Job Description

Position Title: 
Analytics Manager (Multiple Positions)

Responsibilities: 
Analytics Manager (Multiple Positions)  (Accenture LLP; New York, NY): Implement User Acceptance Testing (UAT) on Lifetime Expected Credit Loss models under the International Financial Reporting Standard (IFRS-9) for Banking Retail and Wholesale products. Develop and test Probability of Default term structure models for Credit produce portfolios using the macro factors. Conduct detailed testing of the candidate models (OLS, Logistic Regressions) of Credit product portfolios based on the Out of Sample/Time Testing, back testing, and standard diagnostic tests. Perform “as is” assessment of client data, and current PD term structure models concluded with the use of Moody’s Credit Edge data to create industry sensitivity of our Banking Client’s Wholesale product portfolios. Estimate the industry Point in Time (PIT) Expected Default Frequency (EDF) to Commercial & Industrial PIT EDF ration against macroeconomic time series variables. Analyze the standardization of the long-run Through the Cycle (TTC) PD to adjust the same standardized ration of the IFRS-9 PD term structure. Implement the model development and testing codes in SAS Management Implementation Platform (MIP) and test the codes for monthly data inputs and model performance outputs in production.


Qualifications

BASIC QUALIFICATIONS: 

Must have a Bachelor’s degree in Computer Science, Analytics, Economics, Mathematics or Financial Engineering, or a related field, plus 4 years of experience in the Finance and/or Consulting industry.


ADDITIONAL QUALIFICATIONS: 

Of the required experience, 2 years of experience must be in each of the following:

Credit, market, liquidity, and/or operational risk analytics, including at least one of the following: model development, strategy and framework, scorecard development, model documentation, model validation, model governance, model implementation, or integration and automation;

Retail, commercial, and/or capital markets portfolios, including at least one of the following: commercial lending, asset-based lending treasury services, or investment banking; 

Risk regulatory trends, principles, and practices, including at least one of the following: back testing, stress testing, sensitivity testing, benchmarking, capital calculations, or reporting standards; 

SAS, MatLab, Python, and/or R; 

Experience in at least one of the following: multivariate regression models, transition matrices, stochastic processes, econometric models, neural networks, Monte Carlo, or Random Forest; and

Credit and/or market risk type models, including at least one of the following: CVA, ALLL, CECL, PD/LGD, Roll Rate, VAR, SVAR, or PFE. 


Must have willingness and ability to travel domestically approximately 80% of the time to meet client needs.

   

To apply, please click the ‘APPLY’ button.  


Accenture is an EEO and Affirmative Action Employer of Females/Minorities/Veterans/Individuals with Disabilities.   


Equal Employment Opportunity   

All employment decisions shall be made without regard to age, race, creed, color, religion, sex, national origin, ancestry, disability status, veteran status, sexual orientation, gender identity or expression, genetic information, marital status, citizenship status or any other basis as protected by federal, state, or local law. Job candidates will not be obligated to disclose sealed or expunged records of conviction or arrest as part of the hiring process. Accenture is committed to providing veteran employment opportunities to our service men and women. Candidates who are currently employed by a client of Accenture or an affiliated Accenture business may not be eligible for consideration.  

 

#LI-DNI

Equal Employment Opportunity Statement

All employment decisions shall be made without regard to age, race, creed, color, religion, sex, national origin, ancestry, disability status, veteran status, sexual orientation, gender identity or expression, genetic information, marital status, citizenship status or any other basis as protected by federal, state, or local law.

Accenture is committed to providing veteran employment opportunities to our service men and women.

For details, view a copy of the Accenture Equal Opportunity and Affirmative Action Policy Statement

Requesting An Accommodation

Accenture is committed to providing equal employment opportunities for persons with disabilities or religious observances, including reasonable accommodation when needed. If you are hired by Accenture and require accommodation to perform the essential functions of your role, you will be asked to participate in our reasonable accommodation process. Accommodations made to facilitate the recruiting process are not a guarantee of future or continued accommodations once hired.

If you would like to be considered for employment opportunities with Accenture and have accommodation needs such as for a disability or religious observance, please call us toll free at 1 (877) 889-9009 or send us an email.

Other Employment Statements

Job candidates will not be obligated to disclose sealed or expunged records of conviction or arrest as part of the hiring process.

The Company will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. Additionally, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with the Company's legal duty to furnish information.

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