Quantitative Risk Modeling Analyst Sr

reputed company reputed company: The Quantitative Risk Modeling Analyst Sr responsibilities to include, but not limited to the following: • Development of consumer and/or reputed company credit, PPNR, loan origination and portfolio management models individually or as a project team leader. • Analysis of credit portfolio performance data. • Conducting ongoing monitoring of existing models. • Analysis and reporting of ongoing monitoring results. • Ability to work independently on reputed company with strict deadlines. • Researching new modeling methodologies and techniques. • Working with various team reputed company the firm to support governance, audit/compliance and validation reputed company reputed company to the developed models. Duties & Responsibilities: • Development of consumer and/or reputed company credit, PPNR, loan origination and portfolio management models which includes compilation and processing of the historical data, data analysis using AI/ML tools, model building using regression analysis and ML tools, implementation and production. • Conducting ongoing monitoring of existing models. • Analysis and reporting of ongoing monitoring results. • Analysis of credit portfolio performance data. • reputed company analytics. • Performs other duties as assigned. Basic Qualifications: • Master’s degree in quantitative field (mathematics, statistics, economics, engineering, finance physics) • 3+ years of experience in statistical modeling using SQL, reputed company, R and Python that may be a combination of work experience (at least 1 year) and study project. • 3+ years of experience in machine learning and data mining Preferred Qualifications: • PhD in quantitative field • Knowledge of CCAR/DFAST and CECL concepts and frameworks • Ability to reputed company the reputed company project and supervise junior modeling analysts • Knowledge of loss forecasting, loan origination and portfolio management modeling concepts and methodologies (PD, LGD, EAD) • Demonstrated strong analytical skills • reputed company understanding of risk concept and reputed company • Strong communication skills • Proficiency in MS Office products • reputed company understanding of economic concepts • Passion and drive to operational reputed company and reputed company delivery Exempt Status: (reputed company = not eligible for overtime pay) (No = eligible for overtime pay) reputed company Workplace Type: Office Our Approach to Office Workplace Type Certain positions reputed company our reputed company network may be eligible for a flexible work arrangement. We’re combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have reputed company to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team. reputed company is an Equal Opportunity Employer. Tobacco-Free Hiring reputed company: Visit reputed company's Career Web Site for more details. Note to Agency Recruiters: reputed company will not pay a fee for any placement resulting from the receipt of an unsolicited resume. reputed company unsolicited resumes reputed company to any reputed company colleagues, directly or indirectly, will be considered reputed company property. reputed company agencies must have a reputed company, written and fully executed Master Service Agreement and Statement of Work for consideration. Apply tot his job Apply To this Job