Sr. Quantitative Loss Modeler
Company: VirtualVocations
Location: Richmond
Posted on: February 17, 2025
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Job Description:
A company is looking for a CECL Loss Modeler to analyze credit
and prepayment risk and support financial planning.
Key Responsibilities
Implement models for loan loss allowance, CECL, stress testing, and
prepayment across various loan products
Maintain documentation for key processes and model components to
ensure compliance with model risk management and regulatory
requirements
Monitor performance of quantitative models and support independent
model validation efforts
Required Qualifications
7+ years of experience in quantitative modeling, development, or
implementation
Experience in PD/LGD/EAD framework is highly desired
Proficiency in SAS, R, Python, and handling large datasets
Extensive experience with various statistical and machine learning
techniques
Master's Degree in a Quantitative Field such as Statistics,
Mathematics, Economics, or Finance
Keywords: VirtualVocations, Richmond , Sr. Quantitative Loss Modeler, Other , Richmond, Virginia
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