Senior Quantitative Analyst

About the role

The organization operates within the banking industry, focusing on financial risk management and analysis. It addresses challenges related to accurate risk assessment and model implementation to support financial decision-making and regulatory compliance. The organization emphasizes responsible risk management and aims to deliver positive customer experiences through adherence to policies and proactive risk identification.

The Senior Quantitative Analyst role is designed to provide expert quantitative support within the Risk or Finance divisions. This position holds responsibility for the development, implementation, validation, and ongoing maintenance of quantitative models that inform risk assessment and financial strategies. The role ensures accurate data-driven insights that contribute to effective risk management and decision-making processes.

Responsibilities

• Provide quantitative analysis support across Risk or Finance teams.
• Implement, model, and validate quantitative models, including PD, LGD, ALM, CCAR, QRM, MRM, and Economic Capital.
• Support development and deployment of statistical models.
• Develop, maintain, and back test models relevant to lines of business.
• Manage ad-hoc reporting related to quantitative modeling.

Requirements

• Advanced degree in quantitative analytics, economics, statistics, engineering, or related field.
• 4-5 years of experience in statistical or econometric modeling and database management.
• Proficiency with SAS (including statistical modeling), SQL, VBA, and Business Objects.
• Experience with Microsoft Office suite.
• Strong verbal and written communication skills.
• Strong analytical abilities.
• Professional presentation skills.
• Ability to work collaboratively in a team and manage multiple tasks.
• Prior management experience and leadership skills are advantageous.

Pay

Total base pay range: 82,100.00 - 172,500.00 USD annually. Eligibility for incentive compensation based on company, line of business, and individual performance.

Benefits

Comprehensive benefits supporting physical, financial, emotional, and social well-being.