Provides experienced support in the development and analysis of quantitative/econometric behavioral models used for credit risk, interest rate risk and liquidity risk management
Support more experienced analysts and management in data analysis, model development efforts and ad-hoc analysis as needed
Prepare, manage and analyze large customer loan, deposit and/or financial data sets for statistical analysis in SQL or similar tool
Run regressions (including time series and logistic regression) and other econometric analyses to specify models
Execute models in production environment and communicate analytical results to stakeholders
Track portfolio performance and incorporate observations and data into existing models to improve predictive results.
Develop and maintain satisfactory model documentation and provide financial analysis and data support to other groups/departments across the Bank as required.

Bachelor’s degree and a minimum of 1 years’ proven quantitative behavioral modeling experience
Minimum of 1 years’ on-the-job experience with pertinent statistical software packages (SAS, Python, Stata, R)
Strong Python skills required
Model development experience required, including familiarity with logistic regression and linear regression
Minimum of 1 years’ on-the-job experience with data management environment, such as SQL Server Management Studio
Minimum of 1 years’ experience in managing and analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs.

Credit Risk Model Development Quantitative Analyst II – Consumer Portfolio

Key skills