Senior Quant Analyst - CCAR - Remote

Overview

The Senior Quant Analyst at Fifth Third Bank focuses on the development and implementation of quantitative models related to credit risk, supporting various lending portfolio products.

In Short

• Develop and implement quantitative models for credit risk.
• Support risk monitoring and documentation.
• Provide ongoing support for model validation and back testing.
• Work collaboratively within the Risk divisions.
• Handle ad-hoc reporting requests related to quantitative modeling.
• Utilize programming languages like SAS, R, Python, or Matlab.
• Experience with SQL-based databases is required.
• Advanced degree in quantitative analytics or related fields preferred.
• Strong analytical and communication skills are necessary.
• Understanding of CCAR, CECL, and Basel III frameworks is a plus.

Requirements

• Minimum 4+ years experience in statistical/econometric modeling.
• Experience in consumer credit risk modeling.
• Knowledge of machine learning and AI approaches preferred.
• Ability to work in a team and multi-task effectively.
• Proficiency in Microsoft Office products.
• Ability to present a professional image.

Benefits

• Engaged and inclusive culture.
• Equal employment opportunity.
• Opportunities for career growth.
• Comprehensive financial services.