Quantitative Model Developer - Billings, MT

Only for registered members Billings, MT, United States

1 month ago

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Job Summary

The Credit Analytics Quantitative Model Developer will have experience in advanced statistical modeling, ideally with a variety of credit portfolios, and will be responsible for both the development and operation of credit risk models including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD)

and Expected Credit Loss (ECL). This position is accountable for model and assumption development and monitoring for the Allowance for Credit Losses estimation in line with the CECL standard,

as well as support for stress testing and capital planning as needed.


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