Fifth Third Bank

Quantitative Manager, Credit Risk

Fifth Third Bank

full-time

Posted on:

Origin:  • 🇺🇸 United States • Ohio

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Salary

💰 $94,500 - $203,200 per year

Job Level

SeniorLead

Tech Stack

PythonSQLVBA

About the role

  • Lead the development, enhancement, and validation of quantitative models for commercial credit risk, including PD, LGD, EAD, and internal risk ratings
  • Provide technical support across Risk and Finance divisions including data sourcing, model implementation, and performance monitoring
  • Collaborate with business lines to understand analytical needs and deliver actionable insights
  • Conduct back-testing and performance analysis to ensure model accuracy and regulatory compliance
  • Respond to ad-hoc requests and support business-driven analytics initiatives
  • Document model development and ensure alignment with regulatory expectations and internal governance standards
  • Serve as a technical expert and lead products, processes, or projects within the infrastructure area and advise on significant business decisions
  • Drive business plans, refine processes, and manage projects to improve efficiency and model performance
  • Manage risk by adhering to policies and procedures, elevating concerns, and ensuring actions align with the Bank’s risk appetite and customer/stakeholder experience

Requirements

  • Advanced degree in quantitative analytics, statistics, economics, engineering, or a related field
  • 8–10 years of experience in statistical/econometric modeling, data analytics, and database management
  • Proficiency in Python, SAS, SQL, VBA, and Business Objects
  • Strong understanding of credit risk modeling frameworks, including Basel II, scorecard development, and portfolio management concepts
  • Excellent verbal and written communication skills
  • Strong analytical and problem-solving skills
  • Ability to work collaboratively in cross-functional teams and manage multiple priorities
  • Experience with Microsoft Office Suite (Word, Excel, PowerPoint, Outlook)
  • Familiarity with commercial lending products and regulatory requirements is a plus