Job Description

Job Title: Senior Quantitative Finance Analyst
Job Location: Georgia

Responsibilities:

  • 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 effective testing plans and testing code to critically 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
  • Coaching of junior staff members while leading validation projects

Required 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 and knowledge of model performance measures
  • Extensive programming experience using SAS, R, and/or MATLAB
  • Expertise in analyzing and managing large databases
  • Strong knowledge of financial instruments and financial risk management principles
  • Minimum of seven 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

QBH#: 2065

Application Instructions

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