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

About the role

Lead the development, implementation, monitoring, and documentation of quantitative models supporting commercial credit, interest rate and liquidity risk, stress testing, and economic capital. Analyze and communicate findings to senior stakeholders, collaborate with business and model risk partners, and guide less experienced analysts and project teams. Requires a bachelor’s degree and at least six years of quantitative behavioral modeling experience, or an equivalent combination of education and work experience, plus six years using statistical software and data management tools. Commercial credit scorecard development experience and strong analytical communication skills are required; advanced quantitative education, Python expertise, and relevant certifications are preferred.