Quantitative Risk Modeling Analyst

Huntington National Bank•Columbus, OH

2d•Hybrid

About The Position

Huntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts. This role involves the development, analysis, and monitoring of various financial models, including consumer and commercial credit, PPNR, loan origination, and portfolio management models. The analyst will also be responsible for analyzing credit portfolio performance data, reporting on model monitoring results, and supporting governance, audit, and validation projects. The position requires the ability to work independently on projects with strict deadlines and to research new modeling methodologies.

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