Quantitative Risk Analytics Specialist - Enterprise Risk

This role conducts quantitative analytics and modeling projects for specific business units or risk types. It expands the Advanced Analytics team’s capacity within Scenario & Enterprise Risk Analytics, delivering strategic risk insights, strengthening forecasting and portfolio analytics, and supporting regulatory and governance requirements. It supports Enterprise Credit Risk and other business partners with forward-looking risk analytics, portfolio insights, and decision-support tools. You would help identify emerging risks and opportunities, improve forecasting and model overlay processes, and develop analytical solutions that support business decisions. Broad knowledge of financial markets and products is expected.

Key responsibilities

• Perform end-to-end wholesale credit risk stress testing, including scenario design, implementation, results consolidation, internal and external reporting, and analysis of key drivers.
• Develop and deliver forward-looking risk analytics, portfolio assessments, and decision-support tools.
• Analyze model results, portfolio performance, and emerging risk trends, and turn findings into actionable insights.
• Support forecasting and model overlays through quantitative, economic, and financial analysis.
• Monitor macroeconomic, industry, and client-specific developments to assess portfolio impacts.
• Design and improve analytical methodologies, tools, and reporting for risk identification and portfolio monitoring.
• Support model development and model risk management in line with business requirements and the bank’s risk appetite.
• Provide methodological, analytical, and technical guidance to challenge and influence development and validation projects.
• Support planning and prioritization of quantitative work in line with the bank’s strategy.
• Perform statistical analysis on large datasets and interpret results using quantitative and qualitative approaches.
• Create technical documentation and work with Technology staff on system design for models.
• Partner with Risk, Business, Technology, and Analytics teams on scalable solutions.
• Communicate findings to senior leadership, governance stakeholders, and regulators.

Experience and education required

• Master’s degree in Finance, Economics, Business, Mathematics, Statistics, Engineering, Computer Science, or a related quantitative field, or equivalent work experience. An advanced degree and/or CFA progress is preferred.
• Knowledge of financial markets, macroeconomics, and risk management principles.
• Advanced Excel skills and experience with statistical or programming tools (for example Python, SAS, R, SQL).
• Ability to work in a fast-paced, collaborative environment while managing multiple priorities.
• A specific number of years of experience is not stated.

Technical skills

• Quantitative development and risk modeling
• Risk analytics and wholesale credit risk stress testing
• Data modeling, data and trend analysis, and statistical analysis
• Python, SAS, R, SQL, and advanced Excel
• Technical documentation
• Test engineering
• Process performance measurement and research
• Risk management

Soft skills

• Critical thinking and problem solving
• Clear written and verbal communication with technical and executive audiences
• Collaboration
• Adaptability
• Translating complex findings into actionable recommendations

Benefits

• Annual discretionary incentive eligibility
• Paid time off
• Benefits eligible (details not itemized in the posting)