M
Credit Risk Model Development Quantitative Analyst II - Consumer Portfolio (Hybrid - see job description for potential work locations)
Mt Bank
🌍 Удалённо
Middle
Полная занятость
🌐 Глобал
Продуктовая
Tech
Описание вакансии
Обязанности
•Analyze econometric model inputs and outputs
•Communicate model results to stakeholders
•Develop quantitative behavioral credit risk models
•Document model development and monitoring
•Execute models in production environment
•Monitor portfolio and model performance
•Perform time-series analysis
•Prepare and analyze loan and deposit datasets
•Run linear regression
•Run logistic regression
•Support model risk management validation exercises
•Update models using observed data
Условия
•Hybrid work arrangement
Технологии: Data Management, Econometrics, Linear Regression, Logistic Regression, Model Documentation, Model Risk Management, Model risk, Panel data, Python, R, Risk Management, SAS, SQL, SQL Server, Series analysis, Stata, Time Series, Time Series Analysis