Senior Quantitative Finance Analyst

Atlanta, GA

Post Date: 08/03/2017 Job ID: 22956 Category: Information Technology / IT

Job Description:
  • Responsible for independently conducting quantitative analytics and complex modeling projects.
  • Leads efforts in development of new models, analytic processes or system approaches.
  • Creates documentation for all activities and may work with technology staff in design of any system to run models developed. Incumbents possess excellent quantitative/analytic skills and are able to influence strategic direction, as well as develop tactical plans.
  • Responsible for independently conducting quantitative analytics and complex modeling projects. Leads efforts in development of new models, analytic processes or system approaches.
  • Creates documentation for all activities and may work with technology staff in design of any system to run models developed. Incumbents possess excellent quantitative/analytic skills and are able to influence strategic direction, as well as develop tactical plans.
  • Enterprise Model Risk Management seeks a senior quantitative analyst to conduct independent testing and review of highly complex consumer credit risk models with multiple uses, including CCAR credit loss forecasting.
  • These are high profile modeling areas in the bank, with continual senior management and regulatory focus.

Responsibilities:
  • The review, critical assessment and challenge as needed of a models conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance evidence, and implementation.
  • The development and implementation of effective independent testing plans that critically challenge key modeling assumptions through empirical analyses and establishes that models are replicable.
  • The review and critical assessment of ongoing model monitoring activities; and the writing of technical reports for distribution and presentation to model developers, senior management, audit, and bank regulators.

Qualifications:
  • PhD or Master's degree in Statistics, Economics, Mathematics, Finance, Physics, or related field.
  • Background and experience with complex, loan-level models used for stress testing and other credit risk management purposes in the consumer retail space.
  • Expertise in cross-sectional and time-series econometrics.
  • Extensive expertise and programming experience using SAS, R and/or MATLAB.
  • Expertise in analyzing and manage large databases.
  • Project management experience.
  • Ability to communicate clearly and effectively.
  • Ability to produce high quality technical documentation.
  • Strong knowledge of financial instruments and financial risk management principles.
  • Minimum of 5 years of experience in financial risk modeling or validation.
  • Familiarity with applicable regulatory guidance on model risk management and stress testing.

A-Line Staffing Solutions

877-782-3334

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