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

About the role

Lead the development, implementation, and maintenance of quantitative models supporting credit risk, interest rate risk, liquidity risk, stress testing, and economic capital. Analyze bank data, communicate findings and model limitations to stakeholders, maintain model documentation, and guide colleagues 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. Credit modeling experience, including commercial credit scorecard development, is required; advanced quantitative education, strong Python skills, and FRM or CFA credentials are preferred.