Senior Quant Analyst-CCAR/CECL
Core
Senior Quantitative Analyst providing quantitative support for risk and finance divisions, implementing and validating complex models for regulatory capital and economic capital.
Role type
Senior IC quantitative analyst (risk modeling)
Builds
Production risk models and regulatory reporting
Domain
Banking / Financial Risk
Deliverable
production ML models | dashboards & analysis
Required skills
statistical/econometric modeling, database management, SQL, SAS, Python, R, Git, Amazon SageMaker, VBA, Microsoft Office
Preferred skills
knowledge of Comerica data and processes, prior management experience, leadership
Technologies
Snowflake, SAS, SQL, Python, R, Git, Amazon SageMaker, VBA, Microsoft Office
Responsibilities
Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital; Developing, maintaining, and back testing models to support respective LOBs; Providing ongoing support to the development and implementation of quantitative and statistical models; Responsibility for ad-hoc reporting requests for quantitative modeling; Providing quantitative support throughout the Risk or Finance divisions.
Seniority
Senior, hands-on IC
