Senior Manager, Quantitative Analysis - Model Risk Office
Core
Senior Manager leading quantitative analysis and model risk challenge for Loan Loss Forecasting and Allowance for Credit Losses (ACL) frameworks.
Role type
Senior Manager, Quantitative Analysis (Model Risk)
Builds
Loan Loss Forecasting and Allowance for Credit Losses (ACL) framework
Domain
Retail Credit Risk / Financial Services
Deliverable
production ML models
Required skills
Statistical/econometric modeling, Linear and logistic regression, Machine learning, Python, R, SQL, Large dataset analysis (>1M records), Survival analysis, Time-series analysis, Panel data analysis, Cross-sectional data analysis
Preferred skills
People management, Advanced statistical modeling expertise
Technologies
Python, R, SQL, Cloud computing
Responsibilities
Provide effective challenge on quantitative models, Evaluate conceptual and statistical soundness, Assess performance under economic stress scenarios, Ensure alignment with model policy, Develop alternative model approaches, Maintain model efficiency and accuracy, Prepare presentations for non-specialist audiences and senior management
Seniority
Senior, hands-on IC with management responsibilities
