Quantitative Manager, Credit Risk
Fifth Third Bank
PythonSQLVBA
Job Level
Mid-LevelSenior
Tech Stack
PythonSQL
About the role
- Explore large and complex datasets to uncover patterns and gain insights into credit risk behaviour
- Develop, enhance and maintain models that support credit decisions, capital adequacy and pricing strategies
- Participate in regulatory and internal model development projects, collaborating with experienced quants and credit risk experts
- Present analysis and findings to internal stakeholders in risk, business and credit functions
- Help ensure models are used effectively by supporting their implementation in production and contributing to documentation and governance processes
Requirements
- Have a genuine curiosity for data, modelling and credit risk, and a drive to understand and improve processes
- Are structured and solutions-oriented, with a mindset focused on continuous improvement
- Enjoy quantitative problem solving and are comfortable handling and analysing large and complex datasets
- Are a team player who thrives in a collaborative environment and values knowledge sharing
- Communicate clearly and can convey technical topics to various stakeholders
- Are responsible, reliable and willing to speak up and challenge when needed
- A Master’s degree within a quantitative field, including but not limited to statistics, mathematics, finance, economics or engineering
- Hands-on experience working with data, analysis and modelling
- Knowledge of Python. Experience with other languages such as SAS and SQL is an advantage
- Knowledge in credit risk modelling (e.g., PD, LGD and EAD) is an advantage
- Knowledge in credit risk related legislation and supervisory guidelines (e.g., CRR and CRD) is an advantage
- Strong communication skills in English, both spoken and written; knowledge of Swedish is an advantage
