Senior Credit Model Development Analyst – Consumer Portfolio (Hybrid - see description for potential locations)
Core
Develops, implements, maintains, and analyzes quantitative/econometric behavioral models for credit risk, interest rate risk, liquidity risk, and capital planning.
Role type
Senior IC quantitative model developer (credit risk)
Builds
Production behavioral models for loan delinquency, default, loss, prepayment, utilization, deposit attrition, and financial instrument valuation
Domain
Banking / Credit Risk / Quantitative Finance
Deliverable
production ML models
Required skills
quantitative behavioral modeling, logistic regression, Python, SQL, econometric analysis, statistical programming, data set analysis, model documentation
Preferred skills
consumer credit model development, survival analysis, time-series analysis, model risk management knowledge, advanced statistics/econometrics coursework
Technologies
Python, SQL, SQL Server Management Studio
Responsibilities
Research and develop quantitative behavioral models for credit and risk management; Prepare and analyze large customer loan and deposit data sets using SQL; Run regressions and econometric analyses to specify models; Execute models in production and track portfolio performance; Develop and maintain model documentation; Provide guidance to less experienced personnel; Conduct business in compliance with regulatory guidance
Seniority
Senior, hands-on IC
