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Tier-1 brand, metro location, and mid-level role with specialized quant skills create moderate competition.
Role requires banking regulatory modeling and credit forecasting expertise, limiting cross-industry transferability.
Explicit 5+ years, 2+ leadership, master's degree, regulatory and technical model requirements make screening strict.
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Manage and lead a team of quantitative and credit risk analysts responsible for developing and implementing financial models related to Commercial portfolio risk and capital requirements.
Oversee model development, enhancement, and compliance with regulatory and internal risk policies, including PPNR, CECL, Basel, RRP Valuations, and CCAR models.
Drive data-driven strategic decisions, stakeholder collaboration, and process improvements across credit risk and finance functions with emphasis on operational risk mitigation and efficient resource allocation.
Minimum 5 years of quantitative analytical experience.
At least 2 years of leadership experience managing teams.
Master's degree or higher in quantitative disciplines such as mathematics, statistics, engineering, physics, or computer science.
Strong technical skills including advanced programming in SAS/Python and experience with statistical modeling techniques.
Experienced in leading quantitative analytics teams with expertise in commercial credit risk modeling and regulatory compliance frameworks.
Skilled in managing multiple stakeholders and cross-functional partnerships, including audit, regulators, and technology teams, to ensure model governance and timely delivery.
Capable of prioritizing under pressure in dynamic, complex environments and driving process automation and strategic risk management decisions.