Hybrid Quantitative Risk Modeling Analyst

Huntington-Bank

Columbus (OH)

Hybrid

USD 90,000 - 130,000

Full time

2 days ago

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Job summary

Huntington is seeking a Quantitative Risk Modeling Analyst to develop and monitor credit, PPNR, loan origination and portfolio models. The role involves analyzing portfolio performance data, conducting ongoing monitoring, and reporting results.

You will research new methodologies and collaborate with governance, audit, and validation teams to ensure model integrity. The ideal candidate has a master's or PhD in a quantitative field, strong skills in SQL/SAS/R/Python, experience with data

Qualifications

Masters or PhD in a quantitative field with strong coursework in statistics/finance.
Experience in statistical modeling and data mining using SQL, SAS, R, and Python.
Familiarity with CCAR/DFAST and CECL concepts.
Strong analytical and communication skills; ability to work under deadlines.
Experience with data visualization tools and MS Office is preferred.

Responsibilities

Develop consumer and/or commercial credit, PPNR, loan origination and portfolio management models.
Analyze credit portfolio performance data and monitor existing models.
Prepare ongoing monitoring reports and ad-hoc analytics.
Collaborate with governance, audit/compliance and validation teams.
Conduct research on new modeling methodologies and techniques.