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This Bank has over $2 trillion in assets and is seeing continuous growth. They are looking for candidates with strong statistical or economic modeling background who is comfortable using R, Python or Matlab to develop models. The candidates will be responsible for developing and implementing models wholesale credit loss forecasting and macroeconomic simulation models. This role will give you the opportunity to collaborate with senior Ph.D. and present your observations to senior leadership so strong communication skills are necessary as well. Candidates who are interested should apply below.
Graduate degree in quantitative field
Minimum of 1 year of credit risk analytics or modeling experience
Extensive knowledge of Python, R or Matlab
PhD in quantitative field
At least 3 years of quantitative modeling experience
Experience developing models for CRE and C&I
Knowledge of CECL
Internal Number: 2808153
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