Lead Quantitate Modelling Specialist

Lead and manage complex quantitative modeling initiatives including creation, validation, documentation, and defense of statistical models related to credit and operational risk.

Provide analytical support and develop, implement, monitor credit risk, PPNR, ACL, CECL, IFRS9, Basel and CCAR models for commercial portfolios.

Lead large-scale projects and collaborate with regulators and auditors, including presenting analysis results and developing dynamic dashboards for key risk parameters.

5+ years of experience in quantitative analytics, specifically in credit risk modeling and analytics.

Bachelor’s degree or higher in quantitative disciplines such as mathematics, statistics, engineering, physics, economics, econometrics, finance, computer science, or related field.

Advanced programming expertise in Python, Tableau, and Power BI.

Work Experience Required: At least 5+ years in credit risk analytics and quantitative modeling roles.

Experienced in managing and leading large-scale credit risk modeling projects in a commercial banking environment.

Skilled in developing and standardizing frameworks for model development, implementation, and monitoring with a focus on controls and compliance.

Able to operate effectively under pressure in dynamic environments with strong problem solving, project management, and communication skills.