• Quantitative Risk Modeling Analyst Sr

    Huntington National Bank (Columbus, OH)


    Description

    Summary:

    The Quantitative Risk Modeling Analyst Sr responsibilities to include, but not limited to the following:

    + Development of consumer and/or commercial credit, PPNR, loan origination and portfolio management models individually or as a project team leader.

    + 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 team within the firm to support governance, audit/compliance and validation projects related to the developed models.

    Duties & Responsibilities:

    + Development of consumer and/or commercial credit, PPNR, loan origination and portfolio management models which includes compilation and processing of the historical data, data analysis using AI/ML tools, model building using regression analysis and ML tools, implementation and production.

    + Conducting ongoing monitoring of existing models.

    + Analysis and reporting of ongoing monitoring results.

    + Analysis of credit portfolio performance data.

    + Ad-Hoc analytics.

    + Performs other duties as assigned.

    Basic Qualifications:

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

    + 3+ years of experience in statistical modeling using SQL, SAS, R and Python that may be a combination of work experience (at least 1 year) and study project.

    + 3+ years of experience in machine learning and data mining

    Preferred Qualifications:

    + PhD in quantitative field

    + Knowledge of CCAR/DFAST and CECL concepts and frameworks

    + Ability to lead the complex project and supervise junior modeling analysts

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

    + Demonstrated strong analytical skills

    + Fundamental understanding of risk concept and framework

    + Strong communication skills

    + Proficiency in MS Office products

    + Fundamental understanding of economic concepts

    + Passion and drive to operational excellence and quality deliver

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    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 is an Equal Opportunity Employer.

     

    Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.

     

    Note to Agency Recruiters: Huntington Bank will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington Bank colleagues, directly or indirectly, will be considered Huntington Bank property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.