Senior Statistical Modeling Analyst

Job Summary

To support the development and management of credit risk modeling, the full-time Senior Statistical Modeling Analyst will independently create and calibrate statistical models for loan and deposit originations, account management, and stress testing in a remote environment.

Key responsibilities

• Develop, calibrate, and document statistical models such as Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) for various credit decision use cases
• Research and implement enhancements to existing models to improve accuracy and collaborate with stakeholders to interpret model results and generate actionable insights
• Manage data requests, conduct performance testing, and deliver reports on modeling results, including impacts on originations and risk management strategies

Required qualifications

• Master's degree or foreign equivalent in a quantitative discipline such as statistics, math, finance, or economics
• Minimum 3 years of experience in statistical modeling, specifically in credit risk modeling for various loan products
• Strong knowledge of statistical modeling concepts, including logistic regression and time series methodologies
• Proficiency in statistical analytical packages such as SAS, Python, SQL, and R
• Experience with capital planning and stress testing, including familiarity with CCAR and DFAST regulations preferred