Hybrid Quantitative Risk Modeler

Huntington Bancshares, Inc.; Charlotte (NC); On-site; USD 90,000 - 140,000; Full time

Job summary

Huntington Bancshares, Inc. in Charlotte, NC, is seeking Quantitative Risk Modeling Analysts to develop consumer and commercial credit, PPNR, loan origination and portfolio management models; analyze portfolio performance; monitor existing models and report results.

The role requires a Master’s degree in a quantitative field and 1+ years of experience with SQL, SAS, R and Python, plus ML and data mining. PhD and CCAR/CECL knowledge are preferred.

Qualifications

• Master’s degree in quantitative field (mathematics, statistics, economics, engineering, finance, physics).
• 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 preferred) and MS Excel.

Responsibilities

• Develop consumer and/or commercial credit, PPNR, loan origination and portfolio management models.
• Analyze credit portfolio performance data and conduct ongoing model monitoring.
• Analyze and report monitoring results and complete ad-hoc analytics.
• Collaborate with teams across governance, audit/compliance and validation projects.
• Research new modeling methodologies and techniques and work with deadlines.

Skills

Analytical thinking

Communication skills

Independent work

Education

Master’s degree in quantitative field

PhD in quantitative field

Tools

SQL

SAS

R

Python

Tableau

Excel

Job description

Huntington Bancshares, Inc. in Charlotte, NC, is seeking Quantitative Risk Modeling Analysts to develop consumer and commercial credit, PPNR, loan origination and portfolio management models; analyze portfolio performance; monitor existing models and report results.

The role requires a Master’s degree in a quantitative field and 1+ years of experience with SQL, SAS, R and Python, plus ML and data mining. PhD and CCAR/CECL knowledge are preferred.