Credit Model Quantitative Lead - Remote

Overview

The credit model development team is looking for a senior model developer that can serve as a lead to independently develop and maintain quantitative models used for credit risk, capital planning or underwriting.

In Short

• Hybrid position requiring in-office work three days a week.
• Ideally based in Buffalo, NY, with options in Baltimore, MD, Wilmington, DE, or Washington, DC.
• Lead development of quantitative models for credit risk and capital planning.
• Supervise less experienced model developers and analysts.
• Use Python, SAS, and SQL for data manipulation and analysis.
• Employ methodologies like logistic regression and machine learning.
• Collaborate with stakeholders to meet business needs.
• Write comprehensive model documentation.
• Ensure compliance with regulatory guidance.
• Complete other related duties as assigned.

Requirements

• Bachelor’s degree with 4+ years of quantitative modeling experience.
• Experience with SAS and SQL required.
• Proven track record in managing large data sets.
• Strong communication skills for explaining complex models.
• Experience in financial services required.
• Master’s or Doctorate preferred in relevant fields.
• Expertise in Python, SAS, and SQL.
• Experience with CCAR/CECL models preferred.
• Knowledge of model risk management is a plus.
• Ability to work autonomously and lead teams.

Benefits

• Competitive benefits including medical and retirement plans.
• Forty hours of paid volunteer time each year.
• Commitment to employee growth and development.
• Inclusive workplace with equal employment opportunities.
• Supportive work environment focused on collaboration.