Credit Model Development Quantitative Manager - Remote

Overview

This role involves managing a team of quantitative analysts to develop and maintain models for credit risk and capital planning, with a focus on regulatory compliance and strategic business initiatives.

In Short

• Manage a team of quantitative analysts and modelers.
• Develop and implement quantitative models for credit risk.
• Utilize AI/ML techniques for model development.
• Ensure effective communication of model results to stakeholders.
• Lead model validation exercises with Model Risk Management.
• Mentor junior analysts and data scientists.
• Define and deploy best risk management practices.
• Ensure adherence to company risk and regulatory standards.
• Collaborate with internal and external business partners.
• Conduct performance metrics and reporting analyses.

Requirements

• Bachelor's degree in statistics, economics, finance, or related field.
• Minimum of 6 years of quantitative behavioral modeling experience.
• At least 2 years of supervisory or management experience.
• Strong leadership and project management skills.
• Experience with statistical software (SAS, Python, R).
• Familiarity with model risk management and validation.
• Ability to analyze large data sets.
• Strong communication skills for explaining complex analyses.
• Experience with CCAR and/or CECL is preferred.
• Ability to work autonomously and collaboratively.

Benefits

• Competitive salary and benefits package.
• Paid volunteer time each year.
• Opportunities for professional development.
• Supportive work environment with strong core values.
• Commitment to diversity and equal employment opportunities.