Quantitative Risk Modeling Analyst II
Frost(2 months ago)
About this role
A Quantitative Risk Modeling Analyst II at Frost applies quantitative expertise to support risk assessment and decision-making across the bank. The role contributes to Frost’s mission of providing secure financial services as part of an integrity-driven team within a large regional bank. It typically requires advanced graduate-level education in a quantitative field.
Required Skills
- Data Analytics
- Statistical Modeling
- Machine Learning
- SQL
- SAS
- R
- Python
- Excel
- Documentation
- Communication
+1 more
Qualifications
- Master's Degree in Quantitative Field (Mathematics, Statistics, Economics, Actuarial Science)
- PhD in Quantitative Field
About Frost
frostbank.comFrom personal and business banking to investments and insurance, get everything you need from the Texas bank you know. Learn more about our financial products and services or open a bank account online with us today.
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