Hybrid AVP, Financial Modeling — Credit Risk Analytics

Wintrust Financial Corp; Chicago (IL); Ibrido; USD 98.000 - 137.000; Tempo pieno

Descrizione del lavoro

Wintrust Financial Corp. is seeking an AVP, Financial Modeling in Rosemont, IL. This hybrid role requires in-office presence once a week and focuses on building quantitative models for credit and market risk, with rigorous documentation and validation processes.

The successful candidate will hold a master's degree with at least two years of relevant experience in risk modeling, leveraging Python, SQL, and VBA to support CCAR, DFAST, CECL, and related regulatory needs.

Competenze

• Master's degree in Mathematics, Economics, Data Science, Operations Research, Statistics or related field plus 2 years of experience.

Mansioni

• Develop quantitative/econometrics models for credit risk and market risk.
• Ensure end-to-end model development: assess requests, discuss with business, prioritize, develop and document.
• Provide evidence on statistical assumptions and discuss modelling concepts clearly.

Conoscenze

Python

SQL

VBA

Credit risk methodologies

CCAR

DFAST

CECL

Statistical modeling

Formazione

Master's degree

Strumenti

Python

SQL

VBA

Descrizione del lavoro

Wintrust Financial Corp. is seeking an AVP, Financial Modeling in Rosemont, IL. This hybrid role requires in-office presence once a week and focuses on building quantitative models for credit and market risk, with rigorous documentation and validation processes.

The successful candidate will hold a master's degree with at least two years of relevant experience in risk modeling, leveraging Python, SQL, and VBA to support CCAR, DFAST, CECL, and related regulatory needs.