The role is responsible for validating complex statistical and algorithmic models including those for Credit Risk, CCAR, and CECL
Job Summary
The role is responsible for validating complex statistical and algorithmic models including those for Credit Risk, CCAR, and CECL.
Candidates must possess strong analytical skills and technical expertise in regression, decision trees, and neural networks to resolve complex risk issues.
Northern Trust offers a flexible work culture where senior leaders are accessible and movement within the organization is encouraged.
Matching Summary
The role is responsible for validating complex statistical and algorithmic models including those for Credit Risk, CCAR, and CECL.
Skills & Requirements
Must-have
Validation of complex quantitative risk models
Hands-on understanding of AI/ML algorithms
Strong programming skills in SAS R Python
Nice-to-have
Experience with credit risk frameworks
Flavor of AI/ML approach in risk measurement
In-depth knowledge of business unit function
Key Requirements
24 months as Senior Analyst
PhD or University degree in math statistics economics