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First Interstate Bank

Quantitative Credit Risk Model Developer

First Interstate Bank, Omaha, Nebraska, us, 68197

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A regional financial institution is seeking a Quantitative Model Developer to develop and operate credit risk models for portfolios. This role involves working with advanced statistical modeling techniques and collaborating with various stakeholders to ensure regulatory compliance. Ideal candidates have a strong background in quantitative fields such as statistics or economics, along with experience in statistical modeling. The position offers competitive compensation and promotes a collaborative work environment. #J-18808-Ljbffr