Credit Model Development Quantitative Lead - Commercial Real Estate Portfolio(Hybrid)
Tasks
- Build econometric models using large customer datasets
- Communicate results to business and risk stakeholders
- Conduct model validation with Model Risk Management
- Develop behavioral models for credit risk and liquidity risk
- Develop prepayment delinquency default loss and utilization models
- Ensure compliance with model risk and regulatory guidance
- Execute and maintain models in production
- Lead treasury projects and present recommendations
- Monitor portfolio and model performance
- Prepare model documentation and performance monitoring guidelines
- Provide financial analysis and data support to stakeholders
- Run regression analysis and time series analysis
Perks/Benefits
- N/A
Skills/Tech-stack
Balance Sheet Management | Balance sheet | Capital planning | Credit Risk | Data Management | Data Visualization | Econometrics | Git | Interest Rate | Interest Rate Risk | Liquidity Risk | Logistic Regression | Management Studio | Panel data | Python | Quantitative modeling | R | Regression Analysis | SAS | SQL | SQL Server | SQL Server Management | SQL Server Management Studio | Series analysis | Server Management Studio | Stata | Statistical modeling | Time Series | Time Series Analysis
Education
Roles
Analyst | Data Scientist | Modeler | Quantitative Analyst | Quantitative Modeler | Scientist
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