Quantitative Risk Modeling Analyst
-
Location:
37 West Broad StreetColumbus,OH
- Reference Number: R0057814
Description
Please note: This employer will not sponsor applicants for the following work visas: F-1 student, H-1B worker, O-1 worker, TN worker, E-3 worker. Applicants must be currently authorized to work in the United States on a full-time basis.
Our Quantitative Risk Modeling Analyst will be responsible for:
- Development of consumer and/or commercial credit models
- Analysis of credit portfolio performance data
- Conducting ongoing monitoring of existing models
- Analysis and reporting of ongoing monitoring results
- Independently working on projects with strict deadlines
- Researching new modeling methodologies and techniques
- Working with various team within the firm to support governance, audit/compliance and validation projects related to the developed models
Basic Qualifications/Skills
- 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 that may be a combination of work experience and/or study project.
- 1 + years of experience using Excel (vlookup, pivot tables, macros)
Preferred Qualifications/Skills
- PhD in quantitative field
- Knowledge of CCAR/DFAST and CECL concepts and frameworks
- Knowledge of loss forecasting modeling (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
#LI-HYBRID
#LI-MK2
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Workplace Type:
HybridHuntington is an equal opportunity and affirmative action employer and is committed to providing equal employment opportunities for all regardless of race, color, religion, sex, national origin, age, disability, sexual orientation, veteran status, gender identity and expression, genetic information, or any other basis protected by local, state, or federal law.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Agency Statement: Huntington does not accept solicitation from Third Party Recruiters for any position
This employer will not sponsor applicants for the following work visas: F-1 student, H-1B worker, O-1 worker, TN worker, E-3 worker. Applicants must be currently authorized to work in the United States on a full-time basis.