CECL Quantitative Modeling Manager at Fifth Third Bancorp in Cincinnati, OH

• This person will provide quantitative support throughout the Risk division. This will include leading the development, implementation, documentation and monitoring of quantitative models including those used for expected credit loss estimation, and related components such as PD, LGD, EAD, prepayment, etc.
• Provide ongoing support for the development, implementation and validation of quantitative and statistical models and tools as well as back testing models to support respective LOBs.
• Will also have responsibility for ad-hoc reporting requests for quantitative modeling and ACL estimation.

SUPERVISORY RESPONSIBILITIES:

• May manage a team, product or process within a specific quantitative area, or serve as a technical expert without management responsibilities. Considered a key advisor on significant business/product decisions.

MINIMUM KNOWLEDGE SKILLS, AND ABILITIES REQUIRED:

• Advanced degree in quantitative analytics, economics, finance, statistics, mathematics, engineering, or a related area.
• Minimum 8-10 years’ experience in statistical/econometric modeling
• Experience with programming languages commonly used for quantitative modeling, such as SAS, R, Python or Matlab is required.
• Hands-on experience with machine-learning and artificial intelligence approaches is preferred.
• Database experience using SQL-based databases.
• Strong analytical, verbal and written communication skills.
• Ability to present a professional image.
• Ability to work in a team environment, to multi-task and be fl