Credit Economic Capital Modeling Analyst/Associate - Global Credit Strategy & Analytics Team (5-10 yrs)

Credit Economic Capital Modeling Analyst / Associate

Job Description:

We are looking for a Credit Economic Capital Modeling Analyst / Associate to join the Global Credit Strategy & Analytics team. This role supports the end-to-end development, automation, and execution of credit economic capital models and loss forecasting frameworks. The successful candidate will have strong quantitative and coding skills, an understanding of Monte Carlo simulation, and a solid grasp of credit portfolio modeling.

This is an excellent opportunity to work on global-level credit risk initiatives, collaborate with teams across geographies, and build expertise in stress testing and regulatory capital frameworks.

Key Responsibilities:

Credit Economic Capital Modeling:

- Run and maintain monthly production processes for generating loan-level Economic Capital (EC) results.

- Perform Monte Carlo simulations using tools such as Moody's Risk Frontier to model catastrophic credit losses.

- Assist in standardizing EC parameters (PD/LGD correlation, systemic risk quantification) across global regions.

- Enhance production automation by driving code reviews, adopting best practices, and exploring modern analytics technologies.

- Partner with cross-regional stakeholders to improve transparency, reporting, and communication tools.

Credit Risk Framework Development:

- Support credit risk appetite and concentration limit frameworks aligned with business and capital strategy.

- Monitor credit portfolio health against macroeconomic and market trends.

- Participate in credit risk policy review and updates in coordination with global and regional teams.

- Provide subject matter expertise for risk identification and materiality assessments within the Americas portfolio.

Credit Loss Forecasting:

- Implement, update, and manage credit loss forecasting models (PD, LGD, EAD) across asset classes.

- Standardize loan-level data extraction from global systems for credit portfolio modeling and stress testing.

- Forecast credit losses under pre-defined macroeconomic scenarios, contributing to regulatory and management insights.

Key Requirements:

- 3+ years in credit analytics, risk modeling, or credit portfolio management in banking or financial services.

- Hands-on programming experience with Python, R, Pandas; familiarity with statistical modeling, regression, and ML techniques.

- Knowledge of Git/Bitbucket for code versioning and production-level management.

- Experience with credit loss forecasting models, Monte Carlo simulation, and credit management platforms.

- Understanding of cloud computing (AWS) is preferred.

- Excellent communication skills - capable of simplifying complex models for diverse stakeholders.

- Strong critical thinking, problem-solving abilities, and teamwork orientation.

Education:

- Bachelors degree in Computer Science, Engineering, Quanti0tative Finance, or similar.

- Masters or Ph.D. is a plus.

What We Offer:

- Global exposure across credit modeling, analytics, and economic capital frameworks.

- Opportunity to collaborate with leadership across Japan, Americas, and EMEA.

- Work in a high-impact team focused on risk transformation and automation.