Quantitative Model Developer
First Interstate BancSystem(1 month ago)
About this role
The Credit Analytics Quantitative Model Developer develops and maintains credit risk models including PD, LGD, EAD, and ECL to support CECL-compliant allowances and related risk management activities. As an expert resource in credit risk modeling, the role collaborates with risk management, business units, external auditors, and regulators. The position can be located in Bend, OR; Boise, ID; Omaha, NE; Sioux Falls, SD; or Billings, MT.
Required Skills
- Statistical Modeling
- Credit Risk
- PD
- LGD
- EAD
- ECL
- Backtesting
- Stress Testing
- Macroeconomics
- Data Governance
+7 more
Qualifications
- BS in Quantitative Field
- MS in Statistics, Mathematics, Physics, Economics or related field preferred
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