Quantitative Model Development Analyst - Credit Modeling

What you’d do

Develop and implement expected loss forecasting models for Commercial Real Estate and Small Business portfolios, ensuring compliance with CECL, CCAR and other regulatory requirements. Full time role collaborating with credit portfolio risk, finance, validation and audit teams. Found on the employer's careers page on Oct 17, 2026. Apply through the link.

You’ll need

• Bachelor's in a quantitative field
• 5+ years relevant experience
• Credit risk management knowledge
• Banking regulation and stress testing knowledge
• CECL and CCAR familiarity