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 in compliance with CECL, CCAR, and other regulatory requirements. Monitor model performance and investigate backtesting results, maintain wholesale data, collaborate with risk and finance stakeholders, and prepare 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 of related experience. Preferred qualifications include commercial credit modeling experience, knowledge of banking and regulatory requirements, Python and SAS programming, model validation and monitoring experience, Git, strong communication and analytical skills, and the ability to manage multiple projects.