Independently develops, implements, maintains, analyzes and manages quantitative/econometric behavioral models used for credit risk, interest rate risk and liquidity risk management
Provide guidance and direction to less experienced personnel
Lead research and development of quantitative behavioral models
Prepare, manage and analyze large customer loan, deposit, or financial data sets for statistical analysis in Structured Query Language (SQL)
Run regressions, programming routines and other econometric analyses to specify models using appropriate statistical software
Execute models in production environment; communicate analytical results to Bank-wide stakeholders
Track portfolio performance, model performance, campaign tracking and risk strategy results
Develop, maintain and manage satisfactory model documentation

Bachelor’s degree and a minimum of 4 years’ proven quantitative behavioral modeling experience
Fluent in at least one open-source language for development: R, Python
Experience in end-to-end model development lifecycle
Experience working directly with model users and stakeholders who provide challenge and critical feedback
Minimum of 4 years’ on-the-job experience with pertinent statistical software packages (SAS, Python, Stata, R)
Minimum of 4 years’ on-the-job experience with data management environment, such as SQL Server Management Studio
Proven experience managing and analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs

Credit Model Development Lead

Key skills