Assist in researching and developing quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management
Prepare, manage and analyze large customer loans and deposit data sets for statistical analysis
Produce and run regressions (including time series and logistic regression), programming routines and other econometric analyses
Communicate results, including graphic and tabular forms of model development activities to fellow team members
Execute models in production environment; communicate analytical results to Bank-wide stakeholders
Track portfolio performance, model performance, campaign tracking and risk strategy results
Support development and maintenance of satisfactory model documentation

Bachelor's degree from accredited four year institution, or in lieu of a degree, a combined minimum of 4 years’ higher education and/or work experience
Proven experience in analyzing data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs
Model development experience
Bachelor’s degree in Statistics, Economics, Mathematics, Finance or related field
Prior experience in banking and financial services industry
One or more years of statistical analysis programming experience
Experience with pertinent statistical software packages such as SAS, Stata R or Python
Python experience is highly preferred
Fluency and high proficiency in econometric/statistical techniques, especially linear regression and logistic regression
Minimum of 1 years' proven quantitative or data-oriented experience, including on-the-job use of statistical data analysis and data management environment such as SQL
Advanced knowledge of pertinent spreadsheet, word processing and presentation software

Credit Model Development Quantitative Analyst I – HELOC & Residential Mortgage

Key skills