Quant Manager-cecl/ccar-virtual

563

Virtual, Ohio, United States
Base: $96,500.00 - $207,500.00 usd annual; bonus/e...
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Statistical/econometric modeling experience
Consumer credit risk expertise
Sas r python programming skills
** Fifth Third Bank is seeking a Quant Manager for CECL/CCAR with a focus on developing and implementing quantitative models related to credit risk in a virtual setting. The ideal candidate will have a strong background in statistical modeling and programming, along with excellent communication and project management skills. **

Job Summary

  • This role focuses on developing and implementing quantitative models to support credit risk estimation for wholesale and retail lending portfolios.
  • Candidates must possess an advanced degree in a quantitative field with 8-10 years of specific experience in consumer credit risk modeling.
  • The position offers a competitive base salary range of $96,500 to $207,500 along with eligibility for incentive compensation plans.

Matching Summary

Match Score: 75

** Fifth Third Bank is seeking a Quant Manager for CECL/CCAR with a focus on developing and implementing quantitative models related to credit risk in a virtual setting. The ideal candidate will have a strong background in statistical modeling and programming, along with excellent communication and project management skills. **

Salary

Base: $96,500.00 - $207,500.00 USD Annual; Bonus/Equity: Eligible for incentive compensation plan based on performance; Benefits: Comprehensive physical, financial, emotional and social well-being programs

Skills & Requirements

Must-have

  • Statistical/econometric modeling experience
  • Consumer credit risk expertise
  • SAS R Python programming skills
  • SQL database management
  • CECL regulatory framework knowledge

Nice-to-have

  • Machine learning and AI approaches
  • Cloud-based data warehouse experience
  • Basel II framework understanding
  • Cross-functional collaboration skills
  • Out-of-the-box thinking ability

Key Requirements

  • Advanced degree (PhD preferred) in quantitative analytics or related field
  • Minimum 8-10 years experience in statistical modeling
  • Proficiency in SAS, R, Python, and SQL
  • Working understanding of CECL and Basel II frameworks

Work Rights

Not specified

Tailored Resume

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