Senior Quantitative Analyst
A company is looking for a Senior Quantitative Analyst, CECL-Remote.
Key Responsibilities
Develop, implement, and monitor quantitative models for credit risk estimation
Support the validation and back testing of quantitative and statistical models
Manage ad-hoc reporting requests related to quantitative modeling and CECL Allowance for Credit Losses
Required Qualifications, Training, and Education
Advanced degree in quantitative analytics, economics, finance, statistics, mathematics, engineering, or a related area (PhD preferred)
Minimum 4+ years' experience in statistical/econometric modeling focused on consumer credit risk
Experience with programming languages for quantitative modeling, such as SAS, R, Python, or Matlab
Database experience using SQL-based databases; cloud-based experience preferred
Some experience with machine-learning and artificial intelligence approaches is preferred
A company is looking for a Senior Quantitative Analyst, CECL-Remote.
Key Responsibilities
Develop, implement, and monitor quantitative models for credit risk estimation
Support the validation and back testing of quantitative and statistical models
Manage ad-hoc reporting requests related to quantitative modeling and CECL Allowance for Credit Losses
Required Qualifications, Training, and Education
Advanced degree in quantitative analytics, economics, finance, statistics, mathematics, engineering, or a related area (PhD preferred)
Minimum 4+ years' experience in statistical/econometric modeling focused on consumer credit risk
Experience with programming languages for quantitative modeling, such as SAS, R, Python, or Matlab
Database experience using SQL-based databases; cloud-based experience preferred
Some experience with machine-learning and artificial intelligence approaches is preferred