Finding the best job has never been easier
Share
Responsibilities:
Apply quantitative models and techniques in order to address and resolve concrete financial problems.
Perform balance sheet management, credit risk quantification, financial engineering, quantitative financial modeling, and risk review.
Develop emerging risk assessments, analyzing credit risk scenarios, as well as modeling some of our key risk factors.
Conduct research and analysis to provide a micro view of risk in a particular business line and a macro view of risk for the bank as a whole.
Assess market trends and providing quantitative data for internal partners.
Apply quantitative knowledge to specific financial challenges and projects specific to business alignment.
Implement solutions applying both qualitative and quantitative methods.
Analyze and assess large, complex financial dataset with programming tools such as SQL and R.
Develop and analyze statistical models such as linear regression, auto egression, or logistic regression to assess model diagnostic and model performance.
Generate statistical analysis to support stress testing, credit risk management, regulatory examinations.
Utilize econometric and Machine Learning modeling techniques to assess test results and improve model performance.
Assess model governance requirements and coordinating deliverables across a broader team to adhere to regulatory requirements.
Required Skills & Experience:
Master's degree or equivalent in Finance, Statistics, Mathematics, Financial Engineering, or related; and
3 years of experience in the job offered or a related quantitative occupation.
Must include 3 years of experience in each of the following:
Analyzing and assessing large, complex financial dataset with programming tools such as SQL and R;
Developing and analyzing statistical models such as linear regression, auto regression, or logistic; egression to assess model diagnostic and model performance;
Generating statistical analysis to support stress testing, credit risk management, and regulatory examinations;
Utilizing econometric and Machine Learning modeling techniques to assess test results and improve model performance; and,
Assessing model governance requirements and coordinating deliverables across a broader team to adhere to regulatory requirements.
If interested apply online ator email your resume toand reference the job title of the role and requisition number.
: $108,700- $127,500
1st shift (United States of America)These jobs might be a good fit