Quantitative Risk Modeling and Analytics Manager

Role Overview

• Develop quantitative methods and models using SQL, SAS, R, and python for optimization of credit risk across consumer and regional banking portfolios, including writing effective documentation to meet standards set by the model governance group.
• Gather and assemble data for quantitative method and model development including loan characteristics from loan origination data sources as well as loan accounting systems.
• Partner with data analytics teams to ensure the validity of data, identify non-compliance and make recommendations for corrective action.
• Interact with outside consultants that may be used to develop models.
• Manage the process and help direct the final output.
• Work with the internal partners to implement models within a framework to allow efficient and effective use of models for fair lending analytics, capital planning, and stress testing.
• Lead analytic approaches for credit portfolio management and manage other modeling analysts responsible for CRB analytics.
• Use Oracle financial applications and the corporate data warehouse in the development of portfolio and transaction analysis if necessary.
• Performs other duties as assigned.

Requirements

• Minimum master’s degree required with an economics or other quantitative/statistics concentration, related field, or equivalent experience.
• 5+ years of experience in statistical modeling using SQL, SAS, R, and Python
• Quantitative method and modeling experience in the banking industry preferred.
• Experience working with statistical/econometric modeling platforms (SAS, R, Matlab, or Eviews) and building statistical/econometric models.
• Excellent written and verbal (face-to-face and phone) communication skills including professional grammar and demeanor.
• Ability to interact with various levels of management and external regulators with the ability to communicate complex calculations into language that is clear and concise.
• Work well with others but yet willing to offer a point of view that may be contrary to conventional wisdom.
• Excellent PC software skills including all Microsoft Office Products.
• Strong organizational skills with attention to detail.
• Ability to multi-task.

Tech Stack

• Oracle
• Python
• SQL

Benefits

• Health insurance coverage
• Wellness program
• Life and disability insurance
• Retirement savings plan
• Paid leave programs
• Paid holidays
• Paid time off (PTO)