Credit Model Development Quantitative Lead - Commercial Real Estate Portfolio(Hybrid)
Core
Develops, implements, maintains, and analyzes quantitative/econometric behavioral models for credit, interest rate, and liquidity risk management, as well as balance sheet and capital planning.
Role type
Senior quantitative lead (credit risk modeling)
Builds
Production credit risk, interest rate risk, and liquidity risk models; balance sheet and capital planning tools
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Quantitative behavioral modeling, econometric analysis, statistical programming (R, Python), SQL, regression analysis (time series, logistic), model documentation, team leadership
Preferred skills
Commercial Real Estate credit modeling, FRM/CFA designation, advanced econometrics (time-series, panel data), balance sheet management, model validation
Technologies
R, Python, SQL, SAS, Stata
Responsibilities
Lead research and development of quantitative behavioral models; prepare and analyze large financial data sets; run regressions and econometric analyses; execute models in production environment; develop and manage model documentation; lead financial analysis and data support to other groups; provide guidance to less experienced personnel; manage Treasury projects and initiatives
Seniority
Senior, hands-on IC with leadership responsibilities
