Quantitative Analytics Specialist (Stress Testing Model Development) - SAS/Python
Core
Develops quantitative models to forecast balance and fee income for loan and deposit products, supporting treasury model development and regulatory stress testing.
Role type
Senior quantitative analytics specialist (stress testing & forecasting)
Builds
Quantitative models for balance/fee income forecasting and regulatory stress testing (CCAR/PPNR/DFAST)
Domain
Banking / Financial Risk Management
Deliverable
production ML models | product features
Required skills
SQL, SAS, Python, R, statistical analysis, quantitative modeling, financial analysis, regulatory modeling (CCAR/PPNR/DFAST)
Preferred skills
PhD in statistics/math/econometrics, experience with banking industry data, advanced SAS/SQL skills
Technologies
SAS, SQL, Python, R, Microsoft Office
Responsibilities
Develop and enhance advanced quantitative models for pricing and risk management; conduct complex quantitative analysis and statistical model assumption tests; lead cross-functional teams and mentor staff; interpret business challenges and recommend courses of action; perform regulatory stress testing and model validation; develop specialized analytical tools.
Seniority
Senior, hands-on IC with leadership responsibilities