Credit Model Development Quantitative Expert – Commercial Credit Portfolio (Hybrid - see potential work locations in job description)

About the role

Lead the research, development, implementation, and maintenance of quantitative credit and behavioral models supporting credit risk, interest rate risk, liquidity risk, stress testing, and economic capital. Analyze and communicate findings to stakeholders, manage model documentation and validation engagements, and guide less experienced colleagues and project teams. Requires a bachelor’s degree or an equivalent combination of education and experience, including at least six years of quantitative behavioral modeling, statistical software, data management, and large-dataset analysis experience. Commercial credit scorecard development experience is required; preferred qualifications include advanced quantitative education, strong Python skills, econometric expertise, and knowledge of model risk management and validation.