Senior Quantitative Analyst - job 1 of 2

Job Summary

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