Quantitative Finance Analyst
Core
Conduct quantitative analytics and modeling projects for wholesale credit risk, including loss forecasting, commercial scorecards, and regulatory capital models.
Role type
Senior IC quantitative finance analyst (credit risk modeling)
Builds
Production credit risk models, analytic processes, and system approaches for wholesale lending
Domain
Banking / Financial Services / Credit Risk
Deliverable
production ML models | product features
Required skills
Credit risk modeling, statistical analysis, Python/R/SAS/SQL, cross-sectional modeling, production environment implementation, data architecture design, machine learning, data mining, Hadoop, LaTeX, data visualization (Tableau/Alteryx)
Preferred skills
None explicitly stated as preferred
Technologies
Python, R, SAS, SQL, Hadoop, Alteryx, Tableau, MicroStrategy, LaTeX
Responsibilities
Develop wholesale credit risk models including loss forecasting and regulatory capital models; execute in-depth analysis of wholesale credit performance and financial data; prepare white papers for developed models; interact with internal model risk management to address concerns and remediate findings; support post-implementation monitoring and stakeholder interaction; perform statistical analysis on large datasets using qualitative and quantitative approaches; design scalable machine learning and AI solutions; manage complex data sets and databases.
Seniority
Senior, hands-on IC