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Huntington National Bank · 9 hours ago

Quantitative Risk Modeling Analyst

Columbus, OH

Full-time

Hybrid

Entry Level

1+ years exp

Huntington National Bank is looking for qualified candidates to become Quantitative Risk Modeling Analysts. The role involves the development of credit models, analysis of credit portfolio performance data, and conducting ongoing monitoring of existing models.

Asset ManagementFinanceFinancial Services

No H1B

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

Qualification

Statistical modelingSQLPythonMachine learningSASData visualizationCCAR/DFAST knowledgeLoan origination modelingAnalytical skillsMS Office proficiencyEconomic concepts understandingRisk concepts understandingMultitasking abilityCommunication skills

Required

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