Delinquency, default, prepayment, claim severity model estimation and design.Programming in support of model estimation, implementation, monitoring, and back testingCreation of analytical presentations and communication of strategic business findings to managementAnalysis and recommendations on alternative credit structures, risk sharing arrangements, and/or non-traditional manners in which to participate and take on credit risk as appropriate and necessary.Data manipulation of large files (Python, C++, or SAS datasets) to identify trends and make recommendations and/or adjustments to credit/portfolio guidelines as necessary.Model development and methodology researchOther duties as requested.

•Review credit exposures and limit excesses•Identify and remediate data quality issues•Provide support to teams in the Risk Reporting, Analysis & Data (RRAD) function on processes where automated solutions have not yet been implemented•Collaborate with all teams in RRAD to analyze opportunities for decommissioning manual processes•Work to standardize and simplify reporting and other processes•Continuously evaluate risk processes for efficiency, accuracy and effectiveness

To prepare and complete audited annual and unaudited interim reports including profit and Lossaccount, Balance sheet, Cash flows, Schedule of Investment, Statement of Changes in NetAssets/Equity and notes to financial statements.To prepare reporting templates for annual and interim cycles using the standard operating procedure.To prepare audit files and reconciliations in line with standard operating procedure.To process changes accurately to financial statements in compliance with appropriate accounting andregulatory standards.To Work to tight deadlines in order to meet reporting timelines.To Maintain and develop relationships with our internal clients and supporting teams (e.g. Fundaccounting, Transfer Agency, Custody/Trust)