{"schemaVersion":"jobsearcher.job.v1","id":"77b6f273d172da8cb6bba644","url":"https://jobsearcher.com/jobs/77b6f273d172da8cb6bba644","canonicalUrl":"https://jobsearcher.com/jobs/77b6f273d172da8cb6bba644","title":"Quantitative Risk Modeling Analyst","description":"Description\nJob Description\n\nHuntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts.\n\nDuties & Responsibilities:\n\nDevelopment of consumer and/or commercial credit, PPNR, loan origination and portfolio management models\n\nAnalysis of credit portfolio performance data\n\nConducting ongoing monitoring of existing models\n\nAnalysis and reporting of ongoing monitoring results\n\nAbility to work independently on projects with strict deadlines\n\nResearching new modeling methodologies and techniques\n\nWorking with various teams within the firm to support governance, audit/compliance and validation projects related to the developed models\n\nCompletes analysis of credit portfolio performance data\n\nCompletes ad-Hoc analytics\n\nPerforms other duties as assigned\n\nBasic Qualifications:\n\nMaster’s degree in quantitative field (mathematics, statistics, economics, engineering, finance, physics)\n\n1+ years of experience in statistical modeling using SQL, SAS, R and Python that may be a combination of work experience and/or study project.\n\n1+ years of experience in machine learning and data mining\n\n1+ years of experience with data visualization tools (Tableau is preferred) and MS Office components (Excel vlookup, pivot tables, macros)\n\nPreferred Qualifications:\n\nPhD in quantitative field\n\nKnowledge of CCAR/DFAST and CECL concepts and frameworks\n\nKnowledge of loss forecasting, loan origination and portfolio management modeling concepts and methodologies (PD, LGD, EAD)\n\nDemonstrated strong analytical skills\n\nDemonstrated experience and competence in programming using SQL, SAS, R, and Python\n\nStrong communication skills\n\nProficiency in MS Office products\n\nFundamental understanding of economic concepts\n\nPassion and drive to operational excellence and quality delivery\n\nFundamental understanding of risk concept and framework\n\nAbility to multitask and work efficiently\n\n#LI-HYBRID\n\n#LI-MK2\n\nExempt Status:\nYes = not eligible for overtime pay\n\nNo = eligible for overtime pay\n\nWorkplace Type:\nOffice\n\nOur Approach to Office Workplace Type\nCertain positions outside our branch network may be eligible for a flexible work arrangement. We’re combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.\n\nHuntington will not sponsor applicants for this position for immigration benefits, including but not limited to assisting with obtaining work permission for F-1 students, H-1B professionals, O-1 workers, TN workers, E-3 workers, among other immigration statuses. Applicants must be currently authorized to work in the United States on a full-time basis.\n\nHuntington is an Equal Opportunity Employer.\n\nTobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.\n\n#J-18808-Ljbffr","company":"Socket","rawCompany":"socket","city":"Brooklyn","state":"NY","isRemote":false,"isActive":false,"createdAt":"2026-09-25T03:37:56.236Z","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":"523940","title":"Portfolio Management and Investment Advice","slug":"portfolio-management-and-investment-advice"},{"code":"522299","title":"International, Secondary Market, and All Other Nondepository Credit Intermediation","slug":"international-secondary-market-and-all-other-nondepository-credit-intermediation"},{"code":"522291","title":"Consumer Lending","slug":"consumer-lending"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quantitative Risk Modeling Analyst","description":"Description\nJob Description\n\nHuntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts.\n\nDuties & Responsibilities:\n\nDevelopment of consumer and/or commercial credit, PPNR, loan origination and portfolio management models\n\nAnalysis of credit portfolio performance data\n\nConducting ongoing monitoring of existing models\n\nAnalysis and reporting of ongoing monitoring results\n\nAbility to work independently on projects with strict deadlines\n\nResearching new modeling methodologies and techniques\n\nWorking with various teams within the firm to support governance, audit/compliance and validation projects related to the developed models\n\nCompletes analysis of credit portfolio performance data\n\nCompletes ad-Hoc analytics\n\nPerforms other duties as assigned\n\nBasic Qualifications:\n\nMaster’s degree in quantitative field (mathematics, statistics, economics, engineering, finance, physics)\n\n1+ years of experience in statistical modeling using SQL, SAS, R and Python that may be a combination of work experience and/or study project.\n\n1+ years of experience in machine learning and data mining\n\n1+ years of experience with data visualization tools (Tableau is preferred) and MS Office components (Excel vlookup, pivot tables, macros)\n\nPreferred Qualifications:\n\nPhD in quantitative field\n\nKnowledge of CCAR/DFAST and CECL concepts and frameworks\n\nKnowledge of loss forecasting, loan origination and portfolio management modeling concepts and methodologies (PD, LGD, EAD)\n\nDemonstrated strong analytical skills\n\nDemonstrated experience and competence in programming using SQL, SAS, R, and Python\n\nStrong communication skills\n\nProficiency in MS Office products\n\nFundamental understanding of economic concepts\n\nPassion and drive to operational excellence and quality delivery\n\nFundamental understanding of risk concept and framework\n\nAbility to multitask and work efficiently\n\n#LI-HYBRID\n\n#LI-MK2\n\nExempt Status:\nYes = not eligible for overtime pay\n\nNo = eligible for overtime pay\n\nWorkplace Type:\nOffice\n\nOur Approach to Office Workplace Type\nCertain positions outside our branch network may be eligible for a flexible work arrangement. We’re combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.\n\nHuntington will not sponsor applicants for this position for immigration benefits, including but not limited to assisting with obtaining work permission for F-1 students, H-1B professionals, O-1 workers, TN workers, E-3 workers, among other immigration statuses. Applicants must be currently authorized to work in the United States on a full-time basis.\n\nHuntington is an Equal Opportunity Employer.\n\nTobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.\n\n#J-18808-Ljbffr","datePosted":"2026-09-25T03:37:56.236Z","dateModified":"2026-09-25T03:37:56.236Z","hiringOrganization":{"@type":"Organization","name":"Socket","sameAs":"https://jobsearcher.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Brooklyn","addressRegion":"NY","addressCountry":"US"}},"identifier":{"@type":"PropertyValue","name":"JobSearcher","value":"77b6f273d172da8cb6bba644"},"url":"https://jobsearcher.com/jobs/77b6f273d172da8cb6bba644"}}