Credit Risk Quantitative Expert - Commercial Credit Scorecard Development - Remote

Overview

This role is for a Senior developer within Treasury to support the quantitative risk management needs of the bank, focusing on credit risk, interest rate risk, liquidity risk, and stress testing. The position may involve mentoring and leading teams while collaborating with various departments.

In Short

• Lead research and development for credit and financial data.
• Support the model development process for credit risk management.
• Communicate findings to senior management.
• Collaborate with internal and external partners for optimal strategies.
• Maintain model documentation and performance monitoring guidelines.
• Provide guidance to less experienced personnel.
• Understand and adhere to risk and regulatory standards.
• Engage with Model Risk Management for validation exercises.
• Ensure timely implementation of audit points.
• Lead financial analysis and support across departments.

Requirements

• Bachelor’s degree with 6 years of quantitative modeling experience or 10 years of relevant experience.
• Experience with statistical software packages (SAS, Python, Stata, R).
• Data management experience with SQL Server Management Studio.
• Strong communication skills for explaining analysis results.
• Experience in credit modeling and scorecard development.
• Master’s or Doctorate in a related field preferred.
• Proficiency in econometric/statistical techniques.
• Leadership skills and ability to work autonomously.
• Experience in balance sheet management and financial modeling.
• Fluency in model risk management concepts.

Benefits

• Competitive salary and benefits package.
• Forty hours of paid volunteer time annually.
• Support for professional growth and development.
• Commitment to a diverse and inclusive workplace.
• Flexible work arrangements.
• Access to a team of skilled professionals.
• Opportunities for mentorship and guidance.
• Participation in internal and external training programs.
• Engagement in meaningful work that impacts clients.
• Strong corporate values that drive work culture.