3 Sr. Manager, Quantitative Analysis - Mortgage (Cleveland, OH) Jobs in Cleveland, OH

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Sr. Manager, Quantitative Analysis - Mortgage (Cleveland, OH)

CeDent

Cleveland, OH | Full Time

$71k-113k (estimate)

2 Months Ago

Quantitative Analytics / Analysis Manager (Remote) (Cleveland, OH; Jersey City, NJ)

CeDent

Cleveland, OH | Full Time

$106k-133k (estimate)

2 Months Ago

Sr. Manager, Quantitative Analytics- Treasury

KeyBank

Cleveland, OH | Full Time

$133k-167k (estimate)

2 Months Ago

Sr. Manager, Quantitative Analysis - Mortgage (Cleveland, OH)

CeDent Cleveland, OH

$71k-113k (estimate)

Full Time 2 Months Ago

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CeDent is Hiring a Sr. Manager, Quantitative Analysis - Mortgage (Cleveland, OH) Near Cleveland, OH

Essential Job Functions
Reporting to the Head of Credit Modeling and Strategic Analytics, the primary responsibilities of the Sr Manager will include:

Leading the development of the Credit Loss Forecasting models, including supporting the implementation of modeling and analytical methodologies
Coordinating analysis and responses to Internal Model Risk Validation and External Auditors from the Federal Reserve and the OCC
Working closely with the Finance Management team as well as other critical stakeholders to shape and prioritize the modeling and analytical work efforts and plans
Providing advice and recommendations to business leaders within the company to ensure the highest standards of practice, including the incorporation of credit loss forecasts into the ongoing evaluation of risk
Performing complex quantitative and thoughtful qualitative assessments on all aspects of models including theoretical decisions, model design and implementation as well as data quality and integrity
Building and leading a team, providing professional guidance to highly skilled workforce, and establishing plans and development goals to promote growth and success of the team and individuals

NEEDED

5 years of risk modeling and analytics experience (Python, SAS, R) 2. Industry knowledge in Home lending within financial services 3. PhD or MS in quantitative field: finance, econometrics, mathematics, physics, engineering 4. Excellent communications skills – internally and externally, including with regulators

Required Qualifications

5 years of risk modeling and analytics experience and industry knowledge in Home lending within financial services
Prior experience in developing CECL models is a strong plus
Preference for PhD or MS in quantitative field: finance, econometrics, mathematics, physics, engineering
Excellent communications skills – internally and externally, including with regulators
Experience in Python / SAS / R building credit loss models
Experience in developing and defining analytical methodologies
A leader and a motivator – who can recruit, retain and advance great people
A relationship builder, who can establish trust and credibility across the organization as well as with regulators and other critical external constituents
Impeccable integrity, sound judgment, and strategic vision