Quantitative Risk Modeling Analyst (Credit Risk)

Location: Columbus, Ohio, United States; office-based workplace

Company

hirify.global provides banking and financial services with a focus on quantitative risk management and credit portfolio analytics.

What you will do

• Develop consumer and commercial credit, PPNR, loan origination, and portfolio management models.
• Analyze credit portfolio performance data and conduct ad hoc analytics.
• Monitor existing models and report monitoring results.
• Research new modeling methodologies and techniques.
• Support governance, audit, compliance, and validation projects with internal teams.
• Work independently on projects with strict deadlines.

Requirements

• Master’s degree in mathematics, statistics, economics, engineering, finance, physics, or another quantitative field.
• At least one year of statistical modeling experience using SQL, SAS, R, and Python, including relevant study projects.
• At least one year of experience in machine learning and data mining.
• At least one year of experience with data visualization tools and Microsoft Office, including Excel VLOOKUP, pivot tables, and macros.
• Must be currently authorized to work full-time in the United States.
• Immigration sponsorship is not available for this position.

Nice to have

• PhD in a quantitative field.
• Knowledge of CCAR/DFAST, CECL, loss forecasting, and PD, LGD, and EAD modeling.
• Experience with Tableau and strong programming competence in SQL, SAS, R, and Python.
• Understanding of economic concepts, risk frameworks, and credit modeling methodologies.

Culture & Benefits

• Office-based work environment with potential flexible arrangements depending on the hiring team.
• Collaboration with multiple internal teams on governance, compliance, audit, and validation.
• Focus on operational excellence, quality delivery, and efficient multitasking.
• Equal opportunity and tobacco-free hiring practices.