Use SAS, R, Python, or MATLAB to develop and execute quantitative behavioral models for various risk management areas including credit, interest rate, and liquidity risks
Job Summary
Use SAS, R, Python, or MATLAB to develop and execute quantitative behavioral models for various risk management areas including credit, interest rate, and liquidity risks.
Prepare and analyze large customer loan, deposit, and financial data sets using SQL or similar tools to support model implementation and execution.
Ensure compliance with regulatory guidance and internal controls while driving Treasury projects and maintaining model risk management standards.
Matching Summary
Use SAS, R, Python, or MATLAB to develop and execute quantitative behavioral models for various risk management areas including credit, interest rate, and liquidity risks.
Salary
Base: $112,778.00 – $122,402.00 per year; Bonus/Equity: Not specified; Benefits: Not specified
Skills & Requirements
Must-have
Quantitative behavioral modeling
Model implementation using SAS R Python MATLAB
Credit interest rate liquidity risk management
SQL data analysis for model execution
Regulatory compliance with SR 11-7 and related
Model performance tracking and documentation
Nice-to-have
Communication with audit and regulators
Guidance to less experienced personnel
Project and initiative management
Process improvement and variance analysis
Key Requirements
Master’s degree in Statistics Economics Finance or related
2 years experience as Model Risk Analyst or Quantitative Analyst
Experience with SAS R Python or MATLAB for model analytics
Experience in credit interest rate liquidity risk modeling
Experience conducting model testing and validation
Experience engaging with Federal Reserve FDIC OCC regulators
Experience with SQL or similar data management tools