Quantitative Risk Modeling Analyst

Description

Summary:

Huntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts.

Duties and Responsibilities:

Development of consumer and/or commercial credit, PPNR, loan origination and portfolio management models

Analysis of credit portfolio performance data

Conducting ongoing monitoring of existing models

Analysis and reporting of ongoing monitoring results

Ability to work independently on projects with strict deadlines

Researching new modeling methodologies and techniques

Working with various teams within the firm to support governance, audit/compliance and validation projects related to the developed models

Completes analysis of credit portfolio performance data

Completes ad-Hoc analytics

Performs other duties as assigned

Basic Qualifications:

Master’s degree in quantitative field (mathematics, statistics, economics, engineering, finance, physics)

1+ years of experience in statistical modeling using SQL, SAS, R and Python, machine learning and data mining, data visualization tools (tableau preferred) and MS Office components (Excel vlookup, pivot tables, macros)

Experience may be a combination of work experience and/or study project.

Preferred Qualifications:

PhD in quantitative field

Knowledge of CCAR/DFAST and CECL concepts and frameworks

Knowledge of loss forecasting, loan origination and portfolio management modeling concepts and methodologies (PD, LGD, EAD)

Demonstrated strong analytical skills

Demonstrated experience and competence in programming using SQL, SAS, R, and Python

Strong communication skills

Proficiency in MS Office products

Fundamental understanding of economic concepts

Passion and drive to operational excellence and quality delivery

Fundamental understanding of risk concept and framework

Ability to multitask and work efficiently

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.

Huntington will not sponsor applicants for this position for immigration benefits, including but not limited to assisting with obtaining work permission for F-1 students, H-1B professionals, O-1 workers, TN workers, E-3 workers, among other immigration statuses. Applicants must be currently authorized to work in the United States on a full-time basis.

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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