Risk Analyst II

at  Robertson and Company

Our client is a top financial institution with significant North American holdings. They have operations across most major verticals, including institutional & corporate, wealth management, private client, commercial banking, treasury, and retail banking.
Introduction: Robertson is seeking a skilled Risk Analyst to join our client.
Contract Dates: 6 months
Pay Range: $46.88 to $53.41 per hour
Business Hours: Monday to Friday (Hybrid)

Job Responsibilities:

• Participate in the development, tuning, and documentation for new or amended Borrower Risk Rating (BRR), Facility Risk Rating (FRR), and Expected Loss (EL) models
• Engage with working groups of subject matter experts to ensure that all credit risk models are current per best industry practices and standards
• Review and understand risk rating methodologies of public rating agencies (Moody’s, S&P, Fitch, DBRS) and identify potential gaps with internal models
• Create and manipulate extensive data spreadsheets for the purpose of model tuning, stress and sensitivity testing
• Conduct extensive Business Acceptance Testing to ensure that models meet design specifications
• Support Annual Model Review and Model Validation schedules as required, including data and documentation preparation
• Work closely with Credit Risk Policy in the launch of new initiatives or reviews, and work extensively with TDBNA to ensure enterprise-wide models are consistent cross-border
• Complete ad hoc analysis in a timely manner as requested

Experience & Qualification Requirements:

• Excel

• Participate in the development, tuning, and documentation for new or amended Borrower Risk Rating (BRR), Facility Risk Rating (FRR), and Expected Loss (EL) models
• Engage with working groups of subject matter experts to ensure that all credit risk models are current per best industry practices and standards
• Review and understand risk rating methodologies of public rating agencies (Moody’s, S&P, Fitch, DBRS) and identify potential gaps with internal models
• Create and manipulate extensive data spreadsheets for the purpose of model tuning, stress and sensitivity testing
• Conduct extensive Business Acceptance Testing to ensure that models meet design specifications
• Support Annual Model Review and Model Validation schedules as required, including data and documentation preparation
• Work closely with Credit Risk Policy in the launch of new initiatives or reviews, and work extensively with TDBNA to ensure enterprise-wide models are consistent cross-border
• Complete ad hoc analysis in a timely manner as requeste