{"schemaVersion":"jobsearcher.job.v1","id":"618fdcfece1bcc638c2a6782","url":"https://jobsearcher.com/jobs/618fdcfece1bcc638c2a6782","canonicalUrl":"https://jobsearcher.com/jobs/618fdcfece1bcc638c2a6782","title":"Quantitative Manager-CCAR/CECL","description":"Quantitative Manager - Commercial Credit Risk The Quantitative Manager will lead and support the model governance analytical framework development, model implementation, monitoring, and documentation of quantitative models used in commercial/wholesale credit risk rating, including PD, LGD, and EAD models.\nResponsibilities Build data and analytical infrastructure foundations, refine processes, develop analytical intelligence and dashboard reporting, and build analytical solutions.\nInform business decisions and manage projects aimed at improving efficiency and performance.\nEnsure risk management by adhering to policies and procedures, elevating concerns, and aligning actions with the bank’s risk appetite and commitment to a positive customer and stakeholder experience.\nProvide quantitative analytical support for commercial credit risk and modeling, including full-cycle development, implementation, and monitoring of PD, LGD, and EAD models.\nProvide analytical consulting support to line-of-business teams and cross-functional partners for ad-hoc business analytics requests and formulate analytical procedures to deliver actionable insights.\nDevelop and continuously support and enhance data reconciliation infrastructures and data construction processes to ensure data quality and process efficiency for model development, monitoring, and business decisions.\nPrepare standard model and monitoring documentation that aligns with regulatory expectations and internal governance standards.\nQualifications Advanced degree in quantitative analytics, statistics, economics, engineering, or a related field.\n8-10 years of experience in statistical/econometric modeling, data analytics, and analytical reporting.\nProficiency in programming languages and tools such as Python, SAS, SQL, and VBA.\nExperience with complex data systems extracting and constructing datasets, and use of cloud-based tools such as Snowflake.\nGood understanding of credit risk modeling frameworks, scorecard development, and portfolio management concepts.\nStrong verbal and written communication skills with the ability to present technical materials clearly to both technical and non-technical audiences.\nStrong analytical agility and problem-solving skills.\nAbility to work collaboratively in cross-functional teams and manage multiple priorities.\nFamiliarity with commercial lending products and regulatory requirements is a plus.\nCompensation Base salary: $96,500-207,500 USD annually. The role is eligible for an incentive compensation plan based on company and individual performance.\nLocation Virtual, Ohio 00000\nEqual Employment Opportunity Fifth Third Bank, National Association is proud to have an engaged and inclusive culture and to promote and ensure equal employment opportunity in all employment decisions regardless of race, color, gender, national origin, religion, age, disability, sexual orientation, gender identity, military status, veteran status or any other legally protected status.\n\n#J-18808-Ljbffr","company":"Fifth Third","rawCompany":"fifth third","city":"Brooklyn","state":"NY","isRemote":false,"isActive":false,"createdAt":"2026-07-10T03:25:20.735Z","occupations":[{"code":"13-2099.01","title":"Financial Quantitative Analysts","slug":"financial-quantitative-analysts"},{"code":"13-2054.00","title":"Financial Risk Specialists","slug":"financial-risk-specialists"},{"code":"13-2041.00","title":"Credit Analysts","slug":"credit-analysts"}],"industries":[{"code":"522110","title":"Commercial Banking","slug":"commercial-banking"},{"code":"522299","title":"International, Secondary Market, and All Other Nondepository Credit Intermediation","slug":"international-secondary-market-and-all-other-nondepository-credit-intermediation"},{"code":"522180","title":"Savings Institutions and Other Depository Credit Intermediation","slug":"savings-institutions-and-other-depository-credit-intermediation"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quantitative Manager-CCAR/CECL","description":"Quantitative Manager - Commercial Credit Risk The Quantitative Manager will lead and support the model governance analytical framework development, model implementation, monitoring, and documentation of quantitative models used in commercial/wholesale credit risk rating, including PD, LGD, and EAD models.\nResponsibilities Build data and analytical infrastructure foundations, refine processes, develop analytical intelligence and dashboard reporting, and build analytical solutions.\nInform business decisions and manage projects aimed at improving efficiency and performance.\nEnsure risk management by adhering to policies and procedures, elevating concerns, and aligning actions with the bank’s risk appetite and commitment to a positive customer and stakeholder experience.\nProvide quantitative analytical support for commercial credit risk and modeling, including full-cycle development, implementation, and monitoring of PD, LGD, and EAD models.\nProvide analytical consulting support to line-of-business teams and cross-functional partners for ad-hoc business analytics requests and formulate analytical procedures to deliver actionable insights.\nDevelop and continuously support and enhance data reconciliation infrastructures and data construction processes to ensure data quality and process efficiency for model development, monitoring, and business decisions.\nPrepare standard model and monitoring documentation that aligns with regulatory expectations and internal governance standards.\nQualifications Advanced degree in quantitative analytics, statistics, economics, engineering, or a related field.\n8-10 years of experience in statistical/econometric modeling, data analytics, and analytical reporting.\nProficiency in programming languages and tools such as Python, SAS, SQL, and VBA.\nExperience with complex data systems extracting and constructing datasets, and use of cloud-based tools such as Snowflake.\nGood understanding of credit risk modeling frameworks, scorecard development, and portfolio management concepts.\nStrong verbal and written communication skills with the ability to present technical materials clearly to both technical and non-technical audiences.\nStrong analytical agility and problem-solving skills.\nAbility to work collaboratively in cross-functional teams and manage multiple priorities.\nFamiliarity with commercial lending products and regulatory requirements is a plus.\nCompensation Base salary: $96,500-207,500 USD annually. The role is eligible for an incentive compensation plan based on company and individual performance.\nLocation Virtual, Ohio 00000\nEqual Employment Opportunity Fifth Third Bank, National Association is proud to have an engaged and inclusive culture and to promote and ensure equal employment opportunity in all employment decisions regardless of race, color, gender, national origin, religion, age, disability, sexual orientation, gender identity, military status, veteran status or any other legally protected status.\n\n#J-18808-Ljbffr","datePosted":"2026-07-10T03:25:20.735Z","dateModified":"2026-07-10T03:25:20.735Z","hiringOrganization":{"@type":"Organization","name":"Fifth Third","sameAs":"https://jobsearcher.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Brooklyn","addressRegion":"NY","addressCountry":"US"}},"identifier":{"@type":"PropertyValue","name":"JobSearcher","value":"618fdcfece1bcc638c2a6782"},"url":"https://jobsearcher.com/jobs/618fdcfece1bcc638c2a6782"}}