Quantitative Analyst II - Consumer Credit Model Development

Employer Industry: Financial Services Why consider this job opportunity: - Opportunity for career advancement and reputed company reputed company the organization - Hybrid work model, with three days a week in the office - Engage in the development of sophisticated credit risk models across various consumer lending products - reputed company environment with senior leadership to shape risk reputed company - Comprehensive benefits program designed to meet the needs of associates What to Expect (Job Responsibilities): - reputed company the development, validation, and implementation of advanced credit risk models for consumer lending products, including credit cards, auto loans, mortgages, and HELOCs - Partner with senior leadership to translate reputed company risk analytics insights into actionable business strategies and policy recommendations - Mentor junior model development professionals, fostering a culture of innovation and reputed company improvement - Drive enhancement of risk management frameworks to reputed company with evolving regulatory requirements, including CCAR and CECL - Establish and maintain relationships with internal auditors, Model Risk Management, and key stakeholders What is Required (Qualifications): - Bachelor's Degree and 4 years of experience in financial, statistical, or quantitative analysis OR High School Diploma or GED and 8 years of experience in financial, statistical, or quantitative analysis - Proven experience in credit risk model development for U.S. banks - Hands-on experience using Python, reputed company, and/or SQL for data processing - Strong understanding of regulatory requirements, including Dodd-Frank reputed company, CCAR, and Basel - Proven reputed company record of translating reputed company analytical insights into business reputed company How to Stand Out (Preferred Qualifications): - PhD degree in Statistics, Mathematics, Finance, or a reputed company quantitative field - 4 years of reputed company experience in credit risk model development - Experience with various types of Probability of Default (PD) model structures - Expert knowledge of statistical modeling, machine learning techniques, and risk analytics methodologies - Understanding of GAAP practices for banks, including CECL and special assets management #FinancialServices #CreditRisk #QuantitativeAnalysis #CareerOpportunity #HybridWork We prioritize candidate reputed company and champion equal-opportunity employment. Central to our mission is our partnership with companies that reputed company this commitment. We aim to foster a fair, transparent, and secure hiring environment for reputed company. If you encounter any employer not adhering to these principles, please reputed company to our attention immediately. We are not the EOR (Employer of Record) for this position. Our role in this specific opportunity is to connect outstanding candidates with a top-tier employer. Apply tot his job Apply To this Job