Quantitative Model Development Analyst - Credit Modeling

About the role

Develop and implement expected-loss forecasting and credit risk models for Commercial Real Estate and Small Business portfolios, supporting compliance with CECL, CCAR, and other regulatory requirements. Monitor model performance, review backtesting and unexpected results, maintain wholesale data, and communicate model methods and findings 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 and regulatory requirements, Python and SAS programming, model validation and monitoring experience, Git, strong analytical and communication skills, and the ability to manage multiple tasks.