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Senior Quantitative Analyst CECL & Credit Risk Modeling

Madison-Davis

New York, NY

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JOB DETAILS
SALARY
SKILLS
Analysis Skills, Bank Stress Testing, Business Model, Business Operations, Commercial Banking, Computer Programming, Credit Risk, Data Analysis, Data Collection, Data Modeling, Documentation, Documentation Models, Financial Risk, Model Validation, Presentation/Verbal Skills, Problem Solving Skills, Product Lifecycle, Quantitative Analysis, Risk Management, Risk Modeling, Team Player, Test Plan/Schedule, Validation Documentation
LOCATION
New York, NY
POSTED
4 days ago

Title: Senior Quantitative Analyst CECL & Credit Risk Modeling

Office Status: Hybrid New York, NY

Base Salary: $125k $165k + Bonus

ABOUT THE ROLE

This Senior Quantitative Analyst opportunity sits within the Model and Allowance Analysis team of a well-established commercial bank, focused on the development, implementation, and ongoing monitoring of credit risk models supporting CECL and stress testing frameworks. The role offers meaningful end-to-end model ownership from data assembly and quantitative analysis through model documentation, validation challenge, and stakeholder communication making it an ideal fit for a quantitatively strong analyst who combines solid credit risk modeling expertise with strong programming skills and a collaborative, intellectually curious approach to problem-solving.

RESPONSIBILITIES
  • Participate in the full lifecycle development and implementation of credit risk models for CECL purposes including development, testing, documentation, implementation, monitoring, and stakeholder communication
  • Assemble, compile, and analyze data from source systems;identify and resolve data errors and inconsistencies
  • Conduct quantitative analysis across key business areas and specific model types including credit risk, financial risk, and stress testing applications
  • Perform independent research to effectively challenge model conceptual soundness, underlying assumptions, and appropriateness of methodology
  • Collaborate with business groups to ensure quantitative models address business concerns and operational requirements
  • Provide clear written and verbal communication of research findings and analytical results to internal and external stakeholders
  • Support ad hoc data analyses and other quantitative projects as assigned

About the Company

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Madison-Davis

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