מציאת משרת הייטק בחברות הטובות ביותר מעולם לא הייתה קלה יותר
Bank Of America Sr Quantitative Finance Analyst United States, North Carolina, Charlotte 513563199
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Responsibilities:
Conduct thorough review and critical assessment of models, focusing on conceptual soundness, assumptions, data integrity, performance, implementation, and documentation.
Independently develop and execute effective testing plans, develop independent benchmarks, and testing code to challenge models through empirical analyses.
Provide hands on leadership for various MRM activities such as independent model validation, ongoing monitoring report review, and review of required action items.
Conducting governance activities such as model identification, model approval and breach remediation reviews.
Collaborate closely with Model Developers, Model Users, Credit Risk, and stakeholders to prioritize and complete validation activities, ensuring alignment with organizational objectives.
Provide support to senior management by delivering key findings and assisting in interactions with external regulators.
Mentor junior teammates; provide technical and thought leadership
Write technical reports for distribution and presentation to various stakeholders, including model developers, senior management, audit, and regulatory authorities.
Act as a senior level resource or resident expert on analytic/quantitative modeling techniques used for wholesale credit risk modeling.
Master’s degree in related field or equivalent work experience
Required Qualifications:
Master's/Ph.D. in Economics, Finance, Mathematics, Statistics, Engineering, Computer Science, or a related field.
Minimum of 4 years of experience in developing or validating wholesale credit risk models
Excellent coding ability in programming with Python, SAS or R.
Experience working with large and complex data sets using Excel or SQL.
Excellent communication and writing skills, with a keen attention to detail.
Demonstrated ability to work effectively in a team environment with a strong work ethic.
Desired Qualifications:
Experience with commercial credit risk rating, capital estimation and loss forecasting
Deep understanding and knowledge of model performance measures
Extensive knowledge of banking regulations on credit risk, model risk and credit risk modeling methodologies.
Skills:
Critical Thinking
Quantitative Development
Risk Analytics
Risk Modeling
Technical Documentation
Adaptability
Collaboration
Problem Solving
Risk Management
Test Engineering
Data Modeling
Data and Trend Analysis
Process Performance Measurement
Research
Written Communications
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