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

Mar 27, 2025 - 21:05
 0
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