Credit Model Development Lead – Commercial Real Estate Portfolio

Responsibilities

• Develop, implement, and maintain quantitative behavioral models for credit, interest rate, and liquidity risk management
• Analyze large customer loan, deposit, or financial data sets
• Prepare and communicate results of econometric models
• Track portfolio and model performance
• Lead engagements for model validation exercises
• Ensure compliance with regulatory standards and guidelines

• Bachelor’s degree and a minimum of 4 years’ proven quantitative behavioral modeling experience
• Fluent in at least one open-source programming language (R, Python)
• Experience in end-to-end model development lifecycle
• Minimum of 4 years’ experience with statistical software packages (SAS, Python, Stata, R)
• Minimum of 4 years’ experience with data management environment, such as SQL Server Management Studio

Demonstrates expertise in developing and implementing quantitative behavioral models for credit, interest rate, and liquidity risk management, with a strong focus on compliance with regulatory standards. Proficient in analyzing large financial data sets and communicating econometric model results effectively.