Truist is looking to manage retail credit risk estimation methodologies by developing and maintaining quantitative models
Requirements
- Ten years of relevant experience in best practices, or equivalent financial industry experience developing, documenting, implementing, or validating quantitative models
- Seven+ years of model development experience using SAS or other applicable model development software/programming tools
- Ability to distill complex mathematical concepts into actionable results
- Strong problem solving skills
- Experience with risk management
- Knowledge/experience of best practices and current regulatory environment and associated expectations within the financial services industry
- Advanced degree or equivalent experience in Statistics, Econometrics, Operations Research, Actuarial Science, Applied Mathematics, or other applied quantitative science
Responsibilities
- Manage team specific to all aspects of the model development life cycle
- Actively participate in the model development lifecycle
- Ensure model development projects and processes comply with Truist requirements for model risk management
- Provide mentoring and training to accelerate model development in areas of techniques, process and business knowledge
- Advocate towards user understanding and acceptance of models and associate analytics
- Serve as core point of contact to address model questions within the firm
- Identify, recruit, maintain, and manage quantitative talent
Other
- Management ability: Ability to manage projects and teams to successful outcomes
- Strong English communication skills, both written and verbal
- Organization skills: Ability to communicate and manage competing organizational priorities effectively
- Education: Advanced degree or equivalent experience
- Travel requirements not specified
