Senior Quantitative Analyst

Responsibilities

• Participate in developing and implementing credit risk models for the use of CECL.
• Assemble, compile, and analyze data; resolve data errors/inconsistencies from source systems.
• Conduct quantitative analysis as it applies to key business areas or specific types of models.
• Conduct independent research to effectively challenge the model’s conceptual soundness, assumptions, and appropriateness of model methodology.
• Collaborate with business groups to ensure the quantitative models address the business concerns.
• Support ad hoc data analyses.
• Provide written or verbal communication to internal and external stakeholders conveying the results of research and analysis.

Qualifications

• Advanced Degree in Statistics, Applied Mathematics, Economics, Finance or other quantitative disciplines.
• Practical knowledge of quantitative forecasting models, financial analysis techniques and methodologies.
• Strong quantitative analytical skills including a good understanding of CECL, stress testing, credit risk, financial risk, and their processes.
• Excellent team player with proven ability to work independently in a collaborative setting within a dynamic work environment.
• Proficiency with R or similar programming language.
• Proficiency with Microsoft Office tools.
• Strong verbal and written communication skills.

Pay

The base pay range for this position is USD $100,000.00/Yr. - USD $165,000.00/Yr. Exact offers will be determined based on job-related knowledge, skills, experience, and location.