We are looking for a strategic and results-driven quantitative leader to lead partnering with technology and lead automation initiatives within the Credit Risk Model Operations and Strategy team, as part of the Model Development and Decision Science (MDDS) organization. This role will focus on redesigning and optimizing key processes across the model lifecycle—including implementation, production, and performance monitoring—as we migrate from SAS to Azure Databricks and Python. The models support loan portfolio stress testing (CCAR), the allowance for credit losses (ACL / CECL), counterparty risk, and commercial risk rating scorecards. The ideal candidate will have hands-on experience in system design, a strong foundation in data science, and proficiency in quantitative programming languages.
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
Job Type
Full-time
Career Level
Senior