Required Skills/Experience: Must possess 1 year of experience with all of the following: development, implementation, and analysis of financial and risk models within a regulated financial environment at a commercial bank; development and maintenance of credit risk models, including probability of default (PD), loss given default (LGD), and exposure at default (EAD); statistical and financial analysis using regression analysis, time series analysis, scenario analysis, and model performance testing in support of credit risk and capital planning activities; support of regulatory and internal financial reporting processes, including CCAR and CECL stress testing; analysis of portfolio performance and economic data across commercial and consumer lending products; preparation of model governance, validation support, and regulatory documentation; evaluation of model assumptions, methodologies, and results; identification of model risks and limitations; support of model monitoring and remediation activities with model owners and model risk management; documentation of model development and governance activities in formal reports; use of programming and analytical tools, including Python, SQL, and SAS; and use of reporting tools Tableau and Power BI in large-scale data environments. The Quantitative Model Analyst is responsible for the validation and independent review of financial and risk models used in business decision-making, including credit risk and other related quantitative and statistical models supporting banking products and services.