Job Description

Reference # : 17-10133Title : Quant Finance Analyst
Location : Atlanta, GA
Position Type : Direct Placement
Experience Level : Start Date : 10/10/2017
Assignment Detail
Industry:Financial Services
Description
Quant Finance Analyst


Grab the opportunity to achieve your full potential! Eclaro is looking for a Quant 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!

Our Clients Enterprise Model Risk Management seeks a Quant Finance Analyst to conduct independent testing and review of complex consumer credit risk models with multiple uses, including CCAR credit loss forecasting and Basel regulatory capital. These are high profile modeling areas in the bank, with continual senior management and regulatory focus.

RESPONSIBILITIES:

The qualified candidate will be responsible for a broad range of model validation activities, including:
  • Review, critical assessment and challenge of models on conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance, implementation and documentation
  • Development and implementation of testing plans and testing code in order to challenge models through empirical analyses and to verify model implementation
  • Review and critical assessment of ongoing model monitoring activities
  • Writing of technical reports for distribution and presentation to model developers, senior management, audit and banking regulators.

QUALIFICATIONS:
  • PhD or Master's degree in Statistics, Economics, Mathematics, Finance, Engineering, Physics or related field
  • Background and experience with complex, loan-level PD/EAD/LGD models used for stress testing and other credit risk management purposes
  • Experience with retail products including mortgage, credit card and auto loans
  • Expertise in cross-sectional and time-series econometrics
  • Deep understanding of model performance measures
  • Extensive programming experience using SAS, R and/or MATLAB
  • Experience working with large datasets
  • Knowledge of financial instruments and financial risk management principles
  • Minimum of 2 years of experience in financial risk modeling or validation
  • Familiarity with applicable regulatory guidance on model risk management, stress testing, and Basel requirements
  • Strong project management skills
  • Ability to communicate clearly and effectively, and influence others
  • Ability to produce high quality technical documentation


Interested in applying?
Contact Charly Vie at charly@eclaro.com 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.

Application Instructions

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