Sr. Quantitative Risk Modeling Analyst

OverviewThe Risk Analytics and Modeling team is responsible for developing, maintaining and monitoring performance for credit risk models for First Citizens Banks consumer loan portfolio, including Mortgages, Helocs, Credit cards, and Auto loans. We leverage a variety of quantitative techniques to assess risk and ensure the banks financial health.ResponsibilitiesLead the development and implementation of credit risk models for consumer loan productsConduct in-depth statistical analysis to assess model risk and performanceDevelop and maintain model documentation adhering to regulatory guidelinesContribute to the generation of reports for CCAR and CECL requirementsMentor junior team membersRemediate identified model findings and lead the development of mitigation strategies.QualificationsBachelor's Degree and 4 years of experience in Risk management, or financial analysis, or statistical modeling OR High School Diploma or GED and 8 years of experience in Risk management, or financial analysis, or statistical modeling.Preferred qualifications:Master's degree in Statistics, Mathematics, Finance, or a related field (preferred)4+ years of experience in credit risk modeling or a similar quantitative roleStrong proficiency in Python, SAS, R, and SQLSolid understanding of statistical concepts, including regression analysis, time series analysis, and risk metricsUnderstanding of consumer loan productsExcellent communication, presentation, and writing skills.Ability to manage multiple projects and meet deadlines efficiently.

#J-18808-Ljbffr