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 monitoring of quantitative models supporting credit risk, interest rate risk, liquidity risk, stress testing, and economic capital. Present findings and recommendations to stakeholders, maintain model documentation, collaborate on validation and implementation, and guide less experienced analysts 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, large-dataset analysis, and clear communication are required; advanced quantitative education, strong Python skills, and FRM or CFA credentials are preferred.