Credit and Risk Analyst

Responsibilities: Lead end-to-end model development and independent validation initiatives across credit risk, market risk, operational risk and Fraud risk (PD, LGD, EAD, CECL, Stress Testing, AML, Fraud, Scorecards, ECAP, CCAR etc.). Own the delivery of MRM engagements, ensuring timely execution, quality assurance, and alignment with regulatory standards (SR 11-7, Basel IRB, CCAR, IFRS9). Independently validate internal and vendor models for a US bank, applying rigorous conceptual and quantitative assessments to ensure robustness, reliability, and suitability for intended use. Develop benchmark models using advanced statistical and machine learning techniques to challenge and validate primary models. Manage client communications, including requirement gathering, progress updates, presentation of validation findings, and strategic recommendations. Qualifications 5-7 years of hands-on experience in model development, validation, and risk management across different types of risks (credit, market, operational and fraud). Strong understanding of regulatory guidelines and compliance frameworks (SR 11-7, OCC, CECL, Basel, IFRS9). Proficiency in Python, R, SAS, SQL, and ETL tools for data manipulation and model development. Master?s degree in a quantitative discipline (Statistics, Economics, Finance, Data Science, etc.) (MUST HAVE).