Remote Quantitative Risk Modeling Lead

First Citizens Bank

Washington, US

Remote

Job Description

A prominent financial institution is seeking a highly skilled Quantitative Analyst II. This role involves developing risk rating models for commercial loans, ensuring compliance with regulations, and mentoring a team of analysts. Candidates should possess a Bachelor's Degree with 4 years of experience or a High School Diploma with 8 years, alongside strong skills in statistical modeling and programming. Competitive benefits are provided to meet employees' needs.

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Skills & Requirements

Technical Skills

Statistical modelingProgrammingFinancial institutionRisk rating modelsCommercial loans

Employment Type

FULL TIME

Level

senior

Posted

4/26/2026

Apply Now

You will be redirected to First Citizens Bank's application portal.