About this role
Credit Risk Quantitative Model Analyst Sr at Flagstar. Location: United States or Troy or Hicksville. Role: developing models, implementing models, monitoring models Requirements: Bachelor's in a quantitative field, 6+ years model development/monitoring/validation experience in credit risk; experience with R, SAS, SQL or Python; strong analytic, communication, and documentation skills; Master's preferred. Category: Data and Analytics Seniority: Senior Level Tools: R, SAS, SQL, Python, nCino Commitment: Full Time Workplace: Remote Languages: English