Quantitative Risk Modeling Analyst
Core
Develop and monitor credit risk models for consumer and commercial portfolios, including loan origination and portfolio management.
Role type
Quantitative Risk Modeling Analyst
Builds
Production credit risk models and portfolio analytics
Domain
Financial Services / Credit Risk
Deliverable
production ML models
Required skills
Statistical modeling, Machine learning, Data mining, SQL, SAS, R, Python, Data visualization, Tableau, MS Office (Excel)
Preferred skills
CCAR/DFAST/CECL frameworks, Loss forecasting, PD/LGD/EAD modeling, Economic concepts, Risk frameworks
Technologies
SQL, SAS, R, Python, Tableau, MS Office
Responsibilities
Develop credit and portfolio management models, Analyze credit portfolio performance data, Monitor existing models, Research new modeling methodologies, Support governance and validation projects, Perform ad-hoc analytics
Seniority
Junior to Mid-level, hands-on IC