המקום בו המומחים והחברות הטובות ביותר נפגשים
Bank Of America Quantitative Finance Analyst United States, New Jersey 78482477
Responsibilities:
Conduct thorough reviews and critical assessments of models, focusing on conceptual soundness, assumptions, data integrity, performance, implementation, and documentation.
Develop and execute effective testing plans, benchmarks, and testing code to challenge models through empirical analyses and verify implementation accuracy.
Engage in ongoing model review activities, including independent validation, ongoing monitoring report review, and addressing action items as necessary.
Collaborate closely with Model Developers, Model Engineers, and Global Control Functions 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.
Write technical reports for distribution and presentation to various stakeholders, including model developers, senior management, audit, and regulatory authorities.
Master’s degree in related field or equivalent work experience
Required Qualifications:
Master's/Ph.D. in Economics, Data Science, Finance, Economics, Mathematics, Statistics, Engineering, Physics, Computer Science, or a related field.
Minimum of 3 years of experienceinstatistics and econometrics (time series, regression modeling, etc.)
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:
Experiences 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.
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