Overview In this hybrid role, you will develop and maintain quantitative behavioral models for credit, interest rate, and liquidity risk, supporting balance sheet and capital planning. You will lead model development efforts, coordinate with Treasury and risk stakeholders, and ensure production deployments and regulatory compliance. You'll manage data, run econometric analyses, and translate results into clear narratives for senior management. This position offers impact in shaping risk insights across the bank and opportunities to guide teams and interns.
Responsibilities- Lead end-to-end development of quantitative behavioral models for credit, rate, and liquidity risk
- Prepare and analyze large datasets using SQL or similar tools to specify and estimate econometric models
- Run econometric analyses (time series, logistic regression) and communicate results with visuals to stakeholders
- Deploy models in production and monitor performance and risk implications
- Lead and mentor team members and interns, providing feedback to management
- Coordinate with Model Risk Management for validation, and ensure compliance with SR-11-7 and related standards
- Provide data and financial analysis support across Bank units as needed
- Present data-driven recommendations to senior management and cross-functional teams
Key requirements- Bachelor's degree and at least 4 years of quantitative behavioral modeling experience, or 8 years combined education/work experience with 4 years in modeling
- Proficiency in open-source languages (R, Python)
- Experience with end-to-end model development lifecycle
- Strong client-facing communication with stakeholders and model users
- Experience leading projects and coordinating with teams
- At least 4 years' experience with SAS, Python, Stata, or R; 4 years with SQL-based data environments
- Experience managing and analyzing large data sets and documenting results
- Regulatory and risk management awareness (SR-10-1, SR-10-6, SR-11-7)
- leadership
- clear communication
- collaboration
- R
- Python
- SQL
