Director, Quantitative Analysis - Commercial Credit Modeling Team
Core
Develop and validate statistical and financial models to support Counterparty Credit Risk processes for a $7B+ portfolio of financial institutions.
Role type
Director, Quantitative Analysis (Credit Risk Modeling)
Builds
Credit risk models and validation frameworks for financial institutions and commercial lending.
Domain
Financial Services / Credit Risk / Quantitative Analysis
Deliverable
production ML models | dashboards & analysis
Required skills
Statistical/econometric modeling, Linear and logistic regression, Programming in R/Python/SQL, Survival analysis modeling, Time-series analysis, Panel data analysis, Cross-sectional data analysis, Machine learning, Large dataset management (>1M records)
Preferred skills
Python/Scala/R expertise, Machine learning, People management
Technologies
R, Python, SQL, Machine Learning frameworks
Responsibilities
Develop strategies for statistical and financial models, Assess model quality and risk, Apply econometric and ML methods to generate risk insights, Identify automation opportunities to improve process efficiency, Communicate modeling results to diverse audiences, Manage complex cross-team projects
Seniority
Director, strategic leadership with hands-on technical expertise