Credit Risk Modeler — ML & Portfolio Analytics

Socket.dev; Kentucky; On-site; USD 90,000 - 130,000; Full time

Job summary

Huntington is seeking qualified candidates for Quantitative Risk Modeling Analysts. The role focuses on developing and validating credit and portfolio models, with emphasis on CCAR/CECL concepts and rigorous analytics.

The position requires advanced statistical skills, programming in SQL/SAS/R/Python, and experience with data visualization tools and MS Office. Hybrid work arrangements are available across our office locations.

Qualifications

• Master’s degree in quantitative field.
• 1+ years of experience in statistical modeling using SQL, SAS, R and Python.
• 1+ years of experience in machine learning and data mining.
• 1+ years of experience with data visualization tools (Tableau is preferred) and MS Office components.

Responsibilities

• Develop credit, PPNR, loan origination and portfolio management models.
• Analyze credit portfolio performance data.
• Monitor existing models on an ongoing basis.
• Report results of ongoing monitoring and analyses.
• Work independently on projects with strict deadlines.
• Research new modeling methodologies and techniques.
• Collaborate with teams to support governance, audit/compliance and validation of models.
• Complete analyses of credit portfolio performance data.
• Perform ad-hoc analytics.
• Undertake other duties as assigned.

Skills

Statistical modeling

Programming

Data visualization

Python

Education

Master’s degree in quantitative field

Tools

SQL

SAS

R

Python

Tableau

Job description

Huntington is seeking qualified candidates for Quantitative Risk Modeling Analysts. The role focuses on developing and validating credit and portfolio models, with emphasis on CCAR/CECL concepts and rigorous analytics.

The position requires advanced statistical skills, programming in SQL/SAS/R/Python, and experience with data visualization tools and MS Office. Hybrid work arrangements are available across our office locations.