Credit Risk Modeling Analyst II - Quantitative & Data-Driven

Jobtailor; Connecticut; On-site; USD 90,000 - 130,000; Full time

Job summary

Jobtailor seeks an experienced quantitative modeling professional to develop and implement behavioral models for credit, interest rate, and liquidity risk. You will manage large financial datasets with SQL tools and perform econometric analyses, presenting results to Treasury management and stakeholders.

The role requires strong communication, autonomous work, and leadership skills, with familiarity in model risk management and regulatory guidance.

Qualifications

• Bachelor’s degree with a minimum of 1 year in quantitative behavioral modeling.
• 1+ years’ experience with SAS, Python, Stata, or R in practice.
• 1+ years’ experience with SQL Server Management Studio.
• Experience analyzing large data sets and presenting results clearly.
• Strong econometric techniques knowledge including time-series and panel data.
• Familiarity with model risk management and SR-11-7 guidance.
• Proven ability to work autonomously and in teams; leadership capability.

Responsibilities

• Research and develop quantitative behavioral models for credit and market risks.
• Prepare, manage and analyze large financial data sets using SQL or similar tools.
• Run time-series and logistic regressions and econometric analyses.
• Communicate analytical results clearly to Treasury management and stakeholders.
• Execute models in production environments.
• Track model performance and explain variances.
• Develop and maintain model documentation and monitoring guidelines.
• Provide financial analysis and data support across the Bank.
• Support Model Risk Management validation engagements.
• Guide less experienced personnel on data analysis and models.
• Maintain regulatory compliance and risk controls.
• Escalate risk-related issues as needed.

Skills

Time-Series Analysis

Logistic Regression

Panel Data Methods

Data Management

Clear Communication

Leadership

Autonomous Work

Education

Bachelor's degree in a quantitative field

Tools

SAS

Python

Stata

SQL

SQL Server Management Studio

Job description

Jobtailor seeks an experienced quantitative modeling professional to develop and implement behavioral models for credit, interest rate, and liquidity risk. You will manage large financial datasets with SQL tools and perform econometric analyses, presenting results to Treasury management and stakeholders.

The role requires strong communication, autonomous work, and leadership skills, with familiarity in model risk management and regulatory guidance.