Hybrid Quantitative Risk Modeler
Listed on 2026-10-06
-
Finance & Banking
Data Scientist, Financial Advisor / Consultant, Banking Analyst, FinTech
Huntington Bancshares, Inc. in Charlotte, NC, is seeking Quantitative Risk Modeling Analysts to develop consumer and commercial credit, PPNR, loan origination and portfolio management models; analyze portfolio performance; monitor existing models and report results.
The role requires a Master’s degree in a quantitative field and 1+ years of experience with SQL, SAS, R and Python, plus ML and data mining. PhD and CCAR/CECL knowledge are preferred.
We are looking to fill the Hybrid Quantitative Risk Modeler position at Huntington Bancshares, Inc. in Charlotte, NC, United States.
Are you ready to take on the Hybrid Quantitative Risk Modeler role at Huntington Bancshares, Inc.?
We would love to welcome a new Hybrid Quantitative Risk Modeler to our team in Charlotte, NC, United States.
For the Hybrid Quantitative Risk Modeler position at Huntington Bancshares, Inc., we are reviewing applications now.
(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).