Senior Quantitative Analyst
Required skills
Advanced Degree in Statistics, Applied Mathematics, Economics, Finance or other quantitative disciplines, Practical knowledge of quantitative forecasting models, financial analysis techniques and methodologies, Strong quantitative analytical skills including a good understanding of CECL, stress testing, credit risk, financial risk, and their processes, Excellent team player with proven ability to work independently in a collaborative setting within a dynamic work environment, Proficiency with R or similar programming language, Proficiency with Microsoft Office tools, Strong verbal and written communication skills
Preferred skills
4+ years of relevant working experience
Technologies
R, Microsoft Office tools
Responsibilities
Participate in developing and implementing credit risk models for the use of CECL, Assemble, compile, and analyze data; resolve data errors/inconsistencies from source systems, Conduct quantitative analysis as it applies to key business areas or specific types of models, Conduct independent research to effectively challenge the model's conceptual soundness, assumptions, and appropriateness of model methodology, Collaborate with business groups to ensure the quantitative models address the business concerns, Support ad hoc data analyses, Provide written or verbal communication to internal and external stakeholders conveying the results of research and analysis, May perform other duties as assigned
Seniority
Senior
Domain
Financial risk, credit risk, CECL, stress testing, financial analysis
