Quantitative Model Development Analyst - Credit Modeling

About the role

Develop and implement expected-loss forecasting models for Commercial Real Estate and Small Business portfolios in compliance with CECL, CCAR, and other regulatory requirements. Monitor model performance and investigate backtesting results, maintain wholesale data, collaborate with risk, finance, validation, and audit teams, and communicate model methods and results through technical documentation and presentations. Requires a quantitative bachelor's degree with at least five years of relevant experience, a quantitative master's degree with at least three years, or a quantitative PhD with less than two years. Preferred qualifications include commercial credit modeling experience, knowledge of banking regulations and credit risk, Python and SAS programming, model validation and monitoring experience, Git, strong analytical and communication skills, and the ability to manage multiple tasks.