Explore the dynamic field of quantitative risk modeling, a discipline at the intersection of finance, mathematics, and computer science. Professionals in this area develop and implement sophisticated models to assess and manage financial risks across various industries. These models are crucial for making informed decisions about investments, hedging strategies, and regulatory compliance.2,081 Quantitative Risk Modeling jobs in the United States
Quantitative Risk Modeling
07308 Jersey City, New Jersey
SMBC
Posted 1 day ago
Job Viewed
Job Description
SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, which is one of the three largest banking groups in Japan. SMFG's shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges.
In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization's extensive global network. The Group's operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.
The anticipated salary range for this role is between $95,000.00 and $150,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.
**Role Description**
The Associate of Quantitative Risk Modeling is a key role within our corporate bank focused on supporting the enhancement of the Comprehensive Capital Analysis and Review (CCAR) framework and managing global market shock scenarios. This role requires a motivated individual who can assist in the development, implementation, and management of stress testing processes, ensuring robust risk management and regulatory compliance.
**Role Objectives**
+ Scenario Development: Apply and leverage econometric forecasting models to assist the creation and refinement of CCAR and global market shock scenarios, incorporating economic, financial, and market conditions
+ Stress Testing: Support the execution of stress tests to assess the resilience of the bank's portfolio under various adverse conditions
+ Risk Assessment: Help analyze and interpret stress test results to identify potential risks and vulnerabilities within the bank's portfolio
+ Regulatory Compliance: Ensure all stress testing activities are in line with regulatory requirements and guidelines
+ Stakeholder Engagement: Collaborate with key stakeholders, including senior management, risk teams, and regulators, to communicate stress test findings and implications
+ Reporting and Documentation: Assist in developing comprehensive reports and documentation to support stress test results and regulatory submissions
+ Continuous Improvement: Contribute to ongoing enhancements to the stress testing framework and methodologies to adapt to changing market conditions and regulatory landscapes
**Qualifications and Skills**
+ Education: Bachelor or Master's degree in Economics, quantitative finance, or other related fields with 3-5 years of relevant experience in risk management, stress testing, or related areas within the financial industry **OR** PhD grads in Statistics, Economics, or Finance.
+ Skills: Strong analytical and quantitative skills, proficiency in risk modeling and scenario analysis, excellent communication and teamwork capabilities
+ Knowledge: Basic understanding of CCAR regulations, global market dynamics, and financial risk management principles
+ Certifications: Relevant certifications such as CFA, FRM, or PRM are desirable
#LI-RCH
SMBC's employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.
SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at
EOE, including Disability/veterans
In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization's extensive global network. The Group's operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.
The anticipated salary range for this role is between $95,000.00 and $150,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.
**Role Description**
The Associate of Quantitative Risk Modeling is a key role within our corporate bank focused on supporting the enhancement of the Comprehensive Capital Analysis and Review (CCAR) framework and managing global market shock scenarios. This role requires a motivated individual who can assist in the development, implementation, and management of stress testing processes, ensuring robust risk management and regulatory compliance.
**Role Objectives**
+ Scenario Development: Apply and leverage econometric forecasting models to assist the creation and refinement of CCAR and global market shock scenarios, incorporating economic, financial, and market conditions
+ Stress Testing: Support the execution of stress tests to assess the resilience of the bank's portfolio under various adverse conditions
+ Risk Assessment: Help analyze and interpret stress test results to identify potential risks and vulnerabilities within the bank's portfolio
+ Regulatory Compliance: Ensure all stress testing activities are in line with regulatory requirements and guidelines
+ Stakeholder Engagement: Collaborate with key stakeholders, including senior management, risk teams, and regulators, to communicate stress test findings and implications
+ Reporting and Documentation: Assist in developing comprehensive reports and documentation to support stress test results and regulatory submissions
+ Continuous Improvement: Contribute to ongoing enhancements to the stress testing framework and methodologies to adapt to changing market conditions and regulatory landscapes
**Qualifications and Skills**
+ Education: Bachelor or Master's degree in Economics, quantitative finance, or other related fields with 3-5 years of relevant experience in risk management, stress testing, or related areas within the financial industry **OR** PhD grads in Statistics, Economics, or Finance.
+ Skills: Strong analytical and quantitative skills, proficiency in risk modeling and scenario analysis, excellent communication and teamwork capabilities
+ Knowledge: Basic understanding of CCAR regulations, global market dynamics, and financial risk management principles
+ Certifications: Relevant certifications such as CFA, FRM, or PRM are desirable
#LI-RCH
SMBC's employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.
SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at
EOE, including Disability/veterans
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0
Quantitative Risk Modeling Lead
60684 Chicago, Illinois
Huntington National Bank
Posted 3 days ago
Job Viewed
Job Description
Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
View Now
1
Quantitative Risk Modeling Lead
60684 Chicago, Illinois
Huntington National Bank
Posted 3 days ago
Job Viewed
Job Description
Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
View Now
2
Quantitative Risk Modeling Lead
48208 Detroit, Michigan
Huntington National Bank
Posted 24 days ago
Job Viewed
Job Description
Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
View Now
3
Quantitative Risk Modeling Lead
55345 Minneapolis, Minnesota
Huntington National Bank
Posted 24 days ago
Job Viewed
Job Description
Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
View Now
4
Quantitative Risk Modeling Lead
28230 Charlotte, North Carolina
Huntington National Bank
Posted 24 days ago
Job Viewed
Job Description
Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
View Now
5
Quantitative Risk Modeling Lead
45217 Cincinnati, Ohio
Huntington National Bank
Posted 24 days ago
Job Viewed
Job Description
Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
View Now
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6
Quantitative Risk Modeling Lead
44101 Cleveland, Ohio
Huntington National Bank
Posted 24 days ago
Job Viewed
Job Description
Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
View Now
7
Quantitative Risk Modeling Lead
43201 Columbus, Ohio
Huntington National Bank
Posted 24 days ago
Job Viewed
Job Description
Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
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8
Quantitative Risk Modeling Lead
15222 Pittsburgh, Pennsylvania
Huntington National Bank
Posted 24 days ago
Job Viewed
Job Description
Description
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
Quantitative Risk Modeling Lead
Summary:The Quantitative Risk Modeling Lead is responsible for overseeing the development, implementation, and monitoring of advanced quantitative models for consumer and commercial credit, PPNR, loan origination, and portfolio management. This role requires a deep understanding of statistical modeling, machine learning, and risk management frameworks, along with strong leadership and project management skills.
This role is designed for an experienced professional who can lead the development and implementation of advanced quantitative models, oversee and guide analysts, review work performed by analysts, and manage multiple projects effectively.
Duties and Responsibilities:
+ Model Development: Lead the creation and enhancement of complex quantitative models for credit risk, PPNR, loan origination, and portfolio management.
+ Data Analysis: Oversee the analysis of credit portfolio performance data to identify trends, risks, and opportunities.
+ Model Monitoring: Ensure ongoing monitoring and validation of existing models, including reporting and analysis of results.
+ Advanced Model Building: Compile and process historical data, perform sophisticated data analysis using AI/ML tools, build and refine models using regression analysis and ML tools, and oversee implementation and production.
+ Research: Drive research initiatives to explore new modeling methodologies and techniques, staying abreast of industry advancements.
+ Collaboration: Coordinate with various teams to support governance, audit/compliance, and validation projects related to developed models.
+ Leadership: Mentor and supervise more junior modeling analysts, providing guidance and support to ensure high-quality model development and implementation through the performance of technical reviews.
+ Project Management: Manage multiple projects simultaneously, ensuring timely delivery and adherence to strict deadlines.
+ Performance Analysis: Conduct in-depth analysis of credit portfolio performance data, providing actionable insights to senior management.
+ Ad-Hoc Analytics: Lead ad-hoc analytics projects to address specific business needs and challenges.
+ Other Duties: Perform additional duties as assigned, contributing to the overall success of the risk modeling team.
Basic Qualifications:
+ Master's degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
+ 5+ years of experience in statistical modeling using SQL, SAS, R, and Python5+ years of experience in machine learning and data mining
Preferred Qualifications:
+ PhD in a quantitative field.
+ Extensive knowledge of CCAR/DFAST and CECL concepts and frameworks.
+ Proven ability to lead complex projects and supervise junior modeling analysts.
+ Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD).
+ Exceptional analytical skills, comprehensive understanding of risk concepts and frameworks, strong communication skills, proficiency in MS Office products, and a solid grasp of economic concepts.
+ Demonstrated passion and drive for operational excellence and quality delivery.
#LI-Onsite
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Compensation Range:
$93,000- $189,000 annual salary
The compensation range represents the low and high end of the base compensation range for this position. Actual compensation will vary and may be above or below the range based on various factors including but not limited to location, experience, and performance. Colleagues in this position are also eligible to participate in an applicable incentive compensation plan. In addition, Huntington provides a variety of benefits to colleagues, including health insurance coverage, wellness program, life and disability insurance, retirement savings plan, paid leave programs, paid holidays and paid time off (PTO).
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
View Now
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