Business Analyst - Quantitative

Salary: $90,000 - 100,000 per year Requirements: We require a bachelors degree or higher in a quantitative discipline such as financial mathematics, statistics, engineering, physics, or economics. We need credit risk modeling or analytical experience within banking or financial services. We expect knowledge of statistical model development or validation, with strong command of best practices across data preparation, sampling, model design or specification, and model performance evaluation. We require hands-on experience working with large datasets using SQL, SAS, and/or Python. We prefer familiarity with CECL, CCAR, and IFRS 9 frameworks. We value experience using JIRA to support agile software delivery. We require excellent verbal, written, and interpersonal communication skills. We seek candidates who can manage complex, quantitative work and communicate effectively with technical and business partners. Responsibilities: We partner with risk managers and model owners to define functional and technical requirements for expected loss models and their components, including PD, LGD, and EAD under CCAR, CECL, and IFRS 9. We lead the efficient delivery of software development initiatives and serve as the primary technology contact for project stakeholders. We plan and coordinate user acceptance testing, including writing test cases, confirming input data meets scenario needs, and validating that model outputs align with expectations. We document and present model development processes and results in a way that is clear and useful for a range of audiences. We prepare ad hoc analysis and reporting, including large-data reviews to validate business requirements and identify data quality issues. We collaborate with business and technology stakeholders to help prioritize competing initiatives and communicate project risks and issues. We respond to ongoing analytical requests from auditors and regulatory reviewers. We support the ongoing development, validation, and maintenance of credit risk loss models used for forecasting losses and capital reserves under U.S. and international regulations. Technologies: Support JIRA Project Manager Python SAS SQL More: We are seeking a Business Analyst or Project Manager to join our Wholesale Credit Risk Technology team, supporting quantitative credit risk models that forecast losses and capital reserves under U.S. and international regulatory frameworks. This role is based in Tampa or Irving, with compensation varying by location and experience. We offer the opportunity to work closely with risk, business, and technology stakeholders on high-impact model development, validation, testing, reporting, and regulatory support in a collaborative, data-driven environment. last updated 42 week of 2026