Senior Quantitative Risk Manager - Credit Scoring

A major banking institution is seeking a Quantitative Risk Manager to lead the development of grading models and engage with stakeholders to ensure compliance with regulatory requirements. This role requires a minimum of five years in model development or validation, expertise in programming languages like SAS or SQL, and the ability to train and manage junior team members. The successful candidate will contribute to credit decisioning strategies and perform data analysis, working within a hybrid model that fosters flexibility and productivity. #J-18808-Ljbffr