can some one tell me if below job is an IT job? [#3825385@0 -ROLIA.NET 相约加拿大网上社区 之 枫下论坛 & 枫下部落, 枫下论坛主坛 ]
can some one tell me if below job is an IT job?
by
petertang
(SLK)
at
2007.7.23 15:22
(#3825385@0)
Position:
Analyst - Internal Risk Ratings
Region:
Risk Management, TD Tower, Toronto
Accountabilities / Job Description:
Overview/Responsibilities/Experience:
· Independently analyze and verify the overall performance of the Non-Retail Rating Systems. The validation entails the following activities: the examination of the discriminatory power of both Borrower Risk Rating (BRR) and Facility Risk Rating (FRR) models, as well as realization of Bank’s risk rating philosophy, rating accuracy, stability, and consistency and concentration issues. Document/report validation findings to Senior Management
· Vet and approve Corporate and Commercial IRR model implementations to ensure that models are correctly implemented according to specifications
· Develop and apply quantitative techniques to identify/recommend improvements to the rating models and undertake related initiatives
· Develop and implement methodologies and standards for validating Non-Retail Risk Rating Systems.
· Test and evaluate external models used for benchmarking internal model performance. Participate in model selection and related due diligence activity.
· Play a key role in external data acquisition and internal data management
· Work effectively with Credit Risk Model Group (CRMG), Risk Management Quantitative Analysis Group (RM-QA), Audit, Corporate Technology Solution (CTS) Group, and other internal partners
Qualifications/Competencies Accreditation:
· Post-Secondary Education in Applied Statistics, Econometrics or Applied Mathematics
· Excellent problem solving and analytical skills with an advanced understanding of data management and statistical analysis techniques
· Excellent verbal, written, presentation and problem solving skills.
· Working knowledge of statistics packages such as SAS is a huge asset
· Proficient with Microsoft Access, Microsoft Excel, and PowerPoint
· Experience in credit scoring model performance validation and monitoring is an asset
· Strong time management and organizational skills.
· Attention to details and ability to work well independently and with others