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Huntington National Bank is seeking qualified candidates for the role of Quantitative Risk Modeling Analyst. The position focuses on building and validating credit, PPNR, origination, and portfolio models, with emphasis on data-driven decisions and risk governance.
The team analyzes portfolio performance, monitors models, and delivers ad-hoc analytics while collaborating across departments. Candidates should have a strong quantitative background and programming skills in SQL, SAS, R, and Python.
This employer will not sponsor applicants for the following work visas: F-1 student, H-1B worker, O-1 worker, TN worker, E-3 worker. Applicants must be currently authorized to work in the United States on a full-time basis.
Huntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts.
(Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Office
Certain positions outside our branch network may be eligible for a flexible work arrangement. We’re combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Huntington will not sponsor applicants for this position for immigration benefits, including but not limited to assisting with obtaining work permission for F-1 students, H-1B professionals, O-1 workers, TN workers, E-3 workers, among other immigration statuses. Applicants must be currently authorized to work in the United States on a full-time basis.
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.