Credit Model Development Quantitative Analyst I- HELOC & Residential Mortgage (Hybrid - see description for potential locations)
Core
Develops and analyzes quantitative/econometric behavioral models for credit risk, interest rate risk, liquidity risk, and capital planning.
Role type
Junior quantitative analyst (credit risk modeling)
Builds
Loan delinquency, default, loss, prepayment, and deposit attrition models
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
SQL, statistical programming, econometric modeling, regression analysis, data visualization
Preferred skills
Python, SAS, Stata, R, linear regression, logistic regression, banking industry experience
Technologies
SQL, SAS, Stata, R, Python
Responsibilities
Develop quantitative behavioral models for credit and liquidity risk; analyze large loan and deposit datasets; execute models in production; communicate analytical results to stakeholders; maintain model documentation; monitor portfolio and model performance.
Seniority
Junior, individual contributor
