Credit Risk Model Development Quantitative Analyst II - Consumer Portfolio (Hybrid - see job description for potential work locations)
Tasks
- Analyze credit risk interest rate risk liquidity risk
- Develop model documentation and performance monitoring
- Develop quantitative behavioral models
- Execute models in production environment
- Identify forecast deviations and explain variances
- Incorporate observations into predictive models
- Prepare and analyze loan deposit financial datasets
- Run regressions and econometric analyses
- Support model validation with Model Risk Management
- Track portfolio performance and model performance
Perks/Benefits
- N/A
Skills/Tech-stack
Data Management | Data Visualization | Econometrics | Linear Regression | Logistic Regression | Management Studio | Model Risk Management | Model risk | Panel data | Python | R | Regression Modeling | Risk Management | SAS | SQL | SQL Server | SQL Server Management | SQL Server Management Studio | Series analysis | Server Management Studio | Stata | Time Series | Time Series Analysis
Education
Roles
Analyst | Credit Risk Analyst | Quantitative Analyst | Risk Analyst
Related jobs
-
Data Architecture and Insights Analyst USD 95K-110KDashboard Development | Data Dictionary | Data Documentation | Data Modeling | Data PipelinesDental insurance | Disability insurance | Life insurance | Medical insurance | Paid HolidaysSenior-level Full TimeWest Hollywood, CA (Hybrid) R8h ago
-
Sr. Data Quality Analyst USD 127K-150KAnomaly Detection | BI reporting | Data Governance | Data Lineage | Data Observability401k matching | Dental insurance | Health insurance | Life insurance | Paid time offSenior-level Full TimeRemote, USA, United States R11h ago
-
Assistant Director, Power BI Enablement Lead USD 100K-152KALM | Analysis Services | Azure | Azure Analysis | Azure Analysis ServicesHybrid work | Inclusive culture | Professional development | Remote workSenior-level Full TimeBoston, Massachusetts, United States R17h ago
-
Principal Data Analyst, Enterprise Data Solutions USD 148K-185KAPI | DBT | Data Aggregation | Data Governance | Data ModelingCommuting cost coverage | Daily free lunch | Employee resource groups | Flexible-hybrid work | Meditation and fitness appsSenior-level Full TimeBoston, Massachusetts, United States R18h ago
-
Staff Data Scientist, Finance Analytics USD 152K-210KA/B | A/B Testing | Apache Airflow | B testing | Causal Inference401k match | Annual wellness stipend | Backup child elder and pet care | Community volunteering time | Commuter benefitSenior-level Full TimeSan Francisco, CA, USA R1d ago
-
Data Analytics Senior Consultant I USD 85K-145KAnomaly Detection | Big Data | Business Intelligence | Data Quality | Data ReconciliationConnectivity reimbursement | Laptop and equipment provided | Work from homeSenior-level Full TimeUSA - IL (Remote), United States R1d ago
-
Senior Data Analyst USD 91K-163KAccuracy testing | Anomaly Detection | Change Management | Clinical Grouper | Cognos401k contribution | Comprehensive benefits package | Equity stock purchase | Incentive and recognition programsSenior-level Full TimePrimary location: Little Rock, Arkansas R1d ago
-
Assembly | Binary Analysis | C++ | Exploit analysis | False PositiveComprehensive wellness programs | Employee networks | Paid parental and adoption leaves | Paid time off | Professional development opportunitiesSenior-level Full TimeUSA VA Remote, United States R1d ago
-
Quantitative Analyst USD 100K-200KArtificial Intelligence | Asset allocation | Axioma | BI tools | BacktestingEducational assistance | Emotional well-being support | Health care coverage | Learning resources | Paid time offSenior-level Full Time155 Seaport Blvd, Boston MA, United … R1d ago
-
VP, Global Analytics USD 114K-210KAI Automation | Actuarial Science | Alteryx | Capital modeling | Databricks401k savings | Employee assistance programs | Health and welfare benefits | Retirement programs | Tuition assistanceExecutive-level Full TimePhiladelphia - South 17th, United States R1d ago
-
Data Transformation | Data Validation | Machine Learning | Model Governance | Model Monitoring401k match | Adoption Assistance | Comprehensive medical, dental, vision | Parental leave | Tuition reimbursementMid-level Full TimeSilver Triangle Building, United States R1d ago
-
Cause analysis | Customer Relationship Management | Customer relationship | Data Governance | Data ManagementFlexible vacation policy | Paid sick safe and caregiver leaveSenior-level Full TimeUSA - AZ - Remote, United … R1d ago
-
Business Intelligence | Dashboard Development | Data Lakes | Data Visualization | Data Warehousing401k | Dental insurance | Disability insurance | Health insurance | Life insuranceSenior-level Full TimeRemote, United States R1d ago
-
Senior Data Analyst USD 100K-140KAmazon Redshift | C++ | Dashboarding | Data Modeling | Data pipelineCareer improvement plan | Company events | Flexible work arrangements | Fully stocked kitchen | Generous time offSenior-level Full TimeIrvine, CA R1d ago
-
Data Analyst, Software Engineering Track USD 80K-100KAI Assisted Development | Cause analysis | Data Modeling | Data Pipelines | Data QualityFlexible PTO | Home office stipend | Learning Budget Reimbursement | Paid health dental and vision | Parental leaveEntry-level Full TimeBoston or Remote R1d ago
-
Data Analyst-Distribution & Admin Services (Hybrid) USD 167K-203KData Modeling | Data Validation | Data Visualization | Excel | Pandas401k employer match | Commuter benefits | Dental insurance | Employee appreciation events | Employee resource groupsMid-level Full TimeNashville, TN, US R1d ago
-
Data Governance | Data Modeling | Data Quality | Data Visualization | Data quality assuranceFederal background investigation required | Federal healthcare environment | Obtain VA Personal Identity Verification PIV credential | VA cybersecurity trainingSenior-level Full TimeRemote, United States R2d ago
-
Data Analyst USD 72K-93KData Analysis | Data Mining | Data Modeling | Data Visualization | KPI DevelopmentMid-level Full TimeKentucky - Work from Home, United … R2d ago
-
Senior Insurance Data Analyst USD 84K-115KActuarial data | Benchmarking | Claims analytics | Dashboarding | Data EngineeringSenior-level Full TimeRemote, United States R2d ago
-
Data Engineer with AI/ML USD 72K-130KAWS | Agile | Apache Airflow | Azure ML | Azure ML Studio401k contribution | Career development | Comprehensive benefits | Equity stock purchase | Incentive and recognition programsMid-level Full TimePrimary location: Minnetonka, MN R2d ago
-
Senior Data Analyst - Remote USD 163KDAX | DAX Measures | Data Modeling | Excel | NumPyCareer development | Comprehensive benefits package | Remote work within the U SSenior-level Full TimePrimary location: Draper, UT R2d ago
-
CRRD Data Analyst USD 86K-100KBI reporting | DBT | Data Governance | Data Pipelines | Data VisualizationHybrid work | Remote work flexibilityMid-level Full TimeNew York, NY HQ USA, United … R2d ago
-
Senior Insurance Data Analyst USD 84K-115KBenchmarking | Data Governance | Data Integrity | Data Visualization | ExcelSenior-level Full TimeRemote, United States R2d ago
-
Quantitative / Systematic Research, Associate USD 132K-162KAWS | Azure | BigQuery | Databases | Distributed ComputingFlexible time off | Healthcare | Retirement benefits | Tuition reimbursementEntry-level Full TimeSF4-San Francisco - 400 Howard Street, … R2d ago
-
HEDIS Data Analyst / Business Analyst USD 120K-171KCMS STARS | Cause analysis | Claims Processing | Data Governance | Data MappingSenior-level Full TimeChicago - 550 Van Buren, United … R2d ago