Key skills
PythonSQLRSQL ServerRisk Management
About this role
Role Overview
- Develop, implement, and maintain quantitative behavioral models for credit, interest rate, and liquidity risk management
- Analyze large customer loan, deposit, or financial data sets
- Prepare and communicate results of econometric models
- Track portfolio and model performance
- Lead engagements for model validation exercises
- Ensure compliance with regulatory standards and guidelines
Requirements
- Bachelor’s degree and a minimum of 4 years’ proven quantitative behavioral modeling experience
- Fluent in at least one open-source programming language (R, Python)
- Experience in end-to-end model development lifecycle
- Minimum of 4 years’ experience with statistical software packages (SAS, Python, Stata, R)
- Minimum of 4 years’ experience with data management environment, such as SQL Server Management Studio
Tech Stack
- Python
- SQL
Benefits
- Medical and retirement benefits
- Forty hours of paid volunteer time each year