Senior Associate, Quantitative Analyst - Commercial Credit Modeling Team
Core
Develop credit risk models for internal risk rating, loss forecasting, stress testing, and pricing of Structured Products using statistical and machine learning techniques on large datasets.
Role type
Senior Associate Quantitative Analyst (Commercial Credit Modeling)
Builds
Cloud-based solutions for model deployment, monitoring, and maintenance
Domain
Financial Services / Commercial Banking / Credit Risk
Deliverable
production ML models
Required skills
Python, R, SQL, Statistical modeling, Econometric analysis, Linear and logistic regression, Simulation-based modeling, Stochastic processes, Time-series analysis, Panel data analysis, Cross-sectional data analysis, Machine learning, Large dataset management (>1M records)
Preferred skills
2+ years of experience with Python, R, or statistical analyst software
Technologies
Python, R, SQL, Cloud computing
Responsibilities
Develop credit risk models for various business applications; Partner with business analysts to enhance modeling frameworks; Identify opportunities to apply quantitative methods and automation; Collaborate with data infrastructure teams for model deployment; Work with challenge functions for model governance
Seniority
Senior Associate, hands-on IC