Credit Model Development Expert

Responsibilities

• Independently develops, implements, maintains, analyzes and manages quantitative/econometric behavioral models used for credit risk, interest rate risk and liquidity risk management, as well as balance sheet and capital planning.
• Lead research and development of quantitative behavioral models used for credit risk, interest rate risk and liquidity risk management.
• Prepare, manage and analyze large customer loan, deposit or financial data sets for statistical analysis in Structured Query Language (SQL) or similar tool.
• Run regressions (including time series and logistic regression), programming routines and other econometric analyses to specify models using appropriate statistical software.
• Execute models in production environment; communicate analytical results to Bank-wide stakeholders.
• Track portfolio performance, model performance, campaign tracking and risk strategy results.

• Bachelor’s degree and a minimum of 6 years’ proven quantitative behavioral modeling experience.
• Credit model development experience.
• Logistic Regression AND Linear Regression experience required.
• Minimum of 6 years’ on-the-job experience with pertinent statistical software packages, including Python experience (mandatory).
• Minimum of 6 years’ on-the-job experience with data management environment, such as SQL Server Management Studio.
• Minimum of 6 years’ on-the-job experience analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs.

Demonstrates expertise in developing and implementing quantitative behavioral models for credit risk, interest rate risk, and liquidity risk management, utilizing advanced statistical software and data analysis techniques. Proficient in managing large data sets and effectively communicating analytical results to stakeholders.