Senior Quantitative Analyst
Core
Provide quantitative support for risk and finance divisions by implementing, modeling, validating, and back-testing complex financial models.
Role type
Senior Quantitative Analyst (Risk/Finance)
Builds
Quantitative and statistical models (PD, LGD, ALM, CCAR, QRM, MRM, Economic Capital)
Domain
Banking / Financial Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Statistical/econometric modeling, Database management, SAS, SQL, VBA, Business Objects, Model validation, Back testing
Preferred skills
Prior management experience, Leadership
Technologies
SAS, SQL, VBA, Business Objects, Microsoft Office
Responsibilities
Implementation and validation of quantitative models; Developing and maintaining models for LOBs; Providing ad-hoc reporting for quantitative modeling; Supporting development of statistical models
Seniority
Senior, hands-on IC