Quantitative Analyst II- C&I Model Development Position Available In Fulton, Georgia

Quantitative Analyst II- C&I Model Development First Citizens Bank United States, Georgia, Atlanta 3300 Cumberland Blvd Se (Show on map) Jun 23, 2025
Overview This is a hybrid role (if located in Atlanta, GA or Morristown, NJ) with the expectation that time working will regularly take place inside and outside of a company office. Three days a week in office. The Quantitative Analyst II of C&I Model Development will focus on developing and implementing sophisticated credit risk models for commercial lending portfolios. This role will be working closely with senior leadership to shape the organization’s risk strategy and ensure alignment with business objectives. Responsibilities Lead the development, validation, and implementation of advanced credit risk models across all commercial lending products including C&I (commercial and industrial).
Partner with senior leadership to translate complex risk analytics insights into actionable business strategies and policy recommendations
Mentor junior model development professionals, fostering a culture of innovation and continuous improvement in risk modeling approaches
Drive the enhancement of risk management frameworks to meet evolving regulatory requirements, including CCAR and CECL compliance
Lead the response to model validation findings and oversee the implementation of remediation plans across the modeling and analytics team
Establish and maintain relationships with regulatory bodies, external/internal auditors, Model Risk Management and key stakeholders
Guide the development and implementation of new risk assessment methodologies and tools to improve the organization’s risk management capabilities
Drive strategic initiatives to modernize risk analytics infrastructure and capabilities through adoption of advanced technologies and methodologies Qualifications Bachelor’s Degree and 4 years of experience in financial, statistical, or quantitative analysis experience OR High School Diploma or GED and 8 years of experience in financial, statistical, or quantitative analysis experience

Preferred Qualifications:

Master’s degree in Statistics, Mathematics, Finance, or related quantitative field
At least 6 years of progressive experience in credit risk model development.
Hands on experience using Python, SAS, Tableau.
Hands on experience in model development and model development documentation.
Strong understanding of regulatory requirements and experience in interactions with regulatory bodies.
Expert knowledge of statistical modeling, machine learning techniques, and risk analytics methodologies.
Proven track record of translating complex analytical insights into business strategy. If hired in Jersey, the base pay for this position is generally between $124,977 and $216, 627. Actual starting base pay will be determined based on skills, experience, location, and other non-discriminatory factors permitted by law. For some roles, total compensation may also include variable incentives, bonuses, benefits, and/or other awards as outlined in the offer of Benefits are an integral part of total rewards and First Citizens Bank is committed to providing a competitive, thoughtfully designed and quality benefits program to meet the needs of our associates. More information can be found at https://jobs.firstcitizens.com/benefits.