Credit Risk Analyst Intern
Improved existing data extraction framework built on Python and SAS to benchmark current expected credit loss (CECL) performance of RBC US subsidiaries against US banking peers. Reviewed technical literature on modifying existing credit model specifications to better cope with adverse market conditions and conducted preliminary statistical correlation and multivariate regression analyses on an initial set of macroeconomic variables and a proposed CECL proxy input variable to determine inclusion in a potential credit model modification. Delivered complete and thorough documentation on CECL benchmarking improvements and potential credit model modifications.