Credit Risk Analytics Cover Letter

Please consider me for the credit risk analytics opportunity. I am including my resume that lists my qualifications and experience.

Previously, I was responsible for credit risk modeling and analysis, business intelligence and big data solutions to financial institution clients.

Please consider my qualifications and experience:

• Owns the support and change management processes for large and/or complex credit policy, risk and/or marketing projects, or risk technology platforms requiring advanced analytical, quantitative and technical skills
• Proven expert and leader in as a data scientist with a background in statistics and predictive modeling
• Fluent in variety of statistical and machine learning approaches, including regressions, survival analysis, decision trees, gradient boosting, and cross validation
• Excellent and demonstrable R or Python coding skills
• Strong database querying and data processing skills using SQL
• Experience with cleaning messy data sets, dealing with missing values, and identifying outliers
• Previous Loss Forecasting experience with strong quantitative and statistical skills to determine sound, defensible approaches to forecasts and analyses
• Data Sourcing and Governance

I am excited to be applying for the position of credit risk analytics. Please accept this letter and the attached resume as my interest in this position.

Previously, I was responsible for direct support in the validation and reconciliation of NPV economic logic and model inputs used across different mortgage default decision models.

My experience is an excellent fit for the list of requirements in this job:

• Industry analysis and presentation experience
• Familiarity with credit risk
• Help partners tell data driven stories managing numerical output from teams working with large data sets
• Articulate complex concepts succinctly to end users and business requirements to support partners
• Agile approach to problem solving within time, resource constraints
• Understanding of Stress testing and Credit Risk concepts
• Experience in CCAR or other large Regulatory implementations
• Masters / Financial Certification (CFA / FRM) a bonus

I submit this application to express my sincere interest in the credit risk analytics position.

In my previous role, I was responsible for independent review and validation compliant with Model Risk Management policies and procedures, regulatory guidance and industry leading practices, including evaluating conceptual soundness, quality of modeling methodology, model limitations, data quality, and on-going monitoring for Market risk, Capital and Risk Weighted Assets (RWA) projection models.

I reviewed the requirements of the job opening and I believe my candidacy is an excellent fit for this position. Some of the key requirements that I have extensive experience with include:

• Evaluate and source data from internal and external sources to support robust credit and fraud risk decisions
• Strong quantitative skills and experience with data manipulation/analysis
• Excellent communication skills ? presentation, writing
• Manages project resources and/or vendors in coordination of competing priorities
• Negotiates with business partners and/or vendors for skilled resources as necessary
• Identifies areas for improvement and re-engineering and proactively creates forward looking solutions
• Develops, interprets and implements policies and procedures
• Manages all communications to key stakeholders and ensures they are aware of significant changes to project status in a timely manner

I submit this application to express my sincere interest in the credit risk analytics position.

In my previous role, I was responsible for quantitative modeling support for reserving, capital, and economic scenario modeling of separate account mutual funds and overlay strategies.

My experience is an excellent fit for the list of requirements in this job:

• Significant experience in Basel 3 regulation / regulatory requirements, including methodologies for AIRB, IMM and Advanced CVA VaR credit risk related reporting and stress testing
• Strong familiarity with investment banking products including loans, derivatives and funding products
• Significant experience in Basel 3 regulation, including methodologies for AIRB, IMM, Advanced CVA VaR and the application of such guidance within a large financial institution
• Strong familiarity with investment banking products including loan products and derivatives
• Communication Skills - Communicates what is relevant and important in a clear and concise manner, shares information/new ideas with others, and demonstrates judgment to escalate as appropriate
• Strong quantitative and statistical skills to determine sound, defensible approaches to forecasts and analyses
• Experience in change management related to the adoption of new business processes
• Extensive experience in organizing and presenting credit portfolio results and allowance requirements to Senior Management Committees, External Analysts, Auditors, Regulators, and Board of Directors

In response to your job posting for credit risk analytics, I am including this letter and my resume for your review.

In my previous role, I was responsible for methodological and operational SME support to portfolio mangers re risk parameters (PD, LGD, EAD), economic and regulatory capital estimates and risk return measures.

Please consider my qualifications and experience:

• Aptitude to learn and work independently
• Normal office environment, generally comfortable physical setting, nominal physical demands, frequent use of computers and workflex is encouraged
• Strong SAS programming skill
• Proficiency in Microsoft Office suite of software, Access, SQL and VBA
• Demonstrated experience with analytical responsibilities
• Strong experience with statistical analyses
• Work experience within a regional, super-regional or large corporate financial institution
• Critical thinking and demonstrated thought leadership