Quantitative Model Analyst - Wholesale Modeling
Core
Develop, maintain, and monitor expected loss forecasting models for Commercial & Industrial credit risk to support CECL, CCAR, and internal risk management.
Role type
Quantitative Model Analyst (IC)
Builds
Expected loss forecasting models for Commercial & Industrial portfolio
Domain
Banking / Credit Risk
Deliverable
production ML models
Required skills
Python, R, SAS, SQL, statistical analysis, data preparation, model documentation, regulatory reporting
Preferred skills
Credit risk concepts, data visualization, basic automation, cloud analytics environments, version control
Technologies
Python, R, SAS, SQL, Excel, PowerPoint, Power BI, AWS, Azure, Git
Responsibilities
Design model development plans including methodology and testing; compile datasets and perform quality checks; partner with stakeholders to understand data definitions; prepare routine performance metrics and summaries; assist with governance and regulatory documentation; identify process improvement opportunities.
Seniority
Mid-Senior, hands-on IC
