Quantitative Risk Modeling Analyst
About the position
Huntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts. Duties and Responsibilities : Development of consumer and/or commercial credit, PPNR, loan origination and portfolio management models Analysis of credit portfolio performance data Conducting ongoing monitoring of existing models Analysis and reporting of ongoing monitoring results Ability to work independently on projects with strict deadlines Researching new modeling methodologies and techniques Working with various teams within the firm to support governance, audit/compliance and validation projects related to the developed models Completes analysis of credit portfolio performance data Completes ad-Hoc analytics Performs other duties as assigned
Responsibilities
• Development of consumer and/or commercial credit, PPNR, loan origination and portfolio management models
• Analysis of credit portfolio performance data
• Conducting ongoing monitoring of existing models
• Analysis and reporting of ongoing monitoring results
• Ability to work independently on projects with strict deadlines
• Researching new modeling methodologies and techniques
• Working with various teams within the firm to support governance, audit/compliance and validation projects related to the developed models
• Completes analysis of credit portfolio performance data
• Completes ad-Hoc analytics
• Performs other duties as assigned
Requirements
• Master’s degree in quantitative field (mathematics, statistics, economics, engineering, finance, physics)
• 1+ years of experience in statistical modeling using SQL, SAS, R and Python, machine learning and data mining, data visualization tools (tableau preferred) and MS Office components (Excel vlookup, pivot tables, macros)
• Experience may be a combination of work experience and/or study project.
Nice-to-haves
• PhD in quantitative field
• Knowledge of CCAR/DFAST and CECL concepts and frameworks
• Knowledge of loss forecasting, loan origination and portfolio management modeling concepts and methodologies (PD, LGD, EAD)
• Demonstrated strong analytical skills
• Demonstrated experience and competence in programming using SQL, SAS, R, and Python
• Strong communication skills
• Proficiency in MS Office products
• Fundamental understanding of economic concepts
• Passion and drive to operational excellence and quality delivery
• Fundamental understanding of risk concept and framework
• Ability to multitask and work efficiently
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Huntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts. Duties and Responsibilities : Development of consumer and/or commercial credit, PPNR, loan origination and portfolio management models Analysis of credit portfolio performance data Conducting ongoing monitoring of existing models Analysis and reporting of ongoing monitoring results Ability to work independently on projects with strict deadlines Researching new modeling methodologies and techniques Working with various teams within the firm to support governance, audit/compliance and validation projects related to the developed models Completes analysis of credit portfolio performance data Completes ad-Hoc analytics Performs other duties as assigned
Responsibilities
• Development of consumer and/or commercial credit, PPNR, loan origination and portfolio management models
• Analysis of credit portfolio performance data
• Conducting ongoing monitoring of existing models
• Analysis and reporting of ongoing monitoring results
• Ability to work independently on projects with strict deadlines
• Researching new modeling methodologies and techniques
• Working with various teams within the firm to support governance, audit/compliance and validation projects related to the developed models
• Completes analysis of credit portfolio performance data
• Completes ad-Hoc analytics
• Performs other duties as assigned
Requirements
• Master’s degree in quantitative field (mathematics, statistics, economics, engineering, finance, physics)
• 1+ years of experience in statistical modeling using SQL, SAS, R and Python, machine learning and data mining, data visualization tools (tableau preferred) and MS Office components (Excel vlookup, pivot tables, macros)
• Experience may be a combination of work experience and/or study project.
Nice-to-haves
• PhD in quantitative field
• Knowledge of CCAR/DFAST and CECL concepts and frameworks
• Knowledge of loss forecasting, loan origination and portfolio management modeling concepts and methodologies (PD, LGD, EAD)
• Demonstrated strong analytical skills
• Demonstrated experience and competence in programming using SQL, SAS, R, and Python
• Strong communication skills
• Proficiency in MS Office products
• Fundamental understanding of economic concepts
• Passion and drive to operational excellence and quality delivery
• Fundamental understanding of risk concept and framework
• Ability to multitask and work efficiently
Apply tot his job
Apply To this Job
Apply tot his job
Apply To this Job