Quantitative Modeler Resume Samples

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KR
K Ruecker
Kristina
Ruecker
5849 Anita Loaf
Houston
TX
+1 (555) 228 5116
5849 Anita Loaf
Houston
TX
Phone
p +1 (555) 228 5116
Experience Experience
Philadelphia, PA
Quantitative Modeler
Philadelphia, PA
Kutch LLC
Philadelphia, PA
Quantitative Modeler
  • Advance the development of the company’s next-generation investment platform and enterprise-wide risk system by assisting the conversion from their respective prototype models into production ready platforms in C++ or equivalent programming languages, as well as liaise with IT partners to achieve maximum efficiency in the data piping and storage
  • Assist with the management of code repository and source codes for all analytics performed by Aflac Global Investment Risk Management
  • Interact collegially and professionally with other members of the investment risk management team, as well as other departments such as accounting, actuarial, IT, etc
  • Provide subject matter expert advices on all asset model programming and coding related issues within Aflac Global Investment Risk Management
  • Quantitative analysis and model development for business financial planning and stress testing
  • Quantitative analysis and model development for business financial planning
  • Develops and analyzes rules and quantitative models; 
Philadelphia, PA
Ccar Quantitative Modeler
Philadelphia, PA
Bauch-Kovacek
Philadelphia, PA
Ccar Quantitative Modeler
  • Responsible for assisting in analyzing data, development and implementation of Basel II models as part of an organization wide Basel II Implementation Program
  • Conduct quantitative portfolio analytics in coordination with the risk reporting units, the business units and workstream
  • Results driven approach to work
  • Work on various ad hoc quantitative modeling and programming assignments
  • Ensure comprehensive and detailed documentation
  • Adopt best practice modeling techniques,
  • Partner with internal IT to contribute to the integration of the models in production
present
Dallas, TX
Operational Risk Quantitative Modeler
Dallas, TX
Kunde and Sons
present
Dallas, TX
Operational Risk Quantitative Modeler
present
  • Execute the periodic performance monitoring for the current Operational loss projection models
  • Build/Review regression models, probabilistic models, conduct correlational analysis, and execute/interpret multicollinearity tests
  • Coordinate project efforts with the modeling team and direct work efforts of the team to meet deadlines and remediate modeling limitations
  • Maintain a state of the art model documentation and provide support for the annual model validation
  • Support the review of the results of the Operational Scenario Analysis workshops
  • Keep abreast of industry best practice standards for Operational Risk loss quantification
  • Explore the integration of Business Environment and Internal Control Factors (BEICF) measures in the process of projecting Operational losses for CCAR/DFAST
Education Education
Bachelor’s Degree in Statistics
Bachelor’s Degree in Statistics
The University of Texas at Austin
Bachelor’s Degree in Statistics
Skills Skills
  • Ability to build strong relationships with peers, line of business managers and colleagues across the Bank
  • Experience in macroeconomic forecasting, credit risk forecasting and incorporating macroeconomic variables in credit risk models is highly valued
  • Knowledge of metrics involved in credit decisioning, such as a credit score, loan-to-value, debt service coverage ratio, etc
  • Collaborate with Front Office representatives for model and variable selection and outcome analysis
  • Superior oral and written communication skills (esp. the ability to explain complex ideas in simple, non-technical language)
  • 2+ years of financial services industry experience including working knowledge of capital markets
  • 6+ years of financial services industry experience including working knowledge of capital markets
  • 1+ years of financial services industry experience including working knowledge of capital markets
  • Product/business knowledge covering various Markets/IBD businesses
  • 6 + years of financial services industry experience including working knowledge of capital markets
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5 Quantitative Modeler resume templates

1

Principal Associate Quantitative Modeler Resume Examples & Samples

  • Development, enhancement and implementation of statistical and other quantitative models to support loss forecasting, Basel and economic capital calculations, and other business applications
  • Understanding technical issues in econometric and statistical modeling and applying these skills toward solving business problems
  • Full ownership of the model development process: from conceptualization through data exploration, model selection and validation, implementation, business user training
  • Monitoring statistical model performance and providing technical guidance to business leadership
  • Identifying opportunities to apply quantitative methods to improve business performance
  • Communicating technical subject matter clearly and concisely to individuals from various backgrounds
  • Masters Degree in Econometrics, Statistics, Mathematics or another related field of study
  • At least 2 years of experience in Statistics or related quantitative field
  • At least 2 years of experience in Risk Management
  • At least 1 year of experience in Statistical modeling techniques such as linear regression, logistic regression, decision trees, neural networks, survival analysis
  • PhD in Econometrics, Statistics, Mathematics or other related fields of study
  • Proficiency in key econometric and statistical techniques (predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, data mining methods, and other advanced statistical and econometric techniques)
  • Experience with very large datasets
  • Background and experience in consumer or commercial risk, especially scoring, and forecasting models
  • Authorization for continual employment in the United States
  • Ability to communicate effectively and influence others Recruiter: Howard Fishman
2

Quantitative Modeler Senior Resume Examples & Samples

  • Ensure proper technical and regulatory compliance documentation is kept up-to-date and readily available
  • Extensive experience in data exploration, data mining, data transformation, statistical estimation algorithms, and model design required. Advanced knowledge of SAS is preferred
  • Working knowledge of a variety of modeling techniques such as multivariate regressions, panel data analysis, models with categorical response variables, survival/hazard modeling, time series and vector auroregression analysis
  • Familiarity and hands-on experience developing, testing, and monitoring of the advanced approaches used for forecasting losses at loan-level, such as competing risk hazard/survival and Markov-chain type transition approaches, are a big plus
  • Demonstrated strengths in problem solving, planning and organizing and initiative
3

Ccar Quantitative Modeler Resume Examples & Samples

  • Responsible for assisting in analyzing data, development and implementation of Basel II models as part of an organization wide Basel II Implementation Program
  • Assess available historical (default, loss given default and exposure at default) and risk factor data to support Basel II requirements and model development
  • Will document the business, data and functional requirements to support the development of certain Basel II PD, LGD and EAD models
  • The incumbent will collaborate with business, risk personnel and a model implementation team to deliver data models and infrastructure required for Basel Compliance
  • Analysis of source data systems
  • Participate in Development, Testing, Implementation, Deployment, Monitoring, Reporting and Documentation of Models
  • Responsible for ongoing Maintenance and Performance Monitoring post implementation of model(s)
  • Will assist Senior Modelers and Managers in analytical research and model development
4

SAS Quantitative Modeler Resume Examples & Samples

  • Independently conduct quantitative analytics and complex modeling/model validation projects. Responsible for entire lifecycle of model development including project scoping, data collection, model building and implementation, and performance tracking
  • Performing stress testing, back testing, sensitivity analysis, scenario analysis, etc
  • Experience with Visual Basic and strong Excel formula and template creation proficiency
  • Experience with survival analysis and attrition models
  • Experience with decision trees and classification techniques
  • Business sense in order to understand quantitative results within the context of the bank's strategy
5

Sas Quantitative Modeler Intern Resume Examples & Samples

  • Support BUSA in its efforts to assist with the model development, deployment, and validation of statistical and financial models
  • Collaborate with key stakeholders to conduct analysis on various topics and help develop potential solutions and/or approaches
  • Assist in the preparation of regulatory document submissions and interact with regulatory bodies as needed
  • Prepare model documentation and validation reports as needed
  • Support efforts in the development of new models, analytic processes, or system approaches
  • Self-starter, ability to work independently in a fast paced environment and deliver solid action oriented results quickly
  • 5+ years of experience in quantitative roles in Financial Services industry
  • 5+ years of statistical analysis and modeling using statistical software using SAS
  • 2+ years of experience with MS SQL or Toad
  • Graduate or post-graduate degree in a quantitative field including Statistics, Econometrics, Economics, Engineering, Mathematics or related field or equivalent experience
  • Strong verbal and written communication skills and strong interpersonal skills with the ability to articulate assumptions, methods, and results to peers and management
6

Quantitative Modeler Resume Examples & Samples

  • Manage and analyze large, complex data sets using statistical tools and techniques
  • Conduct econometric and statistical analysis of times series and panel data sets
  • Develop statistical models to quantify and forecast portfolio risk levels
  • 6 to 8 years in a directly related modeler role
7

Quantitative Modeler Resume Examples & Samples

  • Minimum of bachelor's degree in a quantitative field or computer science or similar background
  • Advanced degree desireable but not required
  • Experience in developing and maintaining tools for analysis of large data sets, regression estimation, fitting algorithms, and time series analysis required
  • Prior development using SAS and SQL required
  • Experience in mortgage loan or mortgage backed securities valuation and risk highly desireable
  • Prior use of YieldBook preferred
8

Mortgage Prepayment & Junior Default Quantitative Modeler Resume Examples & Samples

  • Strong programming skills required
  • Ability to act as a bridge between several business areas
  • Must be a service oriented, team-player eager to assist colleagues and members of the department at all levels
  • Self-motivated, innovative, hard working individual, who can handle changing priorities and multiple tasks in a timely fashion
9

Mortgage Prepayment & Default Quantitative Modeler Resume Examples & Samples

  • Analytical skills, problem-solving skills, and detail orientation
  • Self-motivated, innovative, hardworking individual, who can handle changing priorities and multiple tasks in a timely fashion
  • Diligent and meticulous individual with the ability to “think outside the box”
10

Ccar Quantitative Modeler Resume Examples & Samples

  • 3-5 years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST) - including both pure model development and analytics to support overlays to compensate for data and model limitations
  • Experience with dynamics of mortgage and other secured products, with international mortgages a strong plus
  • Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation
  • Exposure to Argus' LookAhead (formerly Interthinx/Strategic Analytics) Dual Time Dynamics modeling techniques and software a value-add as would exposure in the construction of segmented econometric models, econometrically conditioned roll rate models, and competing risk forecasting/stress loss models
  • Exposure to project management of model development initiatives
11

Consumer Lead Quantitative Modeler Senior Resume Examples & Samples

  • Responsible for development of statistical and econometrics models for loss forecasting and stress testing of the Bank's portfolio of loans
  • Ensure quantitative models and model-related artifacts are completed in a timely manner and appropriate documentation is in accordance with the Bank's latest model governance policies
  • Follow proper model monitoring and back-testing processes, model change control procedures and versioning protocols
  • Identify opportunities for future enhancements and model re-designs
  • Collaborate with production analytics team to implement and test the models and to continuously enhance analytic infrastructure
  • Bachelor’s Degree in quantitative field required
  • Master’s/Advanced Degree in Statistics, Economics, Math, Industrial Engineering or Operations Research; PhD preferred
  • 8 to 10 years intensive hands-on experience developing statistical and econometrics models; Minimum of 5 years of experience leading large modeling projects
  • Alternative: Combination of education and experience (years /description) with an appropriate Masters Degree and 3 or more years directly related experience or PhD with 2 or more years of experience
  • Prior hands-on working experience with developing loan-level behavioral models on large data strongly preferred
  • Highly self-motivated, results oriented and capable of independent and critical thinking and problem solving
12

Senior Ccar Quantitative Modeler Secured Products Resume Examples & Samples

  • Obtain and conduct QA/QC on all data required for CCAR stress loss model development
  • Develop account level CCAR stress loss models, (e.g. state transition or competing risk hazard model)
  • 5+ years’ work experience in the financial industry performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, or 3+ years performing econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)
  • Experience with secured consumer products (e.g. mortgage and home equity), with international experience a strong plus
13

Senior Quantitative Modeler Resume Examples & Samples

  • Bachelor’s degree and 6+ years of applicable experience or an advanced degree (Master's or Ph.D.) and 4+ years of experience
  • Experience in a quantitative analysis or development role for a bank or finance company
  • Knowledge of credit risk management, stress testing, and economic capital concepts
  • Demonstrated ability to work efficiently and independently
  • Knowledge of metrics involved in credit decisioning, such as a credit score, loan-to-value, debt service coverage ratio, etc
  • Experience working on multidisciplinary development teams
14

Quantitative Modeler Resume Examples & Samples

  • Master or Ph.D. degree in Economics, Statistics, Mathematics, Financial Mathematics, or related field
  • Data analysis and statistical modeling experience in school or work
  • Experience using programming languages commonly used in model development, such as SAS, Matlab, R, and Microsoft Excel, and database languages (e.g. SQL)
  • Experienced user of Microsoft Word, Excel, PowerPoint and related software applications
  • Ability to synthesize in detailed analysis and complex ideas into easy to understand written reports and presentations for multiple users
  • General banking and finance, and accounting knowledge
  • Demonstrated ability to work independently and as part of a team
15

Quantitative Modeler Resume Examples & Samples

  • Quantitative analysis and model development for business financial planning
  • Develop models and methodologies for forecasting business revenues
  • Analyze business revenue segmentation and business drivers for key businesses
  • Work with Finance and IT teams to source revenue data and check consistency
  • Develop tests, estimation and calibration procedures for revenue forecasting models
  • Implement the models and the estimation and calibration procedures in Barclays statistical model development framework
  • Work with internal and external teams on validating models and building challenger models
  • Provide rationale and justification for model choices to internal and external validation teams
  • Respond to any inquiries related to the models and perform further tests as required
  • Build challenger models based on alternative approaches such as top-down instead of bottom-up or different forecasting techniques
  • Ensure consistency between main and challenger models
  • Follow industry wide initiatives and regulatory guidelines that impact the models
  • Provide documentation for models and respond to internal and external inquiries
  • Write detailed documentation explaining the data validation, evolution of the models, alternatives considered, business inputs and rationales in modeling decisions
  • Work with other team members to ensure quality and consistency of the documentation
  • Prepare detailed response and analysis to any inquiries by validation teams or regulators
  • Basic Qualifications
  • 4 Year Bachelors Degree
  • M.Sc. or Ph.D. in finance, econometrics, statistics or similar field from a top university
  • 6 + years of financial services industry experience including working knowledge of capital markets
  • 1+ years of experience with financial/statistical modeling or specific CCAR/PPNR modeling experience
  • Preferred Qualifications*
  • Programming and statistical software skills: R, RStudio,Python, C++
  • Hands-on experience in building statistical models/regression analysis
  • Product/business knowledge covering various Markets/IBD businesses
16

Ccar Quantitative Modeler Unsecured Products Resume Examples & Samples

  • Exposure to various CCAR modeling approaches at the segment or account level preferred
  • Exposure to project management of model development initiatives and prepare technical responses/presentations to internal model review functions and/or external regulators (e.g., FRB, OCC, FDIC) and internal audit functions
  • Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint
17

Ccar Quantitative Modeler Resume Examples & Samples

  • Advance the design, testing, approval and implementation of the models assigned
  • Develop and execute all aspects of Wholesale/AFS assigned models in compliance with regulatory requirements
  • Consult with IT and data teams to obtain data and required assistance
  • Support the efforts of the model build process through the various approval committees throughout the bank
  • Engage with internal and external stakeholders as required
  • Adopt best practice modeling techniques,
  • Ensure comprehensive and detailed documentation
  • Partner with internal IT to contribute to the integration of the models in production
  • Conduct quantitative portfolio analytics in coordination with the risk reporting units, the business units and workstream
  • Work on various ad hoc quantitative modeling and programming assignments
  • Understanding and knowledge of commercial banking products, including loans and Available for Sale and Held to Maturity securities
  • Programming skills required to support model development and implementation in development environment including SAS or R, (SQL, VB, C/C++ are a plus)
  • Very strong organizational and communication (both verbal and written) skills
18

EU Stress Test Quantitative Modeler Resume Examples & Samples

  • Credit and Operational Risk Analytics (CORA) is looking to add a senior model developer to lead a quantitative team with primary responsibilities for European Stress Testing. Stress testing is now increasingly viewed as a critical core competency requirement by internal management and the regulators. The successful candidate will lead a team of modelers and engage in all aspects of the model development life cycle, which includes interaction with New York based CORA staff, Senior Risk and Business Managers, Citi’s Model Validation Group, Internal and External Auditors, and external Regulators on a Global basis. This is a visible team lead role with growth potential
  • Provide thought leadership and oversight for a team of quantitative modelers
  • Research, develop, and implement stress testing models to for credit and operational risk using statistical tools (SAS or R)
  • Lead development of methodologies, algorithms and diagnostic tools for testing model robustness, stability and performance using statistical tools (SAS or R)
  • Perform reliability analysis and quality control of modeling data and model results
  • Lead in the development and maintenance of technical documentation for methodologies; including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls
  • Participate in the implementation of analytical tools by reporting functions, and the migration of models to the production environment
  • Engage business risk managers in the analysis and interpretation of results, incorporating their feedback as appropriate into models
  • Provide timely and accurate responses to clients, senior management and regulators
  • Participate in discussions with model validation, internal and external audits and regulatory reviews
  • Assist in preparation and delivery of training materials, presentations and reports on credit risk analytics for technical and non-technical audiences
  • PhD or Masters in Economics or Finance, or solid background in Engineering or Science with 5-7 years of hands-on experience buiding Credit or Operational Risk Models using statistical tools (SAS, R C++, Matlab, or similar packages)
  • Proven track record of leading a highly quantitative team
  • Experience in banking-book products, risk analytics for wholesale credit portfolios, credit loan loss reserves modeling, operational risk and risk management or related areas
  • Ability to meet deadlines for product deliverables in a timely, proactive and entrepreneurial manner
  • Working knowledge of credit data reliability analysis, quality controls and data processing
  • Experience in developing and maintaining detailed technical documentation for models, model validation, project plans and processes
  • Experience with audit reviews and regulatory exams
  • Excellent written and verbal communication skills and ability to discuss technical issues with clients, peers, auditors, regulators and senior management
19

EU Stress Test Quantitative Modeler Resume Examples & Samples

  • Credit and Operational Risk Analytics (CORA) is looking to add a model developer to be part of a quantitative team with primary responsibilities for European Stress Testing. Stress testing is now increasingly viewed as a critical core competency requirement by internal management and the regulators. The successful candidate will engage in all aspects of the model development life cycle, which includes interaction with New York based CORA staff, Senior Risk and Business Managers, Citi’s Model Validation Group, Internal and External Auditors, and external Regulators on a Global basis. This is a visible individual contributor role with growth potential
  • Assist in development of methodologies, algorithms and diagnostic tools for testing model robustness, stability and performance using statistical tools (SAS or R)
  • Assist in the development and maintenance of technical documentation for methodologies; including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls
  • PhD or Masters in Economics or Finance, or solid background in Engineering or Science with 1-3 years of hands-on experience buiding Credit or Operational Risk Models using statistical tools (SAS, R C++, Matlab, or similar packages)
  • Experience in financial sector. Experience with banking-book products, risk analytics for wholesale credit portfolios, credit loan loss reserves modeling, operational risk and risk management would be especially useful
20

Quantitative Modeler Mgr Resume Examples & Samples

  • Understanding of swap curve construction and discounting of forwards
  • Volatility surface Calibration with skew for Cap/Floors and Swaptions
  • Foreign Currency swap background is a plus
  • Understanding of Derivative Products is a must
  • Minimum of 8 years experience
21

Quantitative Modeler With Top Investment Bank Resume Examples & Samples

  • Quant Analyst/Modeler (with highly analytical graduate degree)
  • 5 yr hands on data and modeling experience
  • Experience with Wholesale Credit Loss Modeling preferred but not necessary
  • Ability to conduct statistical tests (segmentation analysis, correlations studies, sensitivity analysis, attribution analysis, solid understanding of regression models (OLS, logistic, beta)
  • Technical skills in Python and SQL
  • Experience with Latex documentation
22

Quantitative Modeler Resume Examples & Samples

  • Bachelor’s degree and 5-7 years of applicable experience or an advanced degree (Master's or Ph.D.) with 2-5 years of experience
  • Degree in a quantitative discipline (e.g. Economics, Finance, Mathematics, Statistics, Physics)
  • Extensive hands-on data analysis and statistical modeling experience with large data sets
  • Ability to synthesize in depth analysis into reports for presentation to management to aid in making decisions
  • General finance, banking, and accounting knowledge
  • Strong background and practical experience in statistical or econometric modeling, model validation, Basel II requirements, and CCAR or DFAST stress testing methodologies is preferred
  • Experience in macroeconomic forecasting, credit risk forecasting and incorporating macroeconomic variables in credit risk models is highly valued
  • Ability to build strong relationships with peers, line of business managers and colleagues across the Bank
  • Superior oral and written communication skills (esp. the ability to explain complex ideas in simple, non-technical language)
23

Ppnr Senior Quantitative Modeler Manager Resume Examples & Samples

  • Build projection models for CCAR/DFAST scenario analysis
  • Participate in modeling specifications and design
  • Provide analysis and overview of investment models including analysis of output, model limitations, and plans for enhancements
  • Provide subject matter expertise to model validation teams
  • Interact with regulators on all aspects of investment division models
  • Part of a team that is continually stress testing investment models for accuracy
24

Quantitative Modeler Resume Examples & Samples

  • Develops and analyzes rules and quantitative models; 
  • Documents, defends, and supports models and modeling approaches to internal validators and the OCC; and 
  • Performs ad hoc data analytics in support of the business line. 
  • Bachelor's degree in a quantitative field, such as statistics, economics, mathematics, etc. 
  • Two-plus years of related experience 
  • Familiarity with statistical and quantitative techniques, including but not limited to, regression analysis, time series analysis, econometrics, and machine learning 
  • Experience in at least one: Matlab, R, Python, etc. 
  • Experience working with the Actimize IFM platform, AAE, and Policy Manager - Three plus years working with fraud, ideally related to DDA accounts 
  • Three plus years of banking experience 
  • Masters or Doctoral degree in a quantitative field  
  • Experience in data mining and working with large data sets 
  • Experience with SQL 
25

Quantitative Modeler Resume Examples & Samples

  • Develops the underlying assumptions, theory, empirical evidence, and conceptual soundness of statistical and mathematical models
  • Applies statistical techniques to analyze trends and uncover risks and opportunities relative to portfolio management and originations
  • Liaisons with IT and other internal teams to define requirements and ensure the timely and accurate delivery of data elements required for analytic projects
26

Quantitative Modeler for Retail Risk Capital Resume Examples & Samples

  • Ph.D. or Masters in Quantitative field (Statistics, Mathematics, Physics, etc)
  • Solid understanding of applied statistics
  • Ability to meet deadlines for product deliverables in a timely and proactive fashion
  • Hand on knowledge of data analysis, quality controls and data processing
  • Experience with statistical analysis, modelling techniques and numerical implementations
  • Ability to work with large datasets
  • Ability to discuss technical issues with clients, peers, auditors, regulators, and senior management
27

Capital Planning Quantitative Modeler Resume Examples & Samples

  • Will assist Senior Modelers and Managers in all phases of analytical research, model development, testing, implementation and documentation of models including
  • A Bachelor’s degree in a quantitative field. Advanced Degree in a statistics, mathematics, engineering or economics preferred
  • Computer programming skills: R, SAS, SQL, VB
  • Credit lifecycle within a commercial/consumer bank
  • Experience with statistical modeling platforms such as R or SAS applied to large data sets is desirable
  • Knowledge of stress testing and regulatory requirement for banking industry is a plus
28

Quantitative Modeler Resume Examples & Samples

  • Quantitative analysis and model development for business financial planning and stress testing
  • Collaborate with Front Office representatives for model and variable selection and outcome analysis
  • Work with Finance and IT teams to source modelling data and check consistency
  • Build benchmark and challenger models using alternative approaches
  • Write detailed documentation explaining the data validation, model selection process, alternatives considered, business inputs and rationales in modeling decisions
  • 6+ years of financial services industry experience including working knowledge of capital markets
  • 2+ years of experience with financial/statistical modeling or specific CCAR/PPNR modeling experience
29

Senior Quantitative Modeler Resume Examples & Samples

  • Develops and analyzes rules and quantitative models
  • Documents, defends, and supports models and modeling approaches to internal validators and the OCC; and
  • Performs ad hoc data analytics in support of the business line
  • Bachelor’s degree in a quantitative field required with years five to eight years of relevant work experience
  • Master’s degree in a quantitative field, such as statistics, economics or mathematics
  • Two-plus years of related experience
  • Familiarity with statistical and quantitative techniques, including but not limited to, regression analysis, time series analysis, econometrics, and machine learning
  • Experience in at least one: Matlab, R, Python, etc
  • Three plus years of banking experience
  • Experience in data mining and working with large data sets and the tools used to do so (e.g. SAS, Matlab, R, Python)
  • Experience working with the Actimize IFM platform, AAE, and Policy Manager
  • Three plus years working with fraud, ideally related to DDA accounts
30

Senior Quantitative Modeler Resume Examples & Samples

  • Supervises the development of complex mathematical models – including credit origination and customer behavior scorecards - which directly support critical decision making processes and the company’s overall understanding of our business, the markets within which we operate, and our customers
  • Identifies modeling needs and communicates them to the Director Quantitative Modeling
  • Encapsulates analytic findings into executive-level summary documents to support senior management decision-making
  • Support Model Validation and documentation of models in accordance with Santander Consumer USA internal policies and U.S. Federal Reserve regulations (SR 11-07)
31

Operational Risk Quantitative Modeler Resume Examples & Samples

  • Build/Review regression models, probabilistic models, conduct correlational analysis, and execute/interpret multicollinearity tests
  • Run all components of the bank's stress models on a periodic basis
  • Coordinate project efforts with the modeling team and direct work efforts of the team to meet deadlines and remediate modeling limitations
  • Work with the OpRisk Workstream Lead and other modelers to recommend viable statistical approaches for addressing model limitations and effective approaches for sensitivity analysis
  • Build non-additive models by the use of interaction predictor variables and develop effective heteroscedasticity detection and correction schemes
  • Write/maintain model documentation
  • Requires a graduate degree in Actuarial Science, Economics, Finance, Mathematics, or Statistics (Ph.D. preferred) – emphasis on applied regression analysis is preferred
  • Experience in building complex multiple regression models
  • Experience within the financial services industry is a plus (not required)
  • Experience (academic or professional) in the design and/or documentation of a large scale modeling effort a plus
  • Financial risk management industry certifications a plus
  • Should be well-versed and experienced in applied multiple regression analysis
  • Should have a working knowledge of the role of capital risk-based ratios in stress forecasting
  • Should also have expertise in building or interpreting : Generalized linear models, Nonparametric models, and Principal components analysis models
  • Must have strong data management skills
  • Should have proficiency in each of the following packages/languages
32

Senior Quantitative Modeler, VP Resume Examples & Samples

  • Serve as credit risk modeling leader for Webster Bank's ALLL and CECL processes
  • Design, develop, back testing, and implement CECL models for Webster's commercial and consumer portfolios
  • Build model documentation and procedures for CECL and ALLL models
  • Responsible for performing analysis and making reserve recommendations to senior management
  • Coordinate with Treasury group to manage security CECL model development, implementation, and reserve recommendation
  • Adheres to model risk management procedures and SOX control and internal audit
  • Responsible for any external auditor's requests on modeling and data requests
  • 5+ years of credit risk modeling experience for CCAR/DFAST/ALLL
  • 5+ years banking industry experience preferred
  • 5+ years of hands on work experience of advanced analytical skills in the areas of statistics, economic/econometrics modeling and data mining applicable to risk management in banking industry
  • 5+ years of experience in programming languages and statistical software including SAS and SQL
  • 5+ years of experience in manipulating and analyzing big data and structuring large and multiple database systems including Oracle Server
  • Basic working knowledge of database and relationship data is essential
  • Strong written, documentation, verbal and presentation skills
  • Ability to effectively communicate with senior leaders, outside auditors and regulators
  • Can do attitude, attention to details, and team player is a must
33

Quantitative Modeler Resume Examples & Samples

  • Advance the development of the company’s next-generation investment platform and enterprise-wide risk system by assisting the conversion from their respective prototype models into production ready platforms in C++ or equivalent programming languages, as well as liaise with IT partners to achieve maximum efficiency in the data piping and storage
  • Partner with IT partners to set up a multi-server / grid-based computational system for Aflac Global Investment Risk Management
  • Assist with the management of code repository and source codes for all analytics performed by Aflac Global Investment Risk Management
  • Provide subject matter expert advices on all asset model programming and coding related issues within Aflac Global Investment Risk Management
  • Interact collegially and professionally with other members of the investment risk management team, as well as other departments such as accounting, actuarial, IT, etc
  • 5+ years of experience in building advanced quantitative models and databases for large financial institutions such as banks, insurers, fund managers, etc
  • Comprehensive understanding of applications of financial mathematics, statistical methods, quantitative return and risk analytics to investment oriented business problems
  • Ideally some experience, but at minimum strong theoretical understanding in valuation, stress testing and quantitative analytics for asset structures – vanilla and exotic; examples include complex embedded options in bonds, structured mortgage and credit assets, exotic derivatives, etc
  • Ability to write advanced computational algorithms for financial models in programming languages such as C++ / C# / QuantLib, Python, MatLab, etc. is essential
  • Knowledge of grid-based computing and have significant experience in setting up / operating quantitative models over multi-server / grid-based infrastructure is a plus
  • Sound business communications skills (in English) and be able to explain complex mathematical / statistical methods plainly and concisely
  • Advanced degrees in quantitative finance, financial mathematics, computer science, engineering or physics required; PhD degrees, especially in financial mathematics / computer science, would be considered a big plus; other investment industry accreditations such as CFA, FRM also viewed favorably
  • Intermediate level understanding of (investment) accounting principles would be viewed positively
  • Team oriented personality and willingness to multi-task in small project teams
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Dfast Quantitative Modeler Resume Examples & Samples

  • Perform analytical research, model development, testing, implementation and documentation of models including
  • 1-3 years of functional/professional experience in banking/financial services industry with relevant work in stress testing, credit analysis and or risk management
  • Computer programming skills: SAS, SQL, R, VB
  • Quantitative methods and tools supporting credit risk measurement and econometric modeling
  • Working knowledge of the Bank’s commercial/consumer loan products
  • Experience working with statistical modeling platforms such as SAS applied to large data sets
  • Knowledge of stress testing and regulatory requirement for banking industry is preferred
  • Effective interpersonal skills and ability to work well with others in a dynamic, team-oriented environment
  • Experience with leading projects and managing multiple tasks simultaneously along with the ability to operate under scheduled deadlines