Senior Quantitative Analyst (Stress Testing Model Development) - SAS/Python
Core
Develops and maintains quantitative models for forecasting balance and fee income for loan and deposit products, including stress testing and optimal pricing.
Role type
Senior Quantitative Analyst (Model Development)
Builds
Quantitative models for treasury, pricing, and risk management
Domain
Banking / Financial Risk
Deliverable
production ML models | product features
Required skills
SQL, SAS, Python, R, statistical analysis, quantitative modeling, financial analysis, stress testing (CCAR/PPNR/DFAST)
Preferred skills
PhD in statistics/math/econometrics, experience with regulatory stress testing frameworks
Technologies
SAS, SQL, Python, R, Microsoft Office
Responsibilities
Build advanced quantitative models for pricing and risk management; conduct complex quantitative analysis and statistical model assumption tests; review model results and identify discrepancies; develop specialized analytical tools; compile ad-hoc analytical reports; lead cross-functional projects.
Seniority
Senior, hands-on IC with potential for team leadership