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Sr. Quantitative Risk Modeling Analyst
2 months ago
Overview The Risk Analytics and Modeling team is responsible for developing, maintaining and monitoring performance for credit risk models for First Citizens Banks consumer loan portfolio, including Mortgages, Helocs, Credit cards, and Auto loans. We leverage a variety of quantitative techniques to assess risk and ensure the banks financial health. Responsibilities Lead the development and implementation of credit risk models for consumer loan products Conduct in-depth statistical analysis to assess model risk and performance Develop and maintain model documentation adhering to regulatory guidelines Contribute to the generation of reports for CCAR and CECL requirements Mentor junior team members Remediate identified model findings and lead the development of mitigation strategies. Qualifications Bachelor's Degree and 4 years of experience in Risk management, or financial analysis, or statistical modeling OR High School Diploma or GED and 8 years of experience in Risk management, or financial analysis, or statistical modeling. Preferred qualifications: Master's degree in Statistics, Mathematics, Finance, or a related field (preferred) 4+ years of experience in credit risk modeling or a similar quantitative role Strong proficiency in Python, SAS, R, and SQL Solid understanding of statistical concepts, including regression analysis, time series analysis, and risk metrics Understanding of consumer loan products Excellent communication, presentation, and writing skills. Ability to manage multiple projects and meet deadlines efficiently. #J-18808-Ljbffr
