The Sr Quantitative Analyst is responsible for resolution of complex problems or transactions, where expertise is required to interpret against policies, guidelines or processes.
Requirements
- Advanced degree in quantitative analytics, economics, statistics, engineering, or a related area.
- Minimum 4-5 years of experience in statistical/econometric modeling and database management.
- Database experience, SAS (including statistical modeling), SQL, VBA, and Python
- Experience with Microsoft office products, such as Word, Excel, PowerPoint and Outlook is necessary.
Responsibilities
- Provide quantitative support throughout the Risk or Finance divisions.
- Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital.
- Provide ongoing support to the development and implementation of quantitative and statistical models.
- Developing, maintaining, and back testing models to support respective LOBs.
- Responsibility for ad-hoc reporting requests for quantitative modeling.
Other
- Strong verbal and written communication skills.
- Strong analytical skills.
- Ability to present a professional image.
- Ability to work in a team environment.
- Ability to multi-task and to be flexible.
