Senior Quantitative Finance Analyst Resume Samples
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Senior Quantitative Finance Analyst Resume Samples
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TR
T Runolfsdottir
Toby
Runolfsdottir
946 Mara Green
Los Angeles
CA
+1 (555) 907 7767
946 Mara Green
Los Angeles
CA
Phone
p
+1 (555) 907 7767
Experience
Experience
Boston, MA
Senior Quantitative Finance Analyst
Boston, MA
Shields-Huels
Boston, MA
Senior Quantitative Finance Analyst
- Provide quantitative modeling consultation to other audit teams and engage with business partners in ensuring effective model risk management across the bank
- Develop benchmark models in C++ for model review and model risk management purposes
- Develop benchmark models for model review and model risk management purposes
- Supporting model users and assisting in development of production processes
- Participating in peer code reviews and collaborative development with other developers and quantitative finance analysts
- Writing thorough technical reports for distribution and presentation to senior management, model developers, audit and bank regulators
- Provide support for regulatory and audit requests
Los Angeles, CA
CIG Senior Quantitative Finance Analyst
Los Angeles, CA
Walker-Fahey
Los Angeles, CA
CIG Senior Quantitative Finance Analyst
- Opportunity to work with strong technical and high performing teams in Model Risk Management
- Opportunity to manage strong technical and high performing teams in Model Risk Management
- Work closely with model developers and risk management groups
- Assist market risk managers on trade approvals and finance on price verification methodologies
- Work closely with model owners, developers and users with respect to compensating controls of the model and communication of validation outcomes
- Writing thorough technical reports for distribution and presentation to model developers, senior management, audit and bank regulators
- Provide feedback to developers through model reviews prior to independent validation
present
Phoenix, AZ
Capital Mgmt-senior Quantitative Finance Analyst
Phoenix, AZ
Rempel Group
present
Phoenix, AZ
Capital Mgmt-senior Quantitative Finance Analyst
present
- Has matrix management responsibility across cross-functional teams and assists with resource assignment or negotiation
- Initiates approved projects benefiting Capital Management modeling, calculation, or reporting and obtains stakeholder approval
- Creates test plans for User Acceptance Testing
- Manages multiple projects concurrently
- Assists in defining project scope, objectives, and impacts on the organization
- Works with BSCM Calculator/Reporting, Data Analytics, and Data Management teams to identify and log data quality defects and enhancements and target systems for remediation
- Establishes implementation plans with up-stream business and technology teams for defects and enhancements
Education
Education
Bachelor’s Degree in Quantitative Finance
Bachelor’s Degree in Quantitative Finance
University of Cincinnati
Bachelor’s Degree in Quantitative Finance
Skills
Skills
- Excellent organization, attention to detail, and proven ability to deliver
- Strong organizational ability and extremely detail oriented
- Strong finance or risk background with excellent quantitative skills and expert knowledge of stochastic calculus
- Strong communication / interpersonal skills; demonstrate initiative and be able to make quick decisions
- Ability to produce high quality technical documentation
- Basic knowledge in financial risk modeling or validation
- Strong programming ability using SAS, R, Matlab and SQL
- Strong coding ability in R , Python and C++ is
- Well organized, detail-oriented with good communication skills (both written and verbal)
- Strong coding ability at least 2 of SAS, R , Python and C++
2 Senior Quantitative Finance Analyst resume templates
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1
Senior Quantitative Finance Analyst Resume Examples & Samples
- Read and understand financial regulatory guidance
- Interview business partners across various asset classes in Global Markets to assess relevant aspects of model governance, development, validation, and use
- Apply this understanding to the auditing of model governance, model development, model validation, and model use within various trading desks in Global Markets. Produce written evaluations based on these audits
- Periodically lead the team’s efforts for selected audits in Global Markets. In addition to producing one’s own written work products, this involves directing the efforts of the team and reading, commenting on, and revising team members’ contributions
2
Senior Quantitative Finance Analyst Resume Examples & Samples
- Master's degree in Statistics, Mathematics, Finance, Economics, Physics, Engineering, or related field
- Strong knowledge of financial instruments in the trading and banking books, and financial risk management principles
- Detailed knowledge of operational loss data and modeling techniques, such as statistical distributions, Monte-Carlo simulation, or EVT
- Minimum 10 years of experience in computational, engineering or scientific research or development roles
- Minimum 5 years of experience in financial risk modeling with focus on operational risk
- Minimum 5 years of programming experience using Matlab, SAS or R
- Familiarity with regulatory/Basel framework and OCC 2011-12/Fed SR11-7
- Experience in risk management or quant group in a bank, financial institution, or related vendor
- Ability to communicate clearly and effectively with model developers and managers
- Ability to produce quality technical documentation compliant with internal and regulatory standards
- PhD preferred
- Experience with databases and SQL programming
3
Senior Quantitative Finance Analyst Resume Examples & Samples
- PhD in finance, economics, mathematics, physics or engineering 5-7 years of relevant work experience
- Expertise in modeling credit risk for financial institutions
- Deep knowledge in a statistical or analytical modeling language such as SAS, Matlab or R
- Project management skills and demonstrated ability to work independently on complex model validation projects
- Extensive knowledge of banking regulations on credit risk, model risk and credit risk modeling methodologies
4
Senior Quantitative Finance Analyst Resume Examples & Samples
- Responsible for leading audit reviews of global markets’ portfolios focusing on market & credit risk & Valuation
- Continuous monitoring of risks in global markets’ portfolios
- Continuous monitoring and verification of Value at Risk estimates, Stress testing results at many different levels of granularity for positions and portfolios in global markets
- Developing effective professional relationships with associates in trading, risk management, finance, middle office, back office, rest of corporate audit
- Excellent quantitative/analytic skills
- At least 7 years of experience in global markets – either trading, or risk management or quantitative analytics or corporate audit
5
Capital Mgmt-senior Quantitative Finance Analyst Resume Examples & Samples
- Works with BSCM Calculator/Reporting, Data Analytics, and Data Management teams to identify and log data quality defects and enhancements and target systems for remediation
- Initiates approved projects benefiting Capital Management modeling, calculation, or reporting and obtains stakeholder approval
- Assists in defining project scope, objectives, and impacts on the organization
- Establishes implementation plans with up-stream business and technology teams for defects and enhancements
- Prepares project work break-down structure, timelines, and budgets
- For the ADS Adoption program, assists with planning and delivering adoption data strategies and project phase deliverables within approved timelines
- Has matrix management responsibility across cross-functional teams and assists with resource assignment or negotiation
- Conducts project review meetings addressing pending projects and coordinates assignment of priorities
- Conducts project reviews for in-process efforts and solicits, statuses, decisions, risks, and issues
- Communicates with constituents including PMO groups, peers, technology, data, business partners, and senior management on deliverables, timelines and support needed for the project
- Publishes meeting minutes
- Creates test plans for User Acceptance Testing
- Manages multiple projects concurrently
- Five or more years experience in quantitative finance, risk management, capital modeling, capital reporting, data analysis, business analysis, or programming roles
- Three or more years experience in program or project management in the financial industry supporting global markets, finance, risk or capital
- Two years experience with data projects and related data domain knowledge for traded products including cash securities, repos, securities lending, and OTC derivatives
- Proven ability to execute and deliver against tactical and strategic initiatives through personal contributions as well as influence
- Ability to create a clear, coherent approach to guide effective project set-up, execution, and control
- Proven ability to lead project work efforts, track and assign issues, and coordinate activity across multiple teams and geographies
- Self-starter and able to prioritize multiple responsibilities and demands in a fast-paced environment
- Analytical mindset with accuracy to detail and able to remain calm and flexible despite increased demands, changing priorities and uncertain environment
- Ability to author project charters, business requirements, and test plans
- Commitment to excellence by anticipating needs, mitigating risks and minimizing potential problems
- Team player with positive “can-do” attitude, and driven to deliver
- Excellent written and oral communication skills and able to present information crispy and clearly to a variety of business and technical audiences
- Intermediate SQL coding and troubleshooting skills as well as advanced Excel spreadsheet construction and usage
- Project management certification
- Advanced degree level in relevant subject – i.e. Finance, Statistics, Mathematics, or Accounting
- Understanding of DMAIC and AGILE delivery processes and methodologies
- Knowledge of Basel regulations with experience in credit and market risk requirements for traded products e.g. cash securities, repos, securities lending, and derivatives
- Understanding of bank accounting and general ledger for balance-sheet components related to capital reporting
- Previous experience in deal and exposure level data sourcing and reconciliation to general ledger for risk, compliance, regulatory or business control process support
- Knowledge of Bank of America’s data provisioning portals including, Teradata, Netezza and Hadoop or lending or market risk systems of record
- Knowledge of Bank of America Enterprise Data Management standards and practices including KBE management, data quality measurement, and data lineage
6
Senior Quantitative Finance Analyst Resume Examples & Samples
- Desire to drive change
- Proven analytical ability and problem-solving skills as demonstrated through [10+] years related experience
- Ability to work collaboratively with teams and interface credibly across various LOBs and support partners at both junior and senior levels
- Ability to liaison with internal team members and other Stakeholders in order to enhance current control measures used across business area
- Strong understanding of BAC’s business operations and relationships between business areas, typically acquired through previous financial services experience
- Keen judgment balancing business strategy with rigorous risk management controls
- A pragmatic and flexible attitude towards problem solving, and a consultative working style
- Strong analytical mindset with attention to detail, as well as the ability to remain flexible in the face of increased demands, changing priorities and uncertain environment
- Possesses a strong commitment to excellence by anticipating needs, mitigating risks and minimizing potential problems
- Excellent written and oral communication skills at all levels (i.e. colleagues to senior management) and situations (i.e. one-on-one to presentations)
- Strong organizational ability and extremely detail oriented
- Working knowledge of database software and reporting tools, such as SQL, and SAS
- Working knowledge of MS Office (Excel, Access, Word, and PowerPoint)
- Ability to work independently and a self-starter
- Minimum of B.S or B.A in related quantitative / control-related field Desired Skills
- Experience closely interacting with analytical and/or technology teams
- Comfortable working with ambiguity and rapidly changing priorities
7
Senior Quantitative Finance Analyst Resume Examples & Samples
- Ph.D. in Statistics or other quantitative field with 3+ year or Master in Statistics with 6+ year post graduation industry experiences or academic exposure to statistics, model development, data mining and pattern recognition with good understanding of modeling and other quantitative analytical techniques
- Ability to analyze complex quantitative theory and independently develop and implement model in production environment
- Strong attention to details and desire to learn
- Ability to work individually and with the group on complex problem solving
- Fluent in SAS, SQL and UNIX/LINUX environment, knowledge on Python and C++ is a plus
8
Senior Quantitative Finance Analyst Resume Examples & Samples
- Produce ongoing monitoring reports for GRA-C models on a quarterly or semi-annual basis
- Test model documentation for adherence to internal and regulatory standards
- 5‑10 years of financial services industry experience
9
Senior Quantitative Finance Analyst Resume Examples & Samples
- Ability to deliver strategic vision in enhancing model risk management
- Potential opportunities to career progression as future leaders in risk
- Review and implement derivatives pricing models
- Oversee model validation activities carried out by model validators
- Strong familiarity with mortgage modeling and products is a must. Good knowledge of rate and credit modeling is preferred
- Proven track record to manage teams and model validation activities
10
Senior Quantitative Finance Analyst Resume Examples & Samples
- Developing code to replicate results and conduct independent testing
- Verifying model implementation
- Knowledge of the Basel regulatory framework, US Basel III Final Rule, BCC 13-5, 13-7, 14-1, 14-3 and other regulatory requirements, familiarity with OCC 2011-12 / SR 11-7
- Minimum 7 years of experience in financial risk modeling or validation, computational, engineering or scientific research or other model development roles using SAS, R, MATLAB, SQL or any other scientific/mathematical programming environment
- Experience in quantitative risk management in a financial institution, vendor or regulator
- Ability to produce high quality technical documentation
11
Senior Quantitative Finance Analyst Resume Examples & Samples
- Background and experience in PD/EAD/LGD credit risk models for retail products (e.g. mortgage, credit card, auto loans) under the Advanced Approaches (A-IRB)
- Knowledge of the Basel regulatory framework, US Basel III Final Rule, BCC 13-5, 14-3 and other regulatory requirements
- Expertise in econometrics (e.g. discrete response models, statistical distributions, panel data)
- Minimum 5 years of programming experience using SAS, R, and/or SQL
12
Senior Quantitative Finance Analyst Resume Examples & Samples
- Reviewing and testing models primarily used by the Global Rates line of business. This includes interest rate and inflation models for both vanilla and exotic products
- Independent re-implementation of front office models for benchmarking and validation
- Documentation of validation activities
- Liaising with front office model developers and other control functions to ensure proper governance of the model inventory
- 5+ years of quantitative modeling experience in rates or related area in a major trading or investment firm
- Excellent communication skills (written and verbal) and interpersonal skills
13
Senior Quantitative Finance Analyst Resume Examples & Samples
- Model risk management of existing models in terms of on-going monitoring, stress testing and annual model reviews
- Develop benchmark models in C++ for model review and model risk management purposes
- Documenting validation activities, with follow ups for identified modeling issues
- Masters , PhD or foreign equivalent in Computational Finance, Mathematics, Physics or related degree
- 2+ years experience in financial markets
- Familiarity with exotic FX derivatives is a must
- The candidate must have graduate-level research experience or coursework in the following: derivatives modeling; stochastic calculus; Partial Differential Equations; Probability; Monte Carlo Methods; C++
- Previous experience of developing and testing models in Python
- Strong experience in derivatives pricing models
14
Senior Quantitative Finance Analyst Resume Examples & Samples
- Validate XVA/IM/CCR/IMM models developed by Quantitative Strategy Group and Global Risk Analytics. Coverage includes all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity and Credit, as well as collateral exposure modelling
- Perform independently testing to identify/quantify model risk associated with the model being validated
- PhD in quantitative fields such as mathematics, statistics or equivalent
15
Senior Quantitative Finance Analyst Resume Examples & Samples
- This opportunity is located in Charlotte, NC ONLY*
- PhD in finance, economics, mathematics, or statistics (or other related quantitative discipline)
- Expertise in developing or validating commercial credit risk models at large financial institutions
- Strongwritten and verbal communication skills
- Commercial Credit Risk Score Cards
- Strong academic qualifications with publications in respected journals
16
Senior Quantitative Finance Analyst Resume Examples & Samples
- Validate XVA models developed by front office model developers and IMM/CCR models developed by Global Risk Analytics. Coverage includes all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity and Credit, as well as collateral exposure modelling
- 5+ years of quantitative modelling experience in counterparty models or related area in a major trading or investment firm
- Broad hands-on experience and expertise in quantitative finance for cross-asset classes with in depth understanding of financial mathematics including stochastic differential equations, probability theory, interest rates and credit risk modelling
- Strong coding ability in C++ and Python is a plus
17
Senior Quantitative Finance Analyst Resume Examples & Samples
- 5+ years of relevant hands-on modeling / testing experience
- Masters/Ph.D.-level degree in Quantitative Finance
- Technical curiosity and interest in learning new skills
18
Senior Quantitative Finance Analyst Resume Examples & Samples
- Supporting the effort of overall assessment and modeling of the risks the bank is facing as a General Clearing Member (GCM) of several Central Clearing Counterparties (CCPs)
- Modeling of possible consequences of the default of a GCM facing the CCP (required margin charges, contributions required to cover the close-out costs etc.)
- Modeling the potential impact of the default of a CCP itself and the measures that would likely to be undertaken to prevent it and its potential consequences
- Analyzing model results to assess the banks overall exposure and risk to CCPs, and presentation of the results to senior management and risk management functions
- Advanced quantitative modeling, statistical and analytical skills
- Strong programming skills and experience in C++ and preferably additionally in Matlab, and Python/ R
19
Senior Quantitative Finance Analyst Resume Examples & Samples
- Qualified to MSc or PhD level in a numerical discipline (e.g. Statistics, Mathematics, Physics or Engineering)
- Experience in developing, documenting & maintaining numerical models for purposes of loss forecasting or calculating capital requirements
- Demonstrates attention to detail
- Proven ability to communicate complex technical concepts clearly
- Technical skills: Statistics, Probability Theory, Econometrics
- IT skills: Prior experience of using statistical modeling tolls (e.g. SAS, R) and development experience in either C++ or Python
- Documentation: Ability to clearly document quantitative models and evidence technical modeling choices
- Data analysis and interpretation. Experience of interpreting and manipulating large financial data sets
- Practical experience of quantitative model documentation using of LaTex or similar mathematical typesetting packages
- Working knowledge of credit products including loans, bonds and credit derivatives
20
CIG Senior Quantitative Finance Analyst Resume Examples & Samples
- MS or PhD (preferred) in a highly quantitative field (engineering, computer science, physics, math, finance)
- Strong record of academic or professional achievement
- 5 or more years experience in computational modeling, software development, or economic research
- Knowledge of a major programming language (C++, R, Python, Perl)
- Unix or Linux experience
- Strong mathematical skills, especially coursework or experience in financial theory, economics, statistics, derivatives pricing, or optimization
21
Senior Quantitative Finance Analyst Resume Examples & Samples
- Opportunity to work with strong technical and high performing teams in Model Risk Management
- Validate all PPNR models developed by Quantitative Strategy Group and Global Risk Analytics
- Mentor junior members of the team
- PhD in quantitative fields such as computational finance, mathematics, statistics or equivalent
- 5 to 10 years experience in financial services industry building or validating models
- Complete familiarity and hands-on experience validating models under the SR11-07 and other regulatory framework
- Excellent organization, attention to detail, and proven ability to deliver
- Strong coding ability at least 2 of SAS, R , Python and C++
22
Senior Quantitative Finance Analyst Resume Examples & Samples
- 5+ years of relevant hands-onstatistical modeling / testingvalidation experience
- Masters/Ph.D.-level degree in quantitative fields such as statistics, economics, quantitative finance, applied mathematics, engineering
- Strong programming skills in SAS, R, VBA, Matlab, C++/C#/Java
- Technical curiosity and interest in lifelong learningand acquiring new knowledge
23
Senior Quantitative Finance Analyst Resume Examples & Samples
- Work closely with model developers and risk management groups
- Validate risk models for VaR, IRC/CRM, FRTB, stress testing, etc
- Review the underlying theory, assumptions, limitations, implementation and testing of the models
- Identify and quantify associated model risk
- Analyze results of ongoing monitoring of model performance
- Prepare model validation reports and technical documents
- PhD in a quantitative field such as mathematics, physics, statistics or operations research
- 4+ years of experience in a quantitative finance role
- Very strong mathematical and modeling skills
- Solid understanding of econometrics and time series analysis
- Knowledge of derivatives pricing models
- Strong programming skills (C++ or Python a plus)
- Strong aptitude for independent critical thinking
- Hard working and detail oriented, “can-do” attitude
24
Senior Quantitative Finance Analyst Resume Examples & Samples
- Proposing and executing model validation tests
- Verifying accuracy of model implementation
- Assessing quality of model outputs through back testing against realized outcomes, benchmarking against alternative models and other relevant tests
- Writing thorough technical reports for distribution and presentation to senior management, model developers, audit and bank regulators. Maintaining accurate records in the banks model risk management system
- Solid knowledge of linear regression, time series model, logistic regression and simulation based models
- Basic knowledge in financial risk modeling or validation
- Ph.D. degree in Economics, Statistics, Mathematics, Finance, Engineering, Physics or related field
- Knowledge of financial instruments and financial risk management principles
- Experience in capital model (including Moodys GCorr), VAR model and loss forecasting model
- Experience in risk management or quant group in a bank, financial institution or vendor
- Knowledge of machine learning, linear/non-linear regression or differential equations
25
Senior Quantitative Finance Analyst Resume Examples & Samples
- Assessing quality of model outputs through back testing against realized outcomes, bench marking against alternative models and other relevant tests
- Writing thorough technical reports for distribution and presentation to senior management, model developers, audit and bank regulators
- 5-7 years quantitative experience
- Background and experience with wholesale and / or retail credit rating scorecard models
- Experience in financial risk modeling or validation
- Programming experience using SAS and Matlab; R experience helpful
- PhD preferred, however, will consider Master’s degree with 3+ years of related work experience
- Familiarity with OCC 2011-12
26
Senior Quantitative Finance Analyst Resume Examples & Samples
- Review and validate capital (Basel and economic capital), operational (fraud, other operational risk and operational volume) and compliance models
- Provide effective challenge on underlying assumptions, theory, data, estimation, implementation and limitations of the model being validated
- Perform independent testing to identify/quantify model risk associated with the model being validated
- Work closely with model owners, developers and users with respect to compensating controls of the model and communication of validation outcomes
- Perform annual model reviews, on-going monitoring reviews, Required Actions Items closure
27
Senior Quantitative Finance Analyst Resume Examples & Samples
- Lead efforts in development of new models, analytic processes or system approaches
- Responsible for independently conducting quantitative analytics and complex modeling projects
- Create documentation for all activities and may work with technology staff in design of any system to run models developed. Incumbents possess strong quantitative/analytic skills and are able to influence strategic direction, as well as develop tactical plans. In addition to having strong quantitative skills, this candidate must also have strong communication skills as they will work closely with senior management and internal business units who use these models
- Application of analytical tools to assess risks to enterprise under stress, to design optimal strategies around pricing and originations, and to create integrated frameworks to assess interest revenues, non-interest revenues and credit losses in a consistent fashion
- Identify risks proactively and frame the range of potential outcomes for risks that are hard to model
- 5-7+ years of experience working in developing quantitative models
- Deep knowledge of banking products and services on consumer businesses like Credit Card/Auto/Mortgage business
- Experiences with statistical/financial modeling techniques (Multi factor regression, Markov models, transition models, hazard models)
- Proficiency in statistical languages like SAS or Matlab
- Process Development Experience
- Experiences with Hadoop, Hive for analysis on large unstructured datasets is a plus
28
Senior Quantitative Finance Analyst Resume Examples & Samples
- Masters or PhD degree in Math, Statistics, Physics, Financial Math or Economics or other quantitative related majors
- Minimum 4+ years of continuous hands-on model development or validation experience preferably in a lending environment
- Proficient in quantitative methods
29
Senior Quantitative Finance Analyst Resume Examples & Samples
- MS/PhD in quantitative discipline and 5-8 years of experience
- Strong programming skills in R/SAS and SQL
- Ability to work in a collaborative environment
- Ability to manage multiple priorities
- Expertise using Excel for Windows
30
Senior Quantitative Finance Analyst Resume Examples & Samples
- Developing and implementing new models or enhance existing models
- Maintaining & developing loss forecasting and capital models
- Seeking out work and enhancing current models/processes
- Master’s Degree or PhD in a numerical discipline (e.g. Statistics, Mathematics, Physics or Engineering)
- Technical Skills: Statistics, Probability Theory, Econometrics
- IT Skills: Prior experience in using statistical modeling tolls (e.g. SAS, R) and development experience in either C++ or Python
31
Senior Quantitative Finance Analyst Resume Examples & Samples
- 1) t he review, critical assessment and challenge as needed of a models conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance evidence, and implementation; 2) the development and implementation of effective independent testing plans that critically challenge key modeling assumptions through empirical analyses and establishes that models are replicable
- 3) the review and critical assessment of ongoing model monitoring activities; and 4) the writing of technical reports for distribution and presentation to model developers, senior management, audit, and bank regulators
- PhD or Master's degree in Statistics, Economics, Mathematics, Finance, Physics, or related field
- Background and experience with complex, loan-level models used for stress testing and other credit risk management purposes in the consumer retail space
- Expertise in cross-sectional and time-series econometrics
- Extensive expertise and programming experience using SAS, R and/or MATLAB
- Expertise in analyzing and mange large databases
- Minimum of 5 years of experience in financial risk modeling or validation
- Familiarity with applicable regulatory guidance on model risk management and stress testing
32
Senior Quantitative Finance Analyst Resume Examples & Samples
- Advanced quantitative degree with 5+ years of hands on model development or validation experience
- Ability to communicate clearly, effectively, and work well with people at all levels
- Ability to manage multiple projects and direct the effort of others
- Proficient in SAS and SQL
- Knowledge of risk, underwriting and marketing models in a consumer lending environment
- Proficient in R/S-Plus and MATLAB
- Knowledge of auto loans, home loans, credit cards and other products in consumer banking, financing and investments
33
Senior Quantitative Finance Analyst Resume Examples & Samples
- Present and defend the risk methodologies to senior management and external regulators,
- Work across departments: technology groups, model review, audit, etc. in order to achieve the business objectives
- 10+ years of experience working in developing quantitative models (Front office or Risk)
- 5+ years of experience directly managing a team
- Experience interfacing with regulators, model review, and audit
- Highly motivated and demonstrated ability to execute
- Strong computational skills (R, Python and C++ are preferred)
- Expert matter knowledge in at least one asset class
- Experience in defining and implementing credit and market risk methodologies
- Organization and execution within and across multiple projects at the same time
- Proficiency in computer programming and statistical packages / languages
34
Senior Quantitative Finance Analyst Resume Examples & Samples
- 5+ years’ experience in financial markets
- Familiarity with exotic equity derivatives is a must
- Any suitable combination of education, training, or experience is acceptable
35
Senior Quantitative Finance Analyst Resume Examples & Samples
- Masters or Ph.D degree in Statistics, Math, Financial Math or Economics
- Proficient in statistical analysis and modeling
- 3 years of continuous hands-on model development or validation experience, preferably, in a lending environment
36
Senior Quantitative Finance Analyst Resume Examples & Samples
- 3+ years of consumer modeling experience (credit cards, home or auto loans), specifically regression models in a financial services company
- Proficient in risk, underwriting and marketing modeling
- Have a deep understanding and knowledge of modeling process and model performance measures
- Process skills/experience (Six Sigma) a plus
- PowerPoint skills are strongly desired
37
Senior Quantitative Finance Analyst Resume Examples & Samples
- Coaching junior staff members and leading validation projects
- Background and experience in PD/EAD/LGD credit risk models for regulatory capital under the Advanced Approaches (A-IRB) or for stress testing (CCAR)
- Experience with retail products, e.g., mortgage, credit card, auto loans
- Knowledge of the Basel regulatory framework, US Basel III Final Rule, BCC 13-5, 14-3 and CCAR regulatory requirements
- Ability to communicate clearly and effectively, and influence others
38
Senior Quantitative Finance Analyst Resume Examples & Samples
- Ownership and responsibility for subset of models
- Management of junior staff
- Understanding financial and business rationale behind models and being able to interpret model results and limitations critically
- Studying and understanding technical model documents from team of statisticians
- Updating C++ and configuration files to match new/updated credit/prepayment/cashflow models
- Testing and debugging code to ensure correctness over wide range of inputs
- Reviewing, refactoring and optimizing existing code
39
Senior Quantitative Finance Analyst Resume Examples & Samples
- Validate mortgages and securitization product pricing models developed by Front Office Quant Group
- Develop benchmark models for model review and model risk management purposes
- Assist market risk managers on trade approvals and finance on price verification methodologies
- Familiarity with mortgages and securitization market and products
- Previous experience as either model developer or validator in mortgage rates, prepayments, delinquencies and foreclosures modeling is a must
- The candidate must have graduate-level research experience or coursework in the following: derivatives modeling; stochastic calculus; Partial Differential Equations; Statistics; Probability; Real Analysis; Numerical Analysis; Monte Carlo Methods
40
Senior Quantitative Finance Analyst Resume Examples & Samples
- Masters/Ph.D. in Economics, Computational Finance, Mathematics, Statistics, Physics or related degree
- Proven experience with SAS, Matlab and R
- Experience with times series and regression modeling
- Strong familiarity with balance sheet management modeling and products is a must. Good knowledge of rate and credit modeling is preferred
