Sr. Quantitative Finance Analyst
Grab the opportunity to achieve your full potential! Eclaro is looking for a Sr. Quantitative Finance Analyst for our client in Atlanta, GA.
Eclaro’s client is one of the world's largest financial institutions, committed to providing the tools and services that bridge the gap between customers and their goals. If you’re up to the challenge, then take a chance at this rewarding opportunity!
The Sr. Quantitative Finance Analyst will 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.
- 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 a broad range of model validation activities, including:
- 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
- The writing of technical reports for distribution and presentation to model developers, senior management, audit, and bank regulators.
- 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
Interested in applying? Contact Charly Vie at firstname.lastname@example.org now.
Equal Opportunity Employer: Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.