The Huntington National Bank is hiring a Quantitative Risk Modeling Analyst Sr to join our Corporate Risk Management division. You will provide quantitative support to manage risks across Huntington’s balance sheet, developing models and providing cross-functional statistical analysis.
What You'll Do
- Develop quantitative and predictive models to analyze risk management activities, including credit, legal, strategic, and reputational risk.
- Conduct origination scorecard modeling with reject inferencing, develop model usage strategy and analytics, and perform fair lending analyses.
- Build models and techniques to forecast credit losses for the commercial and consumer lending portfolio.
- Gather and process data for model development, including portfolio characteristics and economic variables.
- Develop models using SAS and Python, documenting the process to meet governance and regulatory standards.
- Shepherd developed models through independent model validation.
- Interact with the line of business and subject matter experts to gather model requirements and data needs.
- Test model implementation for accuracy and work to remedy any issues.
- Mentor junior modelers within the Corporate Risk Management division.
What We're Looking For
- Master's Degree in Mathematics, Statistics, Economics, or a related quantitative field.
- Two (2) years of model development experience in current expected credit loss (CECL), comprehensive capital analysis and review (CCAR), or Origination Scorecard credit modeling.
- Experience using statistical programming languages such as SAS.
- Experience in all stages of the model lifecycle, including data cleaning, analysis, model fitting, implementation, and ongoing monitoring.
- Experience applying econometric modeling techniques, including Through-the-Cycle and Point-in-Time design, and model types such as Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
- Experience analyzing loan cash flows and repayment structures (e.g., amortization, balloon loans, draw periods, fixed vs. variable rate).
- Note: Huntington will not hire any candidate who uses tobacco or any nicotine product.
Technical Stack
- SAS
- Python
Team & Environment
You will join the Corporate Risk Management division, where you will contribute to quantitative risk analysis and mentor junior team members.
Work Mode
This position offers a hybrid work arrangement and is located in Columbus, OH.
Huntington is an Equal Opportunity Employer.
