Credit Risk Model Development Quantitative Analyst II - Consumer Portfolio (Hybrid - see job description for potential work locations)
Tasks
- Analyze portfolio performance
- Communicate model results to stakeholders
- Conduct model validation support
- Develop credit risk models
- Develop interest rate risk models
- Develop liquidity risk models
- Estimate econometric models
- Execute models in production
- Maintain model documentation
- Monitor model performance
- Perform performance monitoring
- Prepare SQL data sets for analysis
- Provide financial analysis support
- Run logistic regression
- Run regression analysis
- Run time series regression
- Track forecast deviations and explain variances
Perks/Benefits
- N/A
Skills/Tech-stack
Data Visualization | 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
Roles
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