel Credit Capital Risk Models relative to Wholesale Credit Capital
Familiar with established/published Wholesale Credit Capital models to compare/contrast models
Capable to discuss conceptual soundness of models (e.g., model parameters, mapping calculations, explanations of model outcomes, integration of data and scenario analysis output, etc
Good understanding of inherent model limitation and potential remediation actions
5+ years relevant work experience in financial industry to document advanced risk capital, stress test and loss forecasting models and assumptions in areas such as wholesale credit capital or market risk
Subject matter expertise regarding technology application control disciplines
Solid understanding of Model Risk Management concepts
Knowledge of industry best practice standards for credit risk measurement and economic capital

Demonstrated excellent writing skills to deliver clear, well-articulated technical documentation, via use of Microsoft Word, Excel, PowerPoint and other documentation tools
Critical thinking ability to understand, solution, present options and to create documentation suitable for different audiences
Ability to deliver under tight deadlines
Strong interpersonal skills to interface with all levels of the project team
Outstanding analytical, interpretive and problem-solving skills
Ability to synthesize/analyze diverse information
Capabilities to develop recommendations
Strong written and oral communication skills to develop and communicate business analytics and to present model statistics/insights/findings
Previous experience to support regulatory examinations and internal audits
Proficiencies: Microsoft Word, Excel, PowerPoint, and other documentation tools.

Client : IIC