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 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. Requires a bachelor’s degree or an equivalent combination of education and experience, plus at least six years of quantitative behavioral modeling, statistical software, data management, and large-dataset analysis experience. Credit modeling experience, including commercial credit scorecard development, is required; advanced quantitative education, strong Python skills, and FRM or CFA credentials are preferred.