Quantitative Analyst
Location: Pittsburgh
Posted on: June 23, 2025
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Job Description:
Quantitative Analyst, NorthwestBank, Pittsburgh, PA. Dev, impl.,
maintain & execute complex financial models for loss forecast.,
scenario & stress test, origin. & collec., pricing, & portfolio
optim. for retail, consumer, & commercial assets. Research, design,
& implement new fin. prod. & portfolio strategies related to
deposits & retail & comer. loans. Use Python or R for data
consumption, aggregation, analysis, & dev models. Utilize Power BI
to dev. portfolio analytics for stress test. Work with Model Owners
& satisfy indep. reviewers, auditors, validators, & regulators.
Review acad. & ind. research, present summaries to leaders, & dev
practical apps. Masters Computational Finance & Risk Management,
Statistics or related. 3 months acad. or prof. exp. (PT accepted),
obtained at any time, with aggreg. of financial or loan data
utilizing SQL & Python, develop & implement machine learning & loss
forecasting models using logistic regression & decision tree
methods; measure model accuracy using AUC & confusion matrices.
Ability to use R, Power BI or Tableau & recom. improvements.
Elizabeth Komm, Northwest Bank, 375 Essjay Rd., Ste 100,
Williamsville, NY 14221.
Keywords: , Warren , Quantitative Analyst, Accounting, Auditing , Pittsburgh, Ohio
