Job Description

Reference # : 17-00196Title : Senior Quant Finance Analyst - Wholesale Model Validation
Location : Charlotte, NC
Position Type : Direct Placement
Experience Level : Start Date : 01/10/2017
Description
Eclaro International is currently recruiting for a Senior Quant Finance Analyst for one of our financial services clients.

Job Description:


Required skills
? PhD in finance, economics, mathematics, physics or engineering 5-7 years of relevant work experience OR MS Degree with 8-10 years of relevant work experience
? Expertise in modeling credit risk for financial institutions.
? In-depth understanding of statistical inference and related techniques.
? Deep knowledge in a statistical or analytical modeling language such as SAS, Matlab or R.
? Experience working with large and complex data sets using Excel or SQL.
? Strong written and verbal communication skills.
? Deep understanding and knowledge of model performance measures.

Desired skills
? Project management skills and demonstrated ability to work independently on complex model validation projects
? Extensive knowledge of banking regulations on credit risk, model risk and credit risk modeling methodologies
? Prior experience with Commercial & Industry Loans and Commercial Real Estate
? 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.

Job Specific Description:
? Responsible for validating mathematical models used in credit risk forecasting and stress testing. Review mathematical models related to underlying assumptions, theoretical foundations, statistical and mathematical methods, empirical evidence, data quality and software implementation. Assess quality of model outputs through back testing against realized outcomes and benchmarking against other models or systems. Develop independent tests to verify model results and document validation results. Interact with financial services regulators (OCC, Client, FDIC). Influence, negotiate, and collaborate at multiple levels across the enterprise.

Application Instructions

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