Senior Quantitative Analyst, Northwest Bank, Pittsburgh, PA 15202.

Develop, test, implement, and execute complex statistical models used for loss forecasting, scenario and stress testing, originations & collections, pricing, and portfolio optimization for retail, small business, commercial real estate, and other commercial loan products. Develop macroeconomic forecasts and stress scenarios to test company's ability to deal with an economic crisis and translate regulatory defined stress test scenarios into model parameters. Evaluate model output, summarize and articulate results to senior management, and refine, monitor, and support the validation of existing models. Work with internal stakeholders assessing business needs, developing solutions and participating in all phases of credit data, analytics and modeling.

Master's degree in finance, mathematics, statistics, economics or related. Three years of relevant work experience. Experience developing models and analytics for retail, small business, commercial real estate, and commercial loan products; developing and validating complex statistical models used to estimate Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), Prepayment (PP), and Expected Loss (EL); developing models used for origination, loss mitigation, and pricing optimization; working with large datasets, data validation, and data sampling; analyzing macroeconomic data and forecasts; defending models against both peer and external review Working knowledge of Python, R, SAS, STATA, and VBA for data aggregation, portfolio analysis, and model development.