Senior Manager, Quantitative Analysis - Model Risk Office
Core
Leading model risk assessment and development for Loan Loss Forecasting and Allowance for Credit Losses (ACL) frameworks using advanced statistical modeling and machine learning.
Role type
Senior Manager, Quantitative Analysis (Model Risk)
Builds
Robust model risk frameworks and alternative model approaches for credit risk forecasting.
Domain
Financial Services / Credit Risk / Quantitative Analytics
Deliverable
production ML models | dashboards & analysis
Required skills
Statistical/econometric modeling, Linear and logistic regression, Machine learning, Time-series analysis, Panel data analysis, Cross-sectional data analysis, Large dataset management (>1M records), Programming in R, Python, or SQL, Presenting statistical concepts to non-statistical audiences
Preferred skills
Managing people, Advanced statistical modeling, Regression analytics
Technologies
Python, R, SQL, Open source technologies
Responsibilities
Develop alternative model approaches to assess model design, Maintain model efficiency and accuracy through continuous improvement, Develop and maintain high quality and transparent documentation, Partner with model development teams to advance the ACL framework, Communicate complex technical concepts to senior management and regulators, Leverage open source tools to identify opportunities in existing frameworks
Seniority
Senior, hands-on IC with management responsibilities