About this role

Provide quantitative support throughout the Risk or Finance divisions
Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital
Provide ongoing support to the development and implementation of quantitative and statistical models
Developing, maintaining, and back testing models to support respective LOBs
Responsibility for ad-hoc reporting requests for quantitative modeling

Advanced degree in quantitative analytics, economics, statistics, engineering, or a related area
Minimum 4-5 years of experience in statistical/econometric modeling and database management
Database experience, Snowflake, SAS (including statistical modeling), and SQL
Experience with Microsoft office products, such as Word, Excel, PowerPoint and Outlook is necessary
Experience with Python, R, SAS (including statistical modeling), SQL, Git, Amazon SageMaker, Snowflake and VBA is preferred
Strong verbal and written communication skills
Strong analytical skills
Ability to present a professional image
Ability to work in a team environment
Ability to multi-task and to be flexible
Prior management experience and evidence of leadership is a plus

Senior Quant Analyst – CCAR/CECL

Key skills