Quantitative Analyst

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.

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