full-time
Credit Model Development Quantitative Expert – Commercial Credit Portfolio (Hybrid - see potential work locations in job description)
Wilmington Trust
- Employer
- Wilmington Trust
- Location
- Washington, District of Columbia, United States
- Working pattern
- hybrid
- Salary
- $123,600–$206,000 / year
About the role
Lead the research, development, implementation, and maintenance of quantitative models supporting credit risk, interest rate risk, liquidity risk, stress testing, and economic capital. Analyze and communicate findings to senior stakeholders, manage model documentation and validation engagements, and guide less experienced colleagues and project teams. Required qualifications include a bachelor’s degree or equivalent education and work experience, at least six years of quantitative behavioral modeling, and at least six years of experience with statistical software, data management environments, and large-scale data analysis. Commercial credit scorecard experience is required; preferred qualifications include advanced quantitative education, strong Python skills, econometric expertise, and FRM or CFA credentials.