Senior Manager, Quantitative Analysis - Model Risk Office
Core
Lead quantitative analysis and model risk assessment 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 validation capabilities for credit risk portfolios
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, Survival analysis modeling, Large dataset management (>1M records), Programming in Python/R/SQL
Preferred skills
Commercial bank modeling experience, People management, Advanced statistical analyst software proficiency
Technologies
Python, R, SQL, Open source tools
Responsibilities
Develop alternative model approaches to assess model design, maintain model efficiency and accuracy through continuous improvement, communicate complex technical concepts to non-specialist audiences and senior management, leverage open source technologies to identify framework opportunities
Seniority
Senior, hands-on IC with management responsibilities
