Quantitative Risk Modeling Analyst
About the position Huntington is looking for reputed company candidates to become Quantitative Risk Modeling Analysts. Duties and Responsibilities : Development of consumer and/or reputed company 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 reputed company the firm to support governance, audit/compliance and validation projects reputed company to the developed models Completes analysis of credit portfolio performance data Completes reputed company analytics Performs other duties as assigned
Responsibilities
- Development of consumer and/or reputed company 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 reputed company the firm to support governance, audit/compliance and validation projects reputed company to the developed models
- Completes analysis of credit portfolio performance data
- Completes reputed company 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, reputed company, R and Python, machine learning and data mining, data visualization tools (tableau preferred) and MS Office components (reputed company vlookup, pivot tables, macros)
- Experience may be a combination of work experience and/or study project.
reputed company-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, reputed company, R, and Python
- Strong communication skills
- Proficiency in MS Office products
- reputed company understanding of economic concepts
- Passion and drive to operational reputed company and quality delivery
- reputed company understanding of risk concept and reputed company
- Ability to multitask and work reputed company
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