Quantitative Analyst II - Model Risk Management

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General Function

Responsible for following established guidelines and identifying and resolving problems. Individual at this level is expected to use some independence of thought but to refer more complex problems to supervisors or other experts. Individual would be expected to contribute to work flow or process change and redesign, and to form a strong basic understanding of the specifies product or process. May also be accountable for regular reporting or process administration as owner.

Essential Duties And Responsibilities

• Provide quantitative support throughout the Risk and Treasury divisions. This will include the implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital
• Provide ongoing support to the development and implementation of quantitative and statistical models. Developing, maintaining, and back testing models to support respective LOBs. Also will have responsibility for ad-hoc reporting requests for quantitative modeling.
• Responsible and accountable for risk by openly exchanging ideas and opinions, elevating concerns, and personally following policies and procedures as defined. Accountable for always doing the right thing for customers and colleagues, and ensures that actions and behaviors drive a positive customer experience. While operating within the Bank's risk appetite, achieves results by consistently identifying, assessing, managing, monitoring, and reporting risks of all types.
  
  
  

Supervisory Responsibilities

Will not have management role

Minimum Knowledge, Skills And Abilities Required

• Bachelor's college degree (Master’s degree strongly preferred) in quantitative analytics, economics, statistics, engineering or a related area.
• 3 years prior work experience
• Deep knowledge in statistical modeling such as linear regression, logistic regression, time series.
• Knowledge in machine learning model development and post model evaluation of ML model is preferred
• Strong programming skills including SAS and Python
• Strong verbal and written communication skills.
• Strong analytical skills.
• Ability to present a professional image.
• Ability to work in a team environment.
• Ability to multi-task and to be flexible.
  
  
  

Quantitative Analyst II - Model Risk Management

Total Base Pay Range 69,800.00 - 143,100.00 USD Annual

LOCATION -- Virtual, Ohio 00000

Fifth Third Bank, National Association is proud to have an engaged and inclusive culture and to promote and ensure equal employment opportunity in all employment decisions regardless of race, color, gender, national origin, religion, age, disability, sexual orientation, gender identity, military status, veteran status or any other legally protected status.