Quantitative Risk Modeling Analyst

Huntington National Bank • Columbus, OH

1d • Onsite

About The Position

This employer will not sponsor applicants for the following work visas: F-1 student, H-1B worker, O-1 worker, TN worker, E-3 worker. Applicants must be currently authorized to work in the United States on a full-time basis. This role will be onsite at our Gateway office in Columbus, OH or our Charlotte office in Charlotte, NC. Summary: The role is responsible for overseeing the implementation of CCAR, CECL, and BAU models as well as other non-modeled methodologies. The models and methodologies in scope cover the Retail, Commercial, and Securities portfolios. Role expectations include working and developing relationships across functional areas such as BSM, Lines of Business, and MRM.

Requirements

• Master’s degree in quantitative field (mathematics, statistics, economics, engineering, finance physics, computer science)
• Strong programming skills, including SAS, SQL, Python/PySpark, Bash
• Experience with version control systems, e.g., Git, Azure DevOps
• Experience with data platforms, including Oracle, MS SQL Server, Snowflake

Nice To Haves

• Strong written and oral communication skills
• Technically minded problem solver with an eye towards creating/developing automated processes
• Experience building statistical or machine learning models
• Proficiency with economic and financial concepts
• Strong organizational skills and ability to manage multiple priorities independently
• Commitment to operational excellence and quality execution
• Understanding of model risk management frameworks
• Experience with distributed processing platforms such as Hadoop
• Experience with the software development life cycle
• Experience with large data and creating efficient data tables

Responsibilities

• Lead end-to-end implementation efforts for assigned models with a focus on developing modular and efficient code
• Engage model developers to understand and implement required model functionality
• Write, maintain, and enhance implementation documentation
• Collaborate with MRM on validations and address any identified findings
• Execute CCAR and Mid-Year stress testing runs

What This Job Offers

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