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.