Senior Quantitative Modeler
A company is looking for a Sr. Quantitative Loss Forecasting Modeler to analyze credit and prepayment risk and support financial planning.
Key Responsibilities
Implement models for loan loss allowance, CECL, stress testing, and prepayment across various loan products
Maintain documentation for key processes and model components to ensure compliance with model risk management and regulatory requirements
Monitor performance of quantitative models and support independent model validation efforts
Required Qualifications
7+ years of experience in quantitative modeling, development, or implementation
Experience in PD/LGD/EAD framework is highly desired
Proficiency in data manipulation and advanced data analysis
Experience with SAS, R, Python, and working with large datasets is required
Must have a Master's Degree in a quantitative field such as Statistics, Mathematics, Economics, or Finance
A company is looking for a Sr. Quantitative Loss Forecasting Modeler to analyze credit and prepayment risk and support financial planning.
Key Responsibilities
Implement models for loan loss allowance, CECL, stress testing, and prepayment across various loan products
Maintain documentation for key processes and model components to ensure compliance with model risk management and regulatory requirements
Monitor performance of quantitative models and support independent model validation efforts
Required Qualifications
7+ years of experience in quantitative modeling, development, or implementation
Experience in PD/LGD/EAD framework is highly desired
Proficiency in data manipulation and advanced data analysis
Experience with SAS, R, Python, and working with large datasets is required
Must have a Master's Degree in a quantitative field such as Statistics, Mathematics, Economics, or Finance