Quantitative Risk Modeling Analyst Sr - Remote

Overview

The Quantitative Risk Modeling Analyst Sr will support Corporate Risk Management by developing quantitative models to analyze various risk management activities, including credit and reputational risks.

In Short

• Develop quantitative and predictive models for risk management.
• Conduct origination scorecard modeling and performance monitoring.
• Provide quantitative support for managing risks associated with Huntington’s balance sheet.
• Gather and process data for model development.
• Develop models using SAS and Python.
• Document model development to meet governance standards.
• Mentor junior modelers within the division.
• Interact with business lines to gather model requirements.
• Perform testing of model implementation.
• Flexible work arrangement available for Central Ohio residents.

Requirements

• Master's Degree in Mathematics, Statistics, Economics, or related field.
• Two years of model development experience.
• Experience with statistical programming languages, particularly SAS.
• Familiarity with the model lifecycle stages.
• Experience applying econometric modeling techniques.
• Knowledge of credit loss forecasting.
• Ability to analyze loan cash flows and repayment structures.
• Strong analytical skills and attention to detail.
• Excellent communication skills.
• Tobacco-free hiring practice adherence.

Benefits

• Hybrid work schedule options.
• Opportunity for professional growth and mentorship.
• Inclusive workplace culture.
• Competitive salary and benefits package.
• Supportive team environment.
• Access to training and development resources.
• Flexible work arrangements for eligible positions.
• Commitment to diversity and equal opportunity.
• Engagement in community service initiatives.
• Wellness programs and resources.