Huntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts to develop and maintain credit risk models.
Requirements
- statistical modeling using SQL, SAS, R and Python
- machine learning and data mining
- data visualization tools (tableau preferred)
- MS Office components (Excel vlookup, pivot tables, macros)
- 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 experience and competence in programming using SQL, SAS, R, and Python
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
- 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 ad-Hoc analytics
Other
- Ability to work independently on projects with strict deadlines
- Master’s degree in quantitative field (mathematics, statistics, economics, engineering, finance, physics)
- Demonstrated strong analytical skills
- Strong communication skills
- Applicants must be currently authorized to work in the United States on a full-time basis.
