
Quantitative Risk Modeling Analyst
- Columbus, OH
- Permanent
- Full-time
- Lead end-to-end implementation efforts for assigned models with a focus on developing modular and efficient code
- Engage model developers to understand and implement required model functionality
- Write, maintain, and enhance implementation documentation
- Collaborate with MRM on validations and address any identified findings
- Execute CCAR and Mid-Year stress testing runs
- Master's degree in quantitative field ( computer science- preferred )
- 1+ years of experience in statistical modeling using SQL, SAS, R and Python that may be a combination of work experience and/or study project.
- 1+ years of experience in machine learning and data mining
- 1+ years of experience with data visualization tools (Tableau is preferred) and MS Office components (Excel vlookup, pivot tables, macros)
- Experience with distributed processing platforms such as Hadoop
- Experience with the software development life cycle
- Strong written and oral communication skills
- Technically minded problem solver with an eye towards creating/developing automated processes
- Strong programming skills, including SAS, SQL, Python/PySpark, Bash
- Experience with version control systems, e.g., Git, Azure DevOps
- Experience with data platforms, including Oracle, MS SQL Server, Snowflake
- Experience with large data and creating efficient data tables