Provide quantitative support throughout the Risk and Treasury divisions.
This will include the 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.
Also will have responsibility for ad-hoc reporting requests for quantitative modeling.

Bachelor's college degree (Master’s degree preferred) in quantitative analytics, economics, statistics, engineering or a related area.
3 years prior work experience
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.

Quantitative Analyst II – Model Risk Management

Key skills