Frost is looking for a Quantitative Risk Modeling Analyst II to apply data analytics to extract actionable insights from financial, transactional, demographic, and behavioral data to assist in identifying and mitigating risks.
Requirements
- 3+ years of experience developing statistical or machine learning models
- Mastery of statistics and numerical techniques
- Experience gathering and documenting requirements
- Experience writing model documentation
- Experience presenting analytical results
- Proficient in SQL
- Proficient in SAS, R or Python
Responsibilities
- Apply data analytics to assist in drawing actionable insights into complex business problems using financial, transactional, demographic and behavioral data
- Pull, clean, and aggregate data from sources across the Bank
- Ensure work is appropriately documented and in compliance with State and Federal Laws and Regulations
- Participate in collaboration efforts with Risk Management Teams to identify ways to use data analytics
- Maintain direct, ongoing communication with Risk Management Teams clients
Other
- Always take action using Integrity, Caring, and Excellence to achieve all-win outcomes
- Excellent written and verbal communication skills
- Advanced (Ph.D. or Master’s) degree in quantitative analytics field such as mathematics, statistics, economics, or actuarial science
- Experience with developing models in the financial services industry
