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Leading American Financial Institution is seeking a quantitative analyst with experience in credit risk modeling/analytics and CECL to join it's CECL focused modeling team. The ideal person is hands-on in quantitative finance, risk management, model development & stress testing with a passion for cutting edge financial technology, platforms, and processes. The ideal person is highly motivated, detailed orientated, with great communication skills and a desire to work at one of the most well-known organizations in finance today.
-Conduct data analysis and use various modeling tools to evaluate credit risk models
-Research conceptual sounds of models via quantitative and qualitative methods
-Develop and implement complex financial and statistical models in the CECL model framework
-Perform ad hoc statistical/econometric analysis as required
-2 to 10 years experience in credit risk modeling, risk modeling, or regulatory stress testing
-Experiencing with CECL based regulatory models
-Programming expertise in R, SAS, Matlab, or Python