Credit Modeling Quantitative Expert

Company: VirtualVocations
Location: Arvada
Posted on: November 14, 2024

Job Description:

A company is looking for a Credit Modeling Quantitative Expert to develop and manage quantitative credit risk models.



Key Responsibilities:

Lead the development of quantitative models for credit risk, including loan delinquency and default models
Analyze large datasets to specify and estimate econometric models for understanding customer behavior
Provide guidance and mentorship to less experienced analysts and collaborate with various departments for model validation



Required Qualifications, Training, and Education:

Bachelor's degree with a minimum of 6 years of quantitative behavioral modeling experience, or 10 years of combined education/work experience
Minimum of 6 years' experience with statistical software packages (SAS, Python, Stata, R)
Minimum of 6 years' experience with data management environments, such as SQL Server Management Studio
Master's degree or Doctorate in statistics, economics, finance, or related field preferred
Experience with model risk management and validation, including familiarity with SR-11-7 guidance

Keywords: VirtualVocations, Thornton , Credit Modeling Quantitative Expert, Other , Arvada, Colorado