Quantitative Risk Modeling Analyst

Huntington Bancshares
Columbus, Charlotte
Workplace: HybridFull timeFunction: Capital Markets, Trading & QuantEducation: mastersSkills: ["Independent work","Strong analytical skills","Strong communication","Multitasking","Operational excellence"]

Build and maintain quantitative credit risk models used for consumer and commercial portfolios, including PPNR, loan origination, and portfolio management. Analyze credit portfolio performance data, monitor existing models, and report ongoing monitoring results. Apply statistical modeling and machine learning techniques to research improved methodologies, while partnering with teams across governance, audit/compliance, and validation. Work independently against strict deadlines and deliver ad-hoc analytics.

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Huntington Bancshares
Huntington Bancshares
5 hours ago

Quantitative Risk Modeling Analyst

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Last checked: 5 hours agoStatus: Live

Job Summary

Build and maintain quantitative credit risk models used for consumer and commercial portfolios, including PPNR, loan origination, and portfolio management. Analyze credit portfolio performance data, monitor existing models, and report ongoing monitoring results. Apply statistical modeling and machine learning techniques to research improved methodologies, while partnering with teams across governance, audit/compliance, and validation. Work independently against strict deadlines and deliver ad-hoc analytics.
Location: Columbus, Charlotte
Workplace: Hybrid
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Mid level

Key Responsibilities

  • •Develop credit risk models for consumer and/or commercial portfolios, including PPNR, loan origination, and portfolio management models.
  • •Analyze credit portfolio performance data and complete ad-hoc analytics.
  • •Conduct ongoing monitoring of existing models and analyze/report monitoring results.
  • •Research new modeling methodologies and techniques to improve model development.
  • •Collaborate with internal teams to support governance, audit/compliance, and validation for developed models.

Key Requirements

  • •Master’s degree in a quantitative field (mathematics, statistics, economics, engineering, finance, physics).
  • •1+ years of experience in statistical modeling using SQL, SAS, R, and Python (work and/or study).
  • •1+ years of experience in machine learning and data mining.
  • •1+ years of experience with data visualization tools (Tableau preferred) and MS Office (Excel vlookup, pivot tables, macros).
  • •PhD (preferred) or demonstrated strong analytical skills and communication.
Experience:Credit riskMachine learningData mining
Education:Master's
Skills:Independent workStrong analytical skillsStrong communicationMultitaskingOperational excellence
Tech Stack:SQLSASRPythonTableauMS OfficeExcelVlookupPivot tablesMacros

Eligibility

Work Authorization:Authorization required. Sponsorship not provided.

Company Brief

Huntington Bancshares
Regional bank holding company providing commercial and consumer banking, payments, wealth management, and lending services across the Midwestern and select other U.S. markets. It serves individuals, small businesses, and corporate clients through branches and digital channels.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Columbus, United States
Founded: 1866
WebsiteLinkedIn