Selby Jennings
Quantitative Credit Risk Analyst (Chicago)
Selby Jennings, Chicago, Illinois, United States, 60290
Role Overview
Develop and maintain credit risk models, perform data analysis, and support underwriting standards for financial institutions. Ensure compliance with regulatory requirements and deliver actionable insights to stakeholders.
Key Responsibilities
Build and enhance risk models using R/Python for measurement, stress testing, and scenario analysis. Analyze large-scale financial data using cloud platforms (e.g., Databricks). Conduct statistical analysis, portfolio diagnostics, and predictive modeling. Automate recurring analytics and reporting; create dashboards for senior stakeholders. Monitor model performance and recommend recalibration. Perform credit analysis, risk ratings, and recommend credit terms. Prepare reports and presentations; contribute to policy updates and process improvements.
Qualifications
Degree in Mathematics, Statistics, Finance, or related field. 1-4 years in credit risk, banking, or underwriting. Strong quantitative/statistical skills; proficiency in R, SQL, and Excel (VBA a plus). Familiarity with financial data platforms and regulatory standards. Excellent communication, attention to detail, and ability to work independently or in teams.
Develop and maintain credit risk models, perform data analysis, and support underwriting standards for financial institutions. Ensure compliance with regulatory requirements and deliver actionable insights to stakeholders.
Key Responsibilities
Build and enhance risk models using R/Python for measurement, stress testing, and scenario analysis. Analyze large-scale financial data using cloud platforms (e.g., Databricks). Conduct statistical analysis, portfolio diagnostics, and predictive modeling. Automate recurring analytics and reporting; create dashboards for senior stakeholders. Monitor model performance and recommend recalibration. Perform credit analysis, risk ratings, and recommend credit terms. Prepare reports and presentations; contribute to policy updates and process improvements.
Qualifications
Degree in Mathematics, Statistics, Finance, or related field. 1-4 years in credit risk, banking, or underwriting. Strong quantitative/statistical skills; proficiency in R, SQL, and Excel (VBA a plus). Familiarity with financial data platforms and regulatory standards. Excellent communication, attention to detail, and ability to work independently or in teams.