Quantitative Analytics & Model Consultant Senior - C&IB Commercial Real Estate
Core
Develop, enhance, and maintain loss forecasting models (PD/LGD, expected loss) for Commercial Real Estate portfolios using predictive modeling and machine learning.
Role type
Senior Quantitative Analytics & Model Consultant
Builds
Production risk models and analytical frameworks for C&IB Commercial Real Estate
Domain
Financial Services / Commercial Real Estate / Risk Management
Deliverable
production ML models
Required skills
Python, PySpark, predictive modeling, machine learning, statistical modeling, loss forecasting, model risk management, regulatory compliance
Preferred skills
Commercial Real Estate portfolio experience, PD/LGD modeling, Generative AI (GenAI), highly regulated banking environment experience
Technologies
Python, PySpark
Responsibilities
Develop and maintain loss forecasting models; perform predictive and statistical modeling to assess risk drivers; analyze large datasets in distributed computing environments; design, implement, test, and monitor models per governance standards; produce model documentation; partner with stakeholders to translate business needs; support regulatory reviews and audits; present findings to senior leadership.
Seniority
Senior, hands-on IC