Quantitative Risk Modeling Analyst

Huntington National Bank • Columbus, OH

1d • Hybrid

About The Position

Huntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts. This role involves the development and analysis of various credit models, ongoing monitoring of existing models, and supporting governance and validation projects. The analyst will also conduct ad-hoc analytics and complete other assigned duties.

Requirements

• Master’s degree in quantitative field (mathematics, statistics, economics, engineering, finance, physics)
• 1+ years of experience in statistical modeling using SQL, SAS, R and Python that may be a combination of work experience and/or study project.
• 1+ years of experience in machine learning and data mining
• 1+ years of experience with data visualization tools (Tableau is preferred) and MS Office components (Excel vlookup, pivot tables, macros)

Nice To Haves

• PhD in quantitative field
• Knowledge of CCAR/DFAST and CECL concepts and frameworks
• Knowledge of loss forecasting, loan origination and portfolio management modeling concepts and methodologies (PD, LGD, EAD)
• Demonstrated strong analytical skills
• Demonstrated experience and competence in programming using SQL, SAS, R, and Python
• Strong communication skills
• Proficiency in MS Office products
• Fundamental understanding of economic concepts
• Passion and drive to operational excellence and quality delivery
• Fundamental understanding of risk concept and framework
• Ability to multitask and work efficiently

Responsibilities

• Development of consumer and/or commercial credit, PPNR, loan origination and portfolio management models
• Analysis of credit portfolio performance data
• Conducting ongoing monitoring of existing models
• Analysis and reporting of ongoing monitoring results
• Ability to work independently on projects with strict deadlines
• Researching new modeling methodologies and techniques
• Working with various teams within the firm to support governance, audit/compliance and validation projects related to the developed models
• Completes analysis of credit portfolio performance data
• Completes ad-Hoc analytics
• Performs other duties as assigned

Benefits

• Huntington will not sponsor applicants for this position for immigration benefits, including but not limited to assisting with obtaining work permission for F-1 students, H-1B professionals, O-1 workers, TN workers, E-3 workers, among other immigration statuses.
• Applicants must be currently authorized to work in the United States on a full-time basis.
• Huntington is an Equal Opportunity Employer.
• Tobacco-Free Hiring Practice

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level