Senior Associate - Credit Risk Modeling

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virtual vocationsDenver (CO)

Financial Risk Specialists International, Secondary Market, and All Other Nondepository Credit Intermediation

SENIORITY

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About the role

Leading the development of a multi-year stochastic credit risk model, the full-time Senior Associate - Credit Risk Modeling will collaborate with specialty finance teams to enhance underwriting processes and influence product pricing, while working remotely.

Key responsibilities: Develop a Merton-approach, multi-year stochastic credit risk model for various asset classes Conduct research on credit default history and establish model assumptions and limitations Guide junior analysts and strengthen the credit risk modeling function within the organization

Required qualifications: Experience in portfolio credit risk modeling, including Merton models and Gaussian copula frameworks Deep understanding of credit default behavior and migration dynamics Proven modeling and programming skills in Python, MATLAB, or similar languages Working knowledge of insurance investment portfolio risk and capital frameworks Preferably 5+ years of experience in quantitative risk modeling

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