Credit Risk Quantitative Analyst

Description

• This role is for immediate hire

JOB SUMMARY :

The Quantitative Credit Risk Analyst will play a key role in developing and implementing statistical and quantitative methodologies to support credit and non-credit loss forecasting, as well as economic and capital calculations. This role requires leveraging strong analytical and problem-solving skills to assess portfolio risk, optimize pricing strategies, and inform customer origination strategies across diverse portfolios, including consumer, residential, and commercial lending. The ideal candidate will combine technical expertise with business acumen to deliver actionable insights that drive sound risk management and strategic decision-making.

ESSENTIAL DUTIES AND RESPONSIBILITIES :

EDUCATION and / or EXPERIENCE :

The Statements above are intended to describe the general nature and level of work being performed by people assigned to this position. They are not intended to be an exhaustive list of responsibilities, duties, and skills. Because these statements are general, the job description is used for a variety of purposes including job evaluations; performance reviews; recruitment; etc. All Associates are required to adhere to the highest legal and ethical standards applicable to our industry. It is the policy of Seacoast Bank that all Associates will be familiar and compliant with all regulatory, legal, ethical and Bank risk mitigation requirements pertaining to both our industry and their individual roles. This includes the on time, successful completion of annual required training post-hire and effective execution of role responsibilities.

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