Descripción del puesto de trabajo
The Wholesale Credit Analytics and Solutions team (WCAS) is responsible for implementing key credit risk practices across Wholesale businesses, and ensuring consistency in methodologies within Wholesale Credit Risk.
WCAS’ areas of responsibility include Traditional Credit Product (TCP) stress testing (CCAR/DFAST/IFRS9/ICAAP) and Basel RWA, developing the firm's authoritative wholesale credit risk parameter data set, reserve/allowance management, development and implementation of an economic credit capital model, the design and integration of credit and capital limits, risk grading methodology, and the provision of strategic advice and solutions to the originating businesses.
The Quality Control Team based in Buenos Aires supports the global WCAS team in increasing the quality of projections by reviewing control evidence, sample testing loan level forecasting results and performing of functional tests for model implementations.
Role Description and Responsibilities
The successful candidate will join a broader team focused on quality control for the wholesale credit forecasting process. Specifically the responsibilities include and are not limited to:
* Create test scripts to ensure correct implementation of changes to forecasting models or data extraction processes
* Perform test cases and document outcomes
* Raise defects and test defect remediation
* Develop automated test capabilities to allow for reusable test scripts
Essential skills, experience, and qualifications:
- Degree in a financial, mathematical, or computer science program
- Familiar with R or Python
- Must have experience in data analytics and in dealing with large quantities of data
- Detail oriented and strong organizational skills
- Excellent communication abilities, both written and oral; comfortable with presenting information to key senior stakeholders
- Ability to solve problems creatively while working in a dynamic and challenging environment under tight deadlines
- Eagerness to learn about risk, risk parameters, stress testing and loss forecasting
- Controls mindset and strong reconciliation skills
Additional qualifications/experience considerations:
- CFA/FRM a plus