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Selby Jennings · 1 week ago

Credit Quantitative Analytics Manager

Chicago, IL

Full-time

Onsite

Senior Level

$125K/yr - $190K/yr

5+ years exp

Selby Jennings is seeking a Credit Quantitative Analytics Manager to lead credit risk management for mortgage and investment portfolios. The role involves overseeing model development, scenario analysis, stress testing, and collaborating with internal teams and external stakeholders to ensure compliance and drive innovation.

BankingEmploymentRecruiting

Hiring Manager

Nancy Sluggett

Responsibilities

Manage credit risk models (prepayment, default, loss) and performance monitoring

Conduct scenario analysis, stress testing, and portfolio risk assessments

Perform credit reviews and support regulatory compliance

Drive process improvements using data analytics and automation

Partner with cross-functional teams to deliver actionable insights

Qualification

Credit risk modelingStatistical modelingSQLPythonCFA/FRMRBI toolsAnalytical skillsProblem-solving skillsCommunication skills

Required

Bachelor's in Finance, Economics, Math, or related field; Master's preferred

5+ years in finance, analytics, or modeling; 2+ years leadership experience

Expertise in mortgage industry, credit risk, and statistical modeling

Proficiency in SQL, Python, R, and BI tools (Tableau, Alteryx)

Strong analytical, problem-solving, and communication skills

Preferred

Master's

CFA/FRM

Company

Selby Jennings

Glassdoor3.4

Global recruitment firm specialising in Banking

Founded in 2004

New York, New York, USA

1001-5000 employees

http://www.selbyjennings.com/

Funding

Current Stage

Late Stage

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