Credit Risk Model Development Quantitative Analyst II - Consumer Portfolio (Hybrid - see job description for potential work locations)
Tasks
- Analyze large loan and deposit datasets
- Assess deviations from forecast and explain variances
- Build deposit attrition models
- Build loan delinquency default and loss models
- Build loan prepayment models
- Build loan utilization models
- Develop balance sheet and capital planning models
- Develop credit risk behavioral models
- Develop interest rate risk behavioral models
- Develop liquidity risk behavioral models
- Execute models in production environment
- Maintain model documentation
- Monitor portfolio performance and model performance
- Perform performance monitoring
- Provide analytical results to stakeholders
- Run linear regression
- Run logistic regression
- Run time series analysis
- Support Model Risk Management validation
- Update models using new data
- Write SQL queries for statistical analysis
Perks/Benefits
- N/A
Skills/Tech-stack
Data Management | Econometrics | Linear Regression | Logistic Regression | Management Studio | Model Risk Management | Model Validation | Model risk | Panel data | Python | R | Risk Management | 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
Related jobs
-
People Analytics Manager - Workday USD 100K-150KAdaptive Planning | Composite Reports | Correlation | Data Governance | Data QualityAccident insurance | Critical illness insurance | Dental insurance | Disability benefits | Hybrid work arrangementMid-level Full TimeRemote - Illinois, United States R1d ago
-
Senior Business Data Analyst - Ad Operation USD 75K-126KA/B | A/B Testing | Artificial Intelligence | B testing | Bidding OptimizationComprehensive technology setup | Connectivity reimbursement | Work from home supportSenior-level Full TimeUSA - OH (Remote), United States R1d ago
-
Senior Analyst, Strategic Analytics USD 129K-185KApache Airflow | COGS Analysis | Contribution Margin | Cost modeling | DBT401k contribution | Fully remote | Health insurance | Paid time offSenior-level Full TimeCanada - Remote; United States - … R1d ago
-
Clinical Data Analyst II USD 89K-130KC Sharp | Clinical data | Clinical data management | Clinical data tools | Dashboard Development401k match | AD and D insurance | Dental insurance | Life insurance | Long-term disabilityMid-level Full TimeYour Remote US Home Office R1d ago
-
AI Savvy Data Analyst USD 122K-212KAnomaly Detection | Cloud APIs | Cloud Data | Cloud data warehousing | Data GovernanceAdditional day off | Competitive benefits package | ESG focused mission | Flex days paid between Christmas and New Year's | Flexible work hoursMid-level Full TimeDenver, CO, United States R1d ago
-
Senior Data Analyst USD 175K-225KAI | Business Intelligence | DBT | Data Modeling | Data VisualizationCovered health insurance | Fully remote | Paid parental leave | Unlimited PTOSenior-level Full TimeUnited States R1d ago
-
Senior Data Analyst, GTM USD 175K-225KAmplitude | Attribution | CRM | Conversion funnel | Conversion funnel analysisCovered health insurance | Fully remote | Paid parental leave | Unlimited PTOSenior-level Full TimeUnited States R1d ago
-
Senior Healthcare Data Engineer USD 104K-199KConditional Aggregation | Data Modeling | Data Quality | Data Reconciliation | Data Validation401k matching | Employee assistance program | Family building benefits | Flexible spending accounts | HolidaysSenior-level Full TimeSeattle, Washington, United States R1d ago
-
Scientific Data Analyst USD 85K-115KMicrosoft Excel | Microsoft PowerPoint | Microsoft Word | PROC REPORT | PROC TABULATE401k match | Annual tuition reimbursement | Dental insurance | Flexible spending account | Health insuranceMid-level Full TimeVienna, Virginia, United States R1d ago
-
Business Analytics | Data Analysis | Data Modeling | Data cleaning | Excel401k matching | Dental insurance | Employee assistance program | Health insurance | Paid HolidaysSenior-level Full Time2911 Lake Vista Drive, TX, 500 … R1d ago
-
Data Analyst USD 100K-140KAPIM | Data Governance | Data Pipelines | Data Quality | Data Visualization401k matching | AD and D insurance | Company holidays | Deferred compensation plan | Dental insuranceSenior-level Full TimeRemote - Texas, United States R2d ago
-
Senior Data Analyst (Databricks) - Remote USA USD 74K-125KAcceptance Testing | Acceptance criteria | Access Control | Agile | Amazon QuickSightQuarterly travel | Remote work | US federal contractor clearance supportSenior-level Full TimeNationwide Remote Office (US99), United States R2d ago
-
Global Red Team AI Engineer, Analyst USD 80K-100KAI Foundry | AWS Bedrock | AWS SageMaker | Azure AI | Azure AI FoundryMid-level Full TimeNew Jersey Office - 210 Hudson … R2d ago
-
Data Management | Econometric Analysis | Econometrics | Linear Regression | Logistic RegressionMid-level Full TimeBuffalo, NY, United States R2d ago
-
Health Cost Data Analyst (RA3) USD 62K-95KCost analysis | Data Validation | Data Visualization | Excel | Health Care ClaimsDental insurance | Disability insurance | FSA | Health insurance | Life insuranceMid-level Full TimePortland | OHA | Oregon Street, … R2d ago
-
API Development | Agile | Azure SQL | Execution systems | IIoT401k match | Dental insurance | Disability insurance | Employee assistance program | Health insuranceSenior-level Full TimeUS-IA-REMOTE, United States R2d ago
-
Data Analyst Internship USD 44K-56KAdvanced Excel | Conditional Formatting | Data Mining | Data Pipelines | Data VisualizationEntry-level InternshipBoston, Massachusetts, United States - Remote R3d ago
-
Research Data Analyst USD 54K-91KBiostatistics | Data Analysis | Data Management | Epidemiology | Qualitative Analysis401k plan | Commuter benefits | Employee assistance | Fitness resources | Health coverageMid-level Part TimeTHEARC, United States R3d ago
-
Sr. Data Analyst - Transport USD 100K-175KDBT | Data Modeling | ETL | Excel | Looker401k matching | Dental insurance | Equipment stipend | Family leave | Health insuranceSenior-level Full TimeRemote (United States) R4d ago
-
AI integration | API | Business Intelligence | CRM | Data AnalysisBonus potential | Hybrid work arrangement | Professional development opportunitiesSenior-level Full TimePittsburgh, PA, United States R4d ago
-
Data & Reporting Analyst II USD 55K-90KAnomaly Detection | Cohort Analysis | DAX | Data Governance | Data ModelingHybrid work | Work from home flexibilityMid-level Full TimeSaint Louis, MO, United States R4d ago
-
Cohort Studies | Data Quality | Epidemiology | R | RegressionFlexible paid time off | Health benefitsSenior-level Full TimeUSA-NC-Remote, United States R5d ago
-
Data Analyst USD 75K-88KAd-Hoc | Ad-hoc analysis | Advanced formulas | Dashboard Development | Data Analysis403b retirement plan | Dental insurance | Free college and career advancement | Health insurance | Hybrid work flexibilityMid-level Full TimeLos Angeles, CA R5d ago
-
TSS Data Analyst Senior USD 85K-115KAWS | Agile methodology | Analytical Thinking | Analytics | Azure401k match | Full-flex work week | Health insurance | Hybrid work schedule | Life insuranceSenior-level Full TimeUSA LA Bossier City - 6310 … R5d ago
-
Data Analyst USD 95K-120KBigQuery | Data Hygiene | Data Modeling | Data Storytelling | Data Visualization401k match | Fully remote | Health insurance | Home-office allowance | Long-term disabilitySenior-level Full TimeUnited States - Remote R5d ago