Confidential
Quantitative Analyst, NorthwestBank, Pittsburgh, PA. Dev, impl., maintain & execute complex
financial models for loss forecast., scenario & stress test, origin. & collec., pricing, & portfolio
optim. for retail, consumer, & commercial assets. Research, design, & implement new fin. prod.
& portfolio strategies related to deposits & retail & comer. loans. Use Python or R for data
consumption, aggregation, analysis, & dev models. Utilize Power BI to dev. portfolio analytics
for stress test. Work with Model Owners & satisfy indep. reviewers, auditors, validators, &
regulators. Review acad. & ind. research, present summaries to leaders, & dev practical apps.
Masters Computational Finance & Risk Management, Statistics or related. 3 months acad. or prof.
exp. (PT accepted), obtained at any time, with aggreg. of financial or loan data utilizing SQL &
Python, develop & implement machine learning & loss forecasting models using logistic
regression & decision tree methods; measure model accuracy using AUC & confusion matrices.
Ability to use R, Power BI or Tableau & recom. improvements. Elizabeth Komm, Northwest Bank,
375 Essjay Rd., Ste 100, Williamsville, NY 14221.
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