Credit Model Development Quantitative Expert – Commercial Credit Portfolio (Hybrid - see potential work locations in job description)
Core
Senior quantitative expert leading research and development of credit risk models, forecasting, and stress testing for a commercial credit portfolio.
Role type
Senior IC quantitative risk model developer (commercial credit)
Builds
Production credit risk models, scorecards, and forecasts for commercial portfolios
Domain
Banking / Commercial Credit / Quantitative Risk Management
Deliverable
production ML models
Required skills
Statistical programming (SAS, Python, Stata, R), SQL Server, large dataset analysis, commercial credit scorecard development, model documentation, financial analysis
Preferred skills
Advanced econometrics (time-series, panel data, logistic regression), balance sheet management, mathematical modeling of financial instruments, model validation (SR-11-7), Python expertise
Technologies
SAS, Python, Stata, R, SQL Server
Responsibilities
Lead R&D for credit and market data; support end-to-end model development and implementation; facilitate model challenge processes; develop model documentation; lead financial analysis and data support; provide guidance to less experienced personnel; adhere to risk and regulatory standards.
Seniority
Senior, hands-on IC with leadership potential
