Senior Quant Analyst - Loss Forecasting & Portfolio Risk

Jobtailor; Kentucky; On-site; USD 90,000 - 150,000; Full time

Benefits offered by this job

Competitive compensation

Professional development

Job summary

Jobtailor in Kentucky seeks a quantitative financial modeller to design and implement complex models for loss forecasting, stress testing, and portfolio optimization. You will lead initiatives, collaborate with stakeholders, and develop pricing, profitability, and strategy tools using Python/R.

The role emphasizes regulatory compliance, data environments, and communicating results to senior management, with opportunities to advance in risk and analytics capabilities.

Qualifications

• Bachelor's degree in physics, mathematics, statistics, economics, or another quantitative discipline.
• Master's degree in a related quantitative discipline is also listed.
• 3–5 years of experience in a financial institution or consulting organization.
• 6–8 years of experience in a financial institution or consulting organization is listed.
• Experience programming in Python or R.
• Experience programming in SQL, SAS, Java, C+, C++, or Julia.
• Extensive subject matter expertise may relax experience requirements in operational risk, market risk, machine learning, artificial intelligence, stress testing, or third-party vendor models.
• CFA Charterholder certification from the CFA Institute or pursuit thereof
• Financial Risk Manager (FRM) certification from GARP or pursuit thereof preferred
• Ability to establish effective working relationships and participate in problem-solving and decision-making
• Ability to present ideas and information clearly and concisely
• Ability to actively listen and facilitate information exchange
• Ability to plan work, track progress, and use time and information effectively
• Ability to make sound decisions using analytical judgment
• Ability to comply with company policies, procedures, and federal/state regulations

Responsibilities

• Design, develop, implement, maintain, and execute complex financial models for loss forecasting, scenario and stress testing, originations and collections, pricing, and portfolio optimization
• Manage and contribute to large projects supporting complex financial models across the loan and deposit product lifecycle
• Develop quantitative tools for pricing, profitability, and product strategy
• Act as an individual contributor and lead working groups
• Use Python or R for data consumption, aggregation, analysis, and model development
• Use Power BI to develop portfolio analytics and communicate with business and operations partners
• Identify partner needs and develop requirements
• Work with Model Owners to satisfy independent reviewers, auditors, validators, and regulators
• Research, design, and implement new financial products and portfolio strategies
• Evaluate model output and articulate results to stakeholders and senior management
• Develop data environments supporting quantitative activities
• Review academic and industry research, present summaries, and suggest practical applications
• Ensure compliance with company policies and federal/state regulations

Skills

Financial Modeling

Problem-Solving

Decision-Making

Active Listening

Relationship Building

Education

Bachelor's degree in quantitative discipline

Master's degree in related quantitative discipline

Tools

Python Programming

R Programming

SQL

SAS

Java

C+

C++

Julia

Power BI

Quantitative Tools

Job description

Jobtailor in Kentucky seeks a quantitative financial modeller to design and implement complex models for loss forecasting, stress testing, and portfolio optimization. You will lead initiatives, collaborate with stakeholders, and develop pricing, profitability, and strategy tools using Python/R.

The role emphasizes regulatory compliance, data environments, and communicating results to senior management, with opportunities to advance in risk and analytics capabilities.