Risk Analyst

Join to apply for the Risk Analyst role at Aegis Corps, Inc.

1 year ago Be among the first 25 applicants

Join to apply for the Risk Analyst role at Aegis Corps, Inc.

Get AI-powered advice on this job and more exclusive features.

We are seeking an experienced predictive risk modeler to perform risk assessment on FHA multifamily housing portfolio. To perform in this role, the potential candidate will need skills in econometrics, statistical analysis, and modelling.

The Main Responsibilities Include

• Develop predictive risk models, plan and prioritize work, and collaborate across the project team as well as with client.
• Estimate and validate loan-level logistic regression and survival analysis models to analyze the credit risk associated with multifamily residential, nursing home, and hospital loans.
• Develop, enhance, validate, and run a stochastic simulation model that forecasts the credit risk and outstanding insurance liabilities for new and existing books of business.
• Maintain an analytical support framework and loan performance database that includes over 2 million historical records across 40 years.
• Develop risk management strategies and perform policy analysis for new loan insurance programs and changes to underwriting requirements.
• Develop, maintain, and validate a credit risk score used by the client as an early warning tool.
• and validate the quality of data gathered from various sources and used for predictive modeling and analysis.
• Prepare and present deliverables, presentations, and reports that detail the performance of the multifamily residential and healthcare portfolios to internal team members as well as client.
• Perform all analytical and modelling work in SAS.
• Recommend ways to streamline work processes, improve internal controls, and adhere to modelling best practices.

• Experience with development of logistic regression and forecasting Monte-Carlo simulation models.
• Knowledge of credit analysis, and experience with constructing and monitoring risk measures.
• Sound knowledge of statistical/econometric concepts and strong analytical experience.
• SAS coding skills preferable.
• Good planning and organizational skills with the ability to prioritize effectively.
• Excellent interpersonal skills and ability to communicate with a range of stakeholders, both verbally and in writing.
• Ability to work in a team environment, to learn independently and self-motivate.
• Focuses self and others on delivering on agreed upon goals within a specified time-frame.

• A detailed resume which carefully answers all the requirements detailed above.
• Salary requirements.
• Must be a USA citizen or Green Card Holder in order to secure clearance
• Principals only.

• Seniority level
  
  Mid-Senior level

• Employment type
  
  Full-time

• Job function
  
  Finance and Sales
• Industries
  
  IT Services and IT Consulting

Referrals increase your chances of interviewing at Aegis Corps, Inc. by 2x

Apply BELOW