Quantitative Risk Modeling Analyst

Huntington National Bank•Columbus, OH

1d•Onsite

About The Position

Huntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts. Duties and 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 Basic Qualifications: 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, machine learning and data mining, data visualization tools (tableau preferred) and MS Office components (Excel vlookup, pivot tables, macros) Experience may be a combination of work experience and/or study project. Preferred Qualifications: 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 Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay) Yes Workplace Type: Office Our Approach to Office Workplace Type Certain positions outside our branch network may be eligible for a flexible work arrangement. We’re combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team. 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: Visit Huntington's Career Web Site for more details. Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration. Welcome to Huntington! At Huntington, we look out for people. From reinventing banking with game-changing innovations to building an internal culture that creates lifelong bonds, together, we can make people’s lives better. And amazing things happen when we look out for each other. We prove it every day. Whether it’s helping a colleague or collaborating on a new tool that will revolutionize the way people save money, our actions can have a huge impact. Our colleagues look out for people with a Can-Do Attitude, Service Heart and Forward Thinking. Those are our values—simple but powerful. Each of them pushes us do the right thing, to do right by people. Because people are what matter. If that sounds like you, we hope you’ll apply to join our team. If you’d like to learn more about how Huntington looks out for people, visit https://www.huntington.com/lookingout We endeavor to make this site accessible to any and all users. If you would like to contact us regarding the accessibility of this site or if you require a reasonable accommodation to apply for a job or to perform the essential functions of the job, please send an email to [email protected] Reasonable Accommodations Reasonable Accommodations Various methods will be used throughout the recruitment process to verify candidate authenticity. Any interviews conducted virtually must be joined from a distraction-free environment, with the candidate on camera and without the use of virtual backgrounds. EEOC Disclaimer Know Your Rights CA Data Privacy CA Data Privacy Rights Tobacco Disclaimer Tobacco-Free Hiring Practice Note to Agency Recruiters: Huntington will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington colleagues, directly or indirectly, will be considered Huntington property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.

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, machine learning and data mining, data visualization tools (tableau preferred) and MS Office components (Excel vlookup, pivot tables, macros)
Experience may be a combination of work experience and/or study project.

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