Quantitative Risk Modeling Expert
1 week ago
At First Citizens Bank, we're seeking a highly skilled Sr. Quantitative Risk Modeling Analyst to join our Risk Analytics and Modeling team. As a key member of our team, you will be responsible for developing, maintaining, and monitoring performance for credit risk models for our consumer loan portfolio.
Key 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
- 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
- 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
First Citizens Bank offers a comprehensive benefits program, with customized offerings to support our associates' diverse needs. If you're passionate about risk management and analytics, and want to join a team that values innovation and collaboration, we encourage you to apply for this exciting opportunity.
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