AVP, Financial Modeling — Hybrid (Rosemont) Lead

Wintrust Financial Corp.; Illinois; Hybrid; USD 98,000 - 137,000; Full time

Job summary

Wintrust Financial Corp. in Rosemont, IL seeks an AVP of Financial Modeling to lead development of quantitative models for credit risk, market risk and regulatory capital.

You will own end-to-end modeling—from requests through validation—and document methodologies with transparency. Collaborate with Capital, Allowance for Credit Loss, Technology and Model Risk Management; present findings to regulators and internal stakeholders; monitor model performance and respond to inquiries as needed in a

Qualifications

• Master's degree in Mathematics, Economics, Data Science, Operations Research, Statistics or related field
• 2 years of experience in model design, development and compliance aspects of quantitative models
• 2 years of statistical programming experience with Python, SQL and VBA
• 2 years of experience with CCAR, DFAST or CECL
• 2 years of experience forecasting customer behavior for financial products
• 2 years of experience with credit risk evaluation and model validation

Responsibilities

• Develop quantitative/econometrics models for credit risk and market risk and regulatory capital requirements
• Ensure end-to-end model development process from requests to documentation
• Provide developmental evidence on statistical assumptions and model changes
• Collaborate with Capital, Allowance for Credit Loss, Technology and Model Risk Management
• Present results clearly and respond to internal and external validators during reviews

Job description

Wintrust Financial Corp. in Rosemont, IL seeks an AVP of Financial Modeling to lead development of quantitative models for credit risk, market risk and regulatory capital.

You will own end-to-end modeling—from requests through validation—and document methodologies with transparency. Collaborate with Capital, Allowance for Credit Loss, Technology and Model Risk Management; present findings to regulators and internal stakeholders; monitor model performance and respond to inquiries as needed in a