Quantitative Analyst / Quantitative Analyst Resume Samples
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Quantitative Analyst / Quantitative Analyst Resume Samples
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MD
M Daniel
Maxie
Daniel
910 Langworth Springs
Philadelphia
PA
+1 (555) 175 8405
910 Langworth Springs
Philadelphia
PA
Phone
p
+1 (555) 175 8405
Experience
Experience
Chicago, IL
Model Validation Quantitative Analyst
Chicago, IL
Grady-Rippin
Chicago, IL
Model Validation Quantitative Analyst
- Maintain current/develop new analytical reports and presentations for senior management, executive committees and regulatory exams
- Independent model development building up our modeling framework and library
- Documentation of the validation findings with pricing framework conditions / limitations
- Ongoing improvement of business acumen including knowledge of regulatory guidance, relevant research, risk technology and financial services industry
- A proven track record of strong technical model development, validation, and/or model oversight
- Perform independent model validations and effective challenge for models across all lines of business
- Working knowledge in at least one of the following coding languages and systems: SQL, R, SAS, or STATA
Phoenix, AZ
Quantitative Analyst, Risk Methodology
Phoenix, AZ
Rath and Sons
Phoenix, AZ
Quantitative Analyst, Risk Methodology
- Development and implementation of risk methodologies to be used for market risk measurement under Fundamental Review of trading Book (FRTB)
- Presents analysis and results to teams such as Front Office Quants, Market Risk Clusters and Risk Managers and discusses relevant model issues and solutions
- Reviews old models and suggests/implements improvements
- Creates, analyses and implements new quantitative risk models
- Presents analyses and results with teams such as Front Office Quants, Market Risk Clusters and Risk Managers and discusses relevant model issues and solutions
- Review old models to ensure they are fit for purpose and decides upon improvements
- Ensure that any risk not captured by the VaR model is measured and implemented within the Risk-Not-In-VaR framework
present
New York, NY
Senior Quantitative Financial Analyst
New York, NY
Johnson-Osinski
present
New York, NY
Senior Quantitative Financial Analyst
present
- Provide leadership, work within a team and manage individual projects
- Development and maintenance of models used in balance sheet management, liquidity management, asset valuations and risk measurement
- Supporting model users and assisting in development of production processes
- Contribute to strategic direction and develop new analytic tools and improve best practices
- Assist senior members of the model audit group to execute and report on business monitoring
- Participating in peer code reviews and collaborative development with other developers and quantitative finance analysts
- Management of junior staff
Education
Education
Bachelor’s Degree in Mathematics
Bachelor’s Degree in Mathematics
Michigan State University
Bachelor’s Degree in Mathematics
Skills
Skills
- Strong communication / interpersonal skills; demonstrate initiative and be able to make quick decisions
- Experience with performance optimization and profilers (gprof, VTune etc)
- Strong attention to detail
- Solid knowledge of financial trading products, associated market risk factors and pricing models
- Ability to work under pressure and manage time effectively in a fast paced environment
- Establishing controls for data quality and ensuring appropriate data structures are in place
- Integrate seamlessly in a global organization of analytical associates dedicated to best in class modeling and analysis in support of world class risk management capabilities and culture
- Design, estimation, and execution of statistical models to identify and assess fair lending risks to enterprise, to inform strategies around pricing, origination, and other customer-related decisions
- Ability to present and consult with senior management and business stakeholders
- Knowledge of Basel capital rules
15 Quantitative Analyst / Quantitative Analyst resume templates
Read our complete resume writing guides
1
Credit Risk Methodology Quantitative Analyst Resume Examples & Samples
- Work with front office model developers to improve simulation, pricing, margining, and aggregation models for credit exposure calculation
- Develop and implement credit exposure stress testing methodologies and provide in-depth analyses of stress test results
- Perform quantitative testing on model enhancements and other changes impacting the exposure
- Develop approaches to identify and investigate model performance
- Perform detailed analysis of counterparty exposures to ascertain the accuracy of the exposures for limit monitoring and capital calculation purposes
- Provide methodology support for the Basel III implementation of the Internal Models Method (IMM)
- Communicate key risks with credit officers
- Develop prototype models to calculate exposure of new or exotic products
- Advanced degree (M.S.) in a quantitative discipline, e.g., economic, mathematics, or finance with a quantitative undergraduate background
- Some work experience in a quantitative research group is an advantage, but fresh graduates are also welcome
- Hands on experience with counterparty exposure modeling and experience with Monte Carlo simulation and numerical analysis (e.g., numerical integration, optimization techniques) would be desirable
- Facility with programming languages (e.g., MATLAB) or VBA/C++ coding
- Familiarity with financial products
2
AML Quantitative Analyst Resume Examples & Samples
- Have a master’s degree (or beyond) with outstanding academic credentials
- Statistician that can apply data analysis and statistical modeling techniques to improve a business process and present recommendations in a non-technical, business-friendly way for consideration by senior management
- High level of computer literacy, including experience using statistical packages for research/modeling (e.g., SPSS, Matlab, SAS, etc.)
- Fluency with Excel required, including pivot tables and summary functions
- Self-sufficiency in SQL
- Proficiency with data warehousing designs, data architecture and database technologies
- Excellent time management skills and ability to execute tasks within tight deadlines
- Excellent analytical, oral and written communication skills
- Excellent interpersonal skills necessary to work effectively with colleagues
- Knowledge of/experience with AML or other surveillance model design preferable
- Professional experience at a large financial institution and financial services data types (such as wires, checks, journals, and their data fields)
- Must possess the ability to research and resolve issues independently while working across teams to acquire information
- ACAMS certified
- Ability to manage multiple priorities and tasks with the skills to adapt to changes in a fast-paced environment
3
Model Validation Quantitative Analyst Resume Examples & Samples
- Understanding of derivative pricing theory
- Experience developing Risk models
- Solid understanding of stochastic calculus and the ability to transform technical research into working models
- Understanding of Basel and regulatory rules on capital modelling and back-testing is advantageous
- The implementation work will require a strong knowledge of programming, in C , Python, Mathematica, and / or some other appropriate language
- Candidates will have to demonstrate a sound knowledge of Probability Theory, Stochastic Calculus, Partial Differential Equations and Numerical Methods
4
Credit Quantitative Analyst Assoc / VP Resume Examples & Samples
- Day-to-day support for the Desk
- Building trading tools for the desk using Excel/C
- Developing pricing and risk models and implementing them in Excel/C
- Detecting and analyzing market opportunities
- Experience in Excel/VBa and a programming language, preferably C (and willingness to learn C )
5
Model Validation Quantitative Analyst Resume Examples & Samples
- Broad understanding of financial products, and market knowledge
- Knowledge of current regulatory requirements for financial institutions
- General understanding of modelling of financial products is a plus
- Past experience in capital markets, risk management, model validation, internal audit, compliance, front office or risk modelling is a plus
- Advanced written/oral communication and presentation skills
- Strong negotiation and relationship building skills
- Comfortable with standard Microsoft packages (Word, PowerPoint, Excel) and other project management tools
- Basic programming skills is a plus
- General understanding of mathematical modelling techniques for financial models is a plus
6
Quantitative Analyst, Multi Resume Examples & Samples
- Develop new models to cover new asset classes or data structures
- Running models on a monthly basis
- Review and document model performance
- Interacting with the business to understand data and explain model methodology The work will involve daily contact with the team in New York plus considerable interaction with Traders, Risk, and Technology, and offers an excellent environment in which to work alongside top professionals across these disciplines to get a broad understanding of the Markets business. Travel to other MQA locations for training may be required
- Experience in Matlab, SQL and VBA
- Experience in data processing including verifying the validity of data values
- Strong analytical, quantitative, statistical and communication skills
- Strong programing skills with an emphasis on writing clear, concise and maintainable code
- A BSc/BA in statistics, physics, mathematics, or computer science is preferred
7
Quantitative Analyst, Equity & Multi Resume Examples & Samples
- Integrate quant models into the C++ based IT Unified Model Interface framework, writing unit tests and regression tests covering significant test cases
- Develop quant Market Valuation Adjustment platform and migrate existing spreadsheet-based calculations onto newly developed automated script based framework
- Enhance C++ models to be able to access newly developed IT generic database and develop read-write Excel based spreadsheet tools into the Global Equity Derivatives pricing interface used by Trading desks and quants
- Design and implement Python-based back-testing framework to allow historical performance analysis and develop Python-based scripts to allow index rebalancing predictions for major indices
- Migrate Exotics parser scripts from current C# framework to newly developed C++ scripting language
- Develop Global Equity Derivatives interface used by Trading for pricing Equity Derivatives securities
- Financial experience desirable but not required
- Strong programming skills (C++& VBA)
- Effective communication across the global team
- Strong teamwork abilities
8
Credit Quantitative Analyst Resume Examples & Samples
- Building trading tools for the desk using Excel/C++/Intex
- Working with trading desk, other members of the team, Technology, Risk, etc
- Experience in Excel/VBa and a programming language, preferably C++ (and willingness to learn C++)
- Knowledge of credit modeling, cash CDO’s and asset-backed products
- Knowledge of statistics helpful
9
Quantitative Analyst Rates Latam Markets Resume Examples & Samples
- Work with traders and the rest of the global rates quant team to model and implement in dpAddins pricing and risk for LATAM rates products
- Document the models developed
- Assist IT teams in integrating into our analytics into official PnL systems
- 2+ years Fixed Income Quant
- Knowledge of developed and LATAM rates products
- Strong Maths (probability, stochastic calculus, numerical, arbitrage pricing theory)
- Excellent spoken and written English
- Dynamic responsibility taking self-starter
- Able to plan out a project and work with others in a team to execute the plan
- Masters degree in Maths/Physics/Engineering/Stats from top tier university
10
Assistant VP Quantitative Analyst Resume Examples & Samples
- Model Review - independently review and approve the Front Office models required for official reporting purposes, traded risk models (Market Risk and Counterparty Risk), ALCO Models, hedge fund valuation models and Asset Management models. The members work closely with traders, desk quants, risk managers, IT developers, etc
- Analytics - support to Product Control in the proposition, refinement and implementation of fair value adjustments. Quantitative support for Product Control and Traded Risk Management
- Development - implementation and support of quantitative control tools for infrastructure
- 3 year relevant experiences in quantitative fields. Smart Fresh Ph.D may be considered
- Solid understanding of derivative products and excellent quantitative skills are required. Strong background in financial mathematics (derivatives modelling, probability theory, mathematics, etc.)
- Broad background and deep understanding of derivative asset classes such as FX, interest rates, fixed income, equity derivatives, credit, etc. Knowledge in traded risk models is a big plus
- Excellent verbal and written skills. Must be able to explain complex and/or technical matters clearly, accurately and concisely. Need daily interaction with HSS quants and IT developers
- Demonstrate leadership. Proven project management skills
- Organized, detail-oriented and self-motivated. Work hard, smart, productive, business driven, be able to deliver under pressure. Ability to work in a team
- Must have solid C/C++ and VBA skills. Knowledge in Java, Matlab, R, SAS and S-Plus is a plus
- PhD in a quantitative or computational field (Finance, Math, Physics, Engineering, Computer Science) is preferable, but very capable MS in these fields may also be considered
- 3 years of experience in quantitative fields
- Solid understanding of derivative products and excellent quantitative skills are required. Strong background in financial mathematics (derivatives models, probability theory, mathematics)
- Excellent verbal and written skills. Must be able to explain complex and/or technical matters clearly, accurately and simply. Need daily interaction with senior management, business heads, traders, desk quants, model review members, market risk and credit risk managers, product controller, and senior IT developers
- Organized, detail-oriented and self-motivated. Work hard, smart, productive, business driven, be able to delivery under pressure. Ability to work in a team
11
Senior Quantitative Financial Analyst Resume Examples & Samples
- Experience building operational risk capital models (e.g.frequency models, severity models, risk mitigation, or dependency modeling)
- Masters or Ph.D. in a core applicable science field: Math /Statistics / Economics / Physics / Computational Engineering / Actuarial Science
- Understanding of how quantitative methods can be applied to finance and banking
- Experience working with large databases
- Project management experience, particularly in thedevelopment of models or analytic processes
- Knowledge of Basel capital rules
- CPA or CFA a plus
12
Quantitative Analyst, Risk Methodology Resume Examples & Samples
- Develop and specify the VaR model
- Understand and monitor the VaR model's performance
- Ensure that any risk not captured by the VaR model is measured within the Risks-not-in-VaR framework
- Collaborate closely with the data team to ensure that the historical data used in VaR or ERC calculations are appropriate
- Collaborate closely with the Strategic Change Management (SCM) team, to ensure that any changes to methodology are appropriately project-managed for implementation
- Ensure that all risk models are adequately documented for both internal and external (e.g. regulatory) purposes
13
Quantitative Analyst Markets Quantitative Analysis Resume Examples & Samples
- Providing risk management services for municipal bonds, Mortgage Backed Securities (MBS) and derivatives
- Improving the Firm’s Credit Valuation Adjustment (CVA) models
- Maintaining, enhancing and developing proprietary algorithms used to calculate Profit Attribution Analysis (PAA)
- Constant interaction with the MSD and GSM trading desks and market risk managers to understand and quantify changing market and regulatory conditions
- Partnering with information technology to ensure that these models and algorithms are incorporated correctly within the Firm’s technology platforms
- Undergraduate or graduate degree in mathematics, computer science, financial engineering or a related subject
- Programming experience in C++, VBA, Perl
- Familiarity with Bloomberg, Intex
- Fixed-income background preferred
14
Erisk Quantitative Analyst Resume Examples & Samples
- The roles sits on the FX desk in NY as part of a 1-2 person team with constant contact and interaction with the London-based e-FX team
- Knowledge and understanding of FX products
- Experience working on a trading floor is a plus
15
Quantitative Performance & Investment Risk Analyst Resume Examples & Samples
- Develop, test and deploy custom applications for both windows (Winforms / WPF) and browser (ASP.Net) -based solutions using VB and/or C# (.Net Framework 4+, SQL Server 2008+, Visual Studio 2013)
- Strong knowledge of core libraries and common design patterns
- Development experience using markup and scripting languages - XML, JavaScript, jQuery, HTML and CSS
- Experience with IIS and deployment of ASP projects
- Knowledge of relational databases, specifically SQL Server and Oracle
- Strong competency in creation of both web and windows graphical user interfaces
- Thorough knowledge of creating customizable output reports via reporting tools
- A preferred knowledge of DevExpress tools / libraries
- Bachelor's degree, preferably in finance, computer science, math or other quantitative discipline
- 4-7 years of relevant work experience; Development in a portfolio risk consulting, investment performance, investment operations or fund accounting environment preferred
- Working knowledge of MATLAB considered a plus
- Thorough documentation skills to ensure understandable, scalable and survivable applications and easy end-user education
- Exceptional quantitative and solid programming skills. Significant VB.Net, ASP.Net and SQL experience required
- Ability to conceptualize and communicate programmable solutions
- Comfortable working independently as well as in team settings. Ability to provide Production support and/or implementation support as and when needed
- Thorough understanding of database functionality and enterprise information systems
16
Credit Quantitative Analyst Incremental Risk Charge Methodology Resume Examples & Samples
- Further develop the methodology including both mathematical and risk modelling aspects and business liaison aspects (e.g. dealing with internal and external stakeholders and regulators on the model), thus being the single point of contact firm-wide on IRC methodology
- Research, development and implementation of new modelling, calculation and reporting approaches in a continuous improvement cycle that the team undertakes
- Take part in methodology development in related areas, in particular the Credit Economic Capital model
- Work experience in credit risk modelling, ideally in IRC, credit portfolio methodology or credit regulatory capital
- Understanding of the Basel II framework and the background to the IRC requirements
17
Risk Methodology Quantitative Analyst Resume Examples & Samples
- Develop and specify the internal market risk models
- Understand risk models (VaR & RNIV) currently in use and proposed changes under FRTB regulations
- Ensure that any significant tail-risk is highlighted to the Scenarios team
- Support the development and specification of the Economic Risk Capital (ERC) model
- Collaborate closely with the change teams, to ensure that any changes to methodology are appropriately project-managed for implementation
18
Omni Channel Quantitative Analyst Resume Examples & Samples
- 8+ years overall data analytics experience
- 3+ years advanced business analytics, including predictive modeling experience
- Proven track record of managing projects and delivering results
- In-depth knowledge of statistical methods, including logistic regression and time series modeling
- Advanced Degree in a quantitative field such as Mathematics, Finance, Economics, Statistics, or Engineering
- Demonstrated technical proficiency related to the position, including one or more of the following: Probability and Statistics; Finance (time value of money, yield curve); Programming skills (Visual Basic, C++, and/or Java); SAS certification
19
Planning Quantitative Analyst Resume Examples & Samples
- Asset allocation at the portfolio and account level
- Ongoing risk monitoring of the book and individual accounts
- Track uptake of investment lab recommendations
- Handle requests for data from product teams and ad hoc reporting for the lab
- Maintain/improve proposal tools and other processes
- Produce management and trading reports for portfolio managers on a weekly basis
- Participate in Investment Panel, including preparation of weekly materials
- Knowledge of derivative instruments
- Knowledge of a wide range of asset classes, financial instruments, and strategies
- Effective communication skills (verbal / written / proposal) to all levels
20
Quantitative Analyst, Risk Methodology Resume Examples & Samples
- Develop and specify the internal market risk models (VaR and RNIV)
- Understand risk models currently in use and monitor their performance
- Ensure that any risk not captured by the VaR model is measured and implemented within the Risk-Not-In-VaR framework
21
Senior Quantitative Financial Analyst Resume Examples & Samples
- 2 - 4 years hands-on experience from top-tier financial institutions in building financial time series models in Market Risk
- Solid knowledge of financial trading products, associated market risk factors and pricing models
- Strong programming experience with Matlab, C++, SQL and R
- Excellent writing skills with technical documentation (white papers)
- Ability to communicate crisply and clearly
- PhD or strong Master’s in math, statistics, physics or engineering
- Ability to work under pressure and manage time effectively in a fast paced environment
22
Cva Quantitative Analyst Resume Examples & Samples
- Develop credit value adjustment front office pricing models; support the cross asset quantitative library CVA expansion; implementation of multi factor Monte Carlo engines using American Monte Carlo
- At least 1 or 2 years of experience in implementing CVA models
- Strong Derivatives pricing knowledge. Cross-asset experience is a plus
- Hands-on implementation experience and strong programming skills (C/C++ required, Python optional)
23
Senior Quantitative Financial Analyst Resume Examples & Samples
- 2+ years of quantitative background with experience in one of the following: market risk, credit risk, modeling, audit
- Experience with R, SAS, C++, MatLab, Java
- Sound organizational, analytical, quantitative, oral, and written communication skills
- Ability to juggle multiple work efforts and to quickly change direction as needed
- Five or more years of quantitative financial experience in model development or model validation for one of the asset classes (Equities, Mortgages, Rates/Currencies)
- Experience with financial regulatory guidance
24
Credit Quantitative Analyst Resume Examples & Samples
- Provide support to senior level analysts in implementing the scoring solutions at vendor sites, including data requirements
- Act as assistant to senior level analysts in statistical area to help define business objectives
- Support senior level analysts in coordinating between Kohl's and external vendors on major project requirements
- BS degree in Statistics, Mathematics, Economics, Finance or Computer Science etc
- One year or less of experience using SAS in analyzing large data set
- Good knowledge in Statistical Analysis and Modeling, and Econometric Forecasting in consumer credit industry
- Ability to present business findings to all levels of audiences
25
Cva Quantitative Analyst Resume Examples & Samples
- Ten or more years of experience in financial analysis activities
- Candidate should have advanced degree in a quantitative field such as financial engineering, mathematics, statistics, computer science, or applied economics
- 5+ years of experience, preferably with financial engineering
- Strong knowledge of option pricing methodology specifically as it relates to fixed income derivatives
- Knowledge of optimal hedge algorithms (PCA, etc…)
- Thorough understanding of credit derivatives and associated credit modeling
- Proven success writing code within visual studio or a comparable
- Experience coding in C++, C#, .Net, java or with a scientific computing program such as Matlab, R, etc…
- Strong data mining skills (i.e. SQL, Oracle, xml data, etc…)
- Experience utilizing server based calculation solutions
- Understanding of dependence structure modeling (i.e. copulas, etc)
- Experience measuring VaR on derivative portfolios
- Familiarity with pricing multiple asset classes individually and within hybrid models (i.e. fixed income, foreign exchange, equity, etc)
26
Quantitative Analyst, Risk Methodology Resume Examples & Samples
- Organises the creation and analysis of new quantitative risk models and ensures their correct implementation
- Presents analyses and results with teams such as Front Office Quants, Market Risk Clusters and Risk Managers and discusses relevant model issues and solutions
- Produces and reviews internal and external model documentation
- Ensures consistency in models and alignment with governance policies and bodies
27
Credit Quantitative Analyst Resume Examples & Samples
- PhD or Master's degree in a quantitative subject (e.g. mathematics, physics or engineering), ideally with a good knowledge of in statistics/econometrics, quantitative finance or similar
- Solid understanding of financial markets, credit business and risk modelling
- Relevant work or academic experience in the financial services industry (e.g. banking or insurance field)
- Work experience in credit risk modelling is an advantage, ideally in credit portfolio modelling. Ideally prior experience on (credit) risk appetite
- Programming experience, particularly in C++ and in statistical languages such as R
- Ability to communicate logically and precisely, including writing rigorous and clear mathematical model documentation
- A pragmatic and solution-oriented working style and willingness to work hands-on
28
Credit Quantitative Analyst Incremental Risk Charge Methodology Resume Examples & Samples
- Further develop the methodology including both mathematical and risk modeling aspects and business liaison aspects (e.g. dealing with internal and external stakeholders and regulators on the model), thus being the single point of contact firm-wide on IRC methodology
- Research, development and implementation of new modeling, calculation and reporting approaches in a continuous improvement cycle that the team undertakes
- Work experience in credit risk modeling, ideally in IRC, IDR,CCAR, credit portfolio methodology or credit regulatory capital is an asset
- Understanding of the Basel II framework and the background to the IRC requirements is an advantage
- Ability to communicate logically and in a precise way, including writing rigorous and clear model documentation
29
Quantitative Analyst Rates Latam Markets Resume Examples & Samples
- Front-office experience
- Knowledge of rates derivative products
- Experience doing numerical programming in an object oriented language, preferably C++
- Strong Maths (probability, stochastic calculus, numerical methods, arbitrage pricing theory)
30
Credit Risk Methodology Quantitative Analyst Resume Examples & Samples
- Write high-quality model documentation that satisfies the firm’s internal model approval functions, audit requirements, and the Firm’s regulators (e.g., FRB, OCC, and PRA)
- Closely work with other teams within Credit Department to provide regular ongoing model performance assessments, rating analysis and override monitoring. Review analysis results with senior management and provide recommendations
- 2 to 6 years work experience in a quantitative research group at a commercial bank, investment bank, or consulting firm
- Familiarity with SQL and VBA
31
Credit Quantitative Analyst Resume Examples & Samples
- Being part of the strategic initiative to enhance the group wide Economic Capital framework
- Member of the credit Economic Capital methodology team that continues to be expanding
- Definition of product specific inputs (Retail and wholesale loans, OTC derivatives)
- Involved in statistical analysis for and mathematical design, calibration and prototyping of credit portfolio methodology
- Opportunity to work on a wide range of credit risk types, including counterparty and traded credit risk,l and wholesale lending
- Regular interaction and visibility with a wide range of stakeholders across the Bank, particularly from Market and Credit Risk Management, Enterprise Risk Management, Front Office, Reporting, IT and Regulatory Coordination
- Model documentation
- Potentially team responsibility
- Location of this position is London
32
Quantitative Analyst, Risk Methodology Resume Examples & Samples
- Creates, analyses and implements new quantitative risk models
- Reviews old models and suggests/implements improvements
- Presents analysis and results to teams such as Front Office Quants, Market Risk Clusters and Risk Managers and discusses relevant model issues and solutions
- Produces internal and external model documentation
- Liaises with the Risk Model Validation team to discuss and understand reviews and implements recommendations where necessary
- Automates model related processes and tests other implementations of market risk models
33
Credit Quantitative Analyst Resume Examples & Samples
- Work closely with business partners to gather all data and business requirements
- Support vendors in implementing the scoring solutions
- Provide input to define project scope and requirement, including solution implementations
- At least two years of experience using SAS in analyzing large data set in consumer credit industry
- Strong knowledge in Statistical Analysis and Modeling, and Econometric Forecasting in consumer credit industry
- Strong ability in presenting business findings to both the technical and non-technical audiences
- Strong problems solving skills
34
Credit Quantitative Analyst Incremental Risk Charge Methodology Resume Examples & Samples
- Further develop the internal model methodology including both risk modeling aspects and business liaison aspects
- Research, development and implementation of the FRTB internal model for DRC calculation and reporting approaches in a continuous improvement cycle that the team undertakes, contribute to the Bank’s reporting and methodology deliveries
- Develop analytics, monitoring, and day-to-day processes to ensure accuracy of model output
35
Quantitative Analyst Markets Quantitative Analysis Resume Examples & Samples
- Work with structuring to take an Investment Strategy defined in a Technical Guide and produce a C++ model that implements the model within our current framework
- Match the results with a research back test and push the model through model validation
- A numerate background
- Knowledge of financial markets: Equities, Futures, FX, Rates
- Experience with third party mathematical libraries such as Numerical recipes and boost
- Experience of scripting languages such as Perl and Python
- Experience of writing and debugging VBA
36
Credit Risk Methodology Quantitative Analyst Resume Examples & Samples
- Develop methodology for stress testing and counterparty exposure to satisfy various regulatory requirements (CCAR/DFAST/ICAAP). This requires thorough statistical analysis of the underlying data, such as regression and time series analyses, and understanding of the various macroeconomic factors and risk factors that impact the credit quality of portfolios
- Develop models for portfolio analyses purpose, such as credit limit setting and loss reserve
- Develop analytical tools to support other teams within Credit Department
- Advanced degree (PhD or MS) in statistics, physics, mathematics, computer science, financial engineering, economics or finance
- Strong quantitative background
- Basic programming skills (e.g. R, Matlab, Python, C++, Java)
37
Cva Quantitative Analyst Resume Examples & Samples
- Master's degree in quantitative finance
- 2 to 3 years of experience in quantitative analysis
- Knowledge and experience with option pricing methodology, derivatives valuation
- Experience coding in C++, C#, .Net, java or with a scientific computing language such as Matlab, R, etc
- Candidate should have advanced degree (MS, PhD) in a quantitative field such as financial engineering, mathematics, statistics, computer science, or applied economics
- Understanding of dependency structure modeling (i.e. copulas, etc.)
- Familiarity with pricing multiple asset classes individually and within hybrid models (i.e. fixed income, foreign exchange, equity, etc.)
38
Credit Quantitative Analyst Resume Examples & Samples
- Master's degree in Economics, Statistics, Mathematics or related field
- Programming background in SAS is required. Familiarity with VBA, C/C++, SQL, MATLAB, SPSS, S-Plus, R is preferred
- Knowledge of credit risk management, economic capital and stress testing concepts
- Strong background and practical experience working with statistical and econometric concepts
- Familiarity with Linear Algebra
39
Model Validation Quantitative Analyst Resume Examples & Samples
- The independent review and analysis of models used for pricing and risk management of equity derivative products (conceptual soundness of model specification and assumptions including tests in stressed market conditions, correctness of implementation or robustness of numerical aspects)
- The review of product-model adequacy in light of hedging strategies and market liquidity with studies of product sensitivities in various market conditions
- The proposal of alternative approach
- The implementation (in C #) of a given model in the Model Validation library (independent from the Front Office pricing library)
- A strong and proactive interaction with traders, R&D teams, risk managers and finance
- Documentation of the validation findings with pricing framework conditions / limitations
- Valuable experience of 3+ years in a pricing model validation or front office quant role with a broad exposure to derivatives (Fixed income or equity derivatives)
- A Master/PhD from a top university in a scientific subject such as Mathematics, Physics, Mathematical Finance or Statistics
- English - good communication skills – both written and oral
40
Cva Quantitative Analyst Resume Examples & Samples
- Enhance and maintain XVA models and C++ analytics library
- Research and develop new XVA pricing models for FX, rates, credit and commodities as well as the modeling of various credit mitigation procedures
- Interact with trading desks, risk management to get timely model delivery
- Provide analytical support to CVA Trading, Risk management, and Financial Control
- Perform CVA stress tests and on-going performance analysis
- 2-5 years of experience in fixed income derivatives pricing and modeling
- Strong programming skills in C/C++, Python and MS Excel
- Experience in credit, equity or mortgage products and risk analysis/trading supports a plus
- PhD/MSc degree in Math, Statistics, Sciences or Engineering
- Highly-motivated, detail-oriented team player, able to work with people in various regions
41
Credit Quantitative Analyst Resume Examples & Samples
- PhD or Master's degree in a quantitative subject (e.g. mathematics, physics or engineering), ideally with a solid curriculum in statistics/econometrics, quantitative finance or similar
- Excellent understanding of credit business and credit risk modelling
- Work experience in credit risk modelling, ideally in credit portfolio and/or in economic capital modelling and/or counterparty exposure modelling
- Programming experience, particularly in statistical languages such as R
- Solid ability to write rigorous and clear mathematical model documentation
- Ability to communicate logically and precisely
- Experience in leading a team is an advantage
42
Quantitative Analyst / Quantitative Analyst Resume Examples & Samples
- Perform sensitivity analysis on both proposed and existing transactions
- Monitors compliance with Corporate Policies and other related procedures and guidelines
- Ensures that systems and procedures are established to monitor compliance with Corporate
- Policies and other related procedures and guidelines
- Assists in the development and preparation of materials for presentations
- Assists on special projects
- Bachelor’s degree in Economics, Quantitative/Computational Finance, Mathematics, Computer Science, Engineering or another related quantitative field
- 2+ years relevant experience
43
Quantitative Equity Research Analyst Resume Examples & Samples
- Research and develop risk premia strategies on global equities and equity derivatives to enhance our alternative style premia offering and support their efficient implementation in global markets
- Develop and implement advanced risk modelling and portfolio construction techniques for targeted risk / return profiles
- Build and expand a sound basis for equity research with adequate database infrastructure
- Document and present comprehensive research results at highest quality standards for decision by the investment committee
- Research quantitative investment solutions for sophisticated institutional investors and present investment content to internal and external parties
- Contribute to editorial work on research papers in our field of expertise for the purpose of education of investors and for publication
- Perform regular internal and client reporting
44
Quantitative Credit Risk Analyst Resume Examples & Samples
- Serve as a member of multiple client engagement teams
- Identify issues and propose solutions
- Build quantitative models and be able to adapt to various programming languages
- Actively contribute to report writing and detailed financial modelling
- Demonstrate ability to listen to clients and address their needs
- Develop positive, productive and professional relationships with colleagues and clients
- Use current technology and tools to enhance the effectiveness of services provided
- Will to travel to African countries to assist local teams with support
- Relevant Masters degree or Honours degree with specialisation in
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Senior Quantitative Financial Analyst Resume Examples & Samples
- Degree in a technical field (Finance, Math, Engineering, Physics, Computer Science)
- 5 years professional experience writing maintainable and efficient C++ (fewer years accepted with applicable postgraduate degree)
- Ability to direct junior developers and review their code
- Ability to work independently, with minimal supervision
- Basic scripting using Perl/Python/R/Bash
- Strong mathematical/quantitative skills, including statistics, calculus and linear algebra
- Good verbal/written communication skills
- Comfort in working in a team environment
- Postgraduate degree in a technical field
- Boost experience
- Experience with Perl/Python/Lua/R/AWK/SAS/SQL
- Linux/Unix shell
- Experience in competing risk models, financial theory, economics, derivatives pricing, stochastic calculus or machine learning
- Experience of Monte Carlo Simulation
- Experience with parallel/cluster computing (using PVM, SLURM, MapReduce, Hadoop, etc)
- Experience working with very large data sets
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Model Validation Quantitative Analyst Resume Examples & Samples
- Assist the Model Risk Manager in monitoring the internal and external validation process for all models including scoping, performance, conclusions, and the implementation and verification of management’s corrective actions
- Responsible for independent model validation on a limited scale and performance monitoring such as assessing the conceptual soundness, evaluating model assumptions and data integrity/quality, testing model numerical and/or computational accuracy, performing outcomes analysis, and reviewing model governance and control process
- Verify model performance, i.e. correct implementation, limiting behaving, and response to stress/extreme input condition-stress testing
- Work with model and process owners throughout model lifecycles to ensure compliance with applicable polices and regulations
- Assess the mathematical, statistical, theoretical and conceptual soundness of each model
- Produce clear and coherent technical documentation for internal and regulatory purposes
- Support CRO and Model Risk Manager with interaction with regulatory exams and internal audits
- Participate in development of relevant policies and procedures
- Contribute to the preparation of annual plans, detailed forecasts and monthly updates of financial performance for senior management as it relates to both internal and external validations
- Perform other duties as assigned by Chief Risk Officer
- Degree in mathematics, finance, economics, statistics, operational research, or other quantitative fields
- A minimum of 4 to 6 years of experience within the financial services industry working in a model development and/or validation area
- A proven track record of strong technical model development, validation, and/or model oversight
- Well-honed analytical, quantitative and problem-solving skills
- Working knowledge in at least one of the following coding languages and systems: SQL, R, SAS, or STATA
- Adeptness in associated regulatory requirements of model risk management (e.g., SR 11-7) with stress testing and capital planning (e.g., DFAST, CCAR) familiarity desirable
- Industry certifications a plus (e.g., CFA, FRM)
- Attention to detail with the ability to prioritize
- Proficiency in using he Microsoft Office Suite
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Model Validation Quantitative Analyst Resume Examples & Samples
- Equities and equity hybrids model review, testing and documentation following the model validation guidelines of SR11-7
- Timely delivery of sign-offs and effective challenge to Front-Office and escalation of identified issues
- Conducting research for establishing methodologies that estimate model risks associated to products
- Independent model development building up our modeling framework and library
- Review of New Products: Conducting analysis for Pre-Trade Approvals
- Liaising with other stakeholders: Front-Office quants and trading, Market Risk and Product Control
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Senior Quantitative Financial Analyst Resume Examples & Samples
- Masters or PhD in a quantitative field, PhD strongly preferred
- 4-7+ years of experience working in developing quantitative models
- Model development experience in a financial institution
- Ability to advise management on use of proper quantitative methods
- Fair Lending Modeling Experience
- Proficiency in Microsoft office suite, PowerPoint, Excel
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Senior Quantitative Financial Analyst Resume Examples & Samples
- Application of analytical tools to extract and prepare reference data, assess data limitations and materiality of modeling assumptions
- Design, estimation, and validation of consumer behavioral models
- Organizing and preparing development documentation and supporting materials
- Presenting to senior management and model examiners
- Cross functional support for model installation and ongoing monitoring
- Ability to identify risks and issues and to effectively troubleshoot
- Contribute to strategic direction and develop new analytic tools and improve best practices
- Masters or PhD in a quantitative discipline (Economics, Statistics, Engineering, etc.)
- 5+ years of experience developing quantitative models
- Consumer behavior model development experience in a financial institution
- High quality documentation and presentation materials using Microsoft office
- Strong communication and interpersonal skills in order to work with cross-functional teams
- Ability to present and consult with senior management and business stakeholders
- Experience meeting with model reviewers and responding to examiner questions and required actions
- Programming with SAS, R and other programming languages
- Experience with SQL and querying large relational databases (DB2, Teradata, Hadoop)
- Project management discipline
- LaTeX
- Graphics using SAS ODS or R
- Experience with Basel regulations and CCAR
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Model Validation Quantitative Analyst Resume Examples & Samples
- Independent validation of all corporate risk models, including credit risk (PD, LGD), forecasting, compliance and operational risk models and other model types. Including performance of model validations and oversight of any independent internal or external model validations
- Effective challenge of the model conceptual soundness, assumptions and appropriateness of model methodology
- Replication of model estimates
- Model testing including back-testing, sensitivity analysis, stress testing and benchmarking
- Review of the model implementation, verification of user acceptance testing
- Preparation of comprehensive independent validation projects and processes among multiple stakeholders. Participation in peer review processes for model development and validation
- Participation in improvement of model validation procedures and supporting methods
- Participation in model monitoring and maintenance review
- Ongoing improvement of business acumen including knowledge of regulatory guidance, relevant research, risk technology and financial services industry
- Perform independent model validations and effective challenge for models across all lines of business
- Maintain and follow independent model validation standards and procedures. Interpret model validation test results and establish required action plans with model owners/developers and provide value-added recommendations to model owners/developers
- Proactively identify emerging model risk issues impacting the Company and communicate to model developers, senior management and Committees as needed
- Maintain current/develop new analytical reports and presentations for senior management, executive committees and regulatory exams
- Collaboration with (future) data warehouse and/or model development departments
- Master’s or PhD. In Business, Economics, Engineering, Statistics, Mathematics or an equivalent combination of education and work related experience
- Minimum of 5 years of experience in the financial industry, audit, or functional equivalent
- Statistical and econometric theory, logistic regression, linear regression, time series modeling, operations research, and scenario based simulations
- Capabilities and knowledge of SAS statistical software
- Capabilities and knowledge of SQL
- Project management and strong communication skills
- Capacity to cope with a high degree of ambiguity and change
- Ability to work both independently and as part of cross-functional teams capable of preparing and presenting reports to all audiences, including executives and boards
- Demonstrated leadership abilities in a fast-paced work environment
- Track record of being highly engaged with a hands-on management approach and lead-by-example style
- Outstanding business acumen and analytical, problem solving, written and verbal communication skills
- Possess strong interpersonal skills, customer and team oriented
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Senior Quantitative Financial Analyst Resume Examples & Samples
- Preparing valuation and/or financial models and scenarios/what-ifs/sensitivity analysis to perform a range of financial evaluations
- Performing various analytical tasks to support strategy, business development, financial planning, and operations
- Performing financial, statistical, economic and qualitative data collection and analyses
- Creating and managing spreadsheets and databases and reporting dashboards
- Creating reports and presentations in both MS Excel and PowerPoint to be used by Executive leadership
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Senior Quantitative Financial Analyst Resume Examples & Samples
- Financial Analysis to support optimal balance sheet utilization
- Provide leadership, work within a team and manage individual projects
- Development and maintenance of models used in balance sheet management, liquidity management, asset valuations and risk measurement
- Perform back-testing, benchmarking, stress testing, and scenario analysis
- Communicate complex concepts in a clear and concise manner to senior managers as well as internal auditors, external auditors and regulators
- Develop automated code-based solutions to simplify challenging and repetitive processes
- Complete ad hoc analysis and reporting
- Complete all required compliance training. Maintain knowledge of and adhere to Flagstar's internal compliance policies and procedures
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Credit Quantitative Analyst Resume Examples & Samples
- Communicate clearly and effectively with FO and MO stakeholders throughout the entire lifecycle of new product development and modelling for trading Credit Exotics
- Derive new probabilistic and stochastic models and document them using Latex, and liaise with FO and model validation, risk and IT functions
- Design unit tests, develop the model in C++. Integrate the model to tactical tools including spreadsheet pricing templates
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Senior Quantitative Financial Analyst Resume Examples & Samples
- Determine and propose the risk-based scope of Model Audits
- Engage with business partners within various lines of business and functions to identify and assess the risks and control effectiveness
- Responsible for Leading Audits and produce high-quality audit reports
- Responsible for raising audit findings articulating the results and impact of audit fieldwork, both verbally and in writing to the business
- Assist senior members of the model audit group to execute and report on business monitoring
- Mentor and coach junior team members within the Model Risk Audit group
- Provide quantitative modelling consultation to other audit teams and engage with business partners in ensuring effective coverage of the model risk control environment
- Master's or Ph.D. in a relevant quantitative discipline such as mathematics, statistics, operations research, physics, economics or MBA
- Relevant Model risk management experience in one or more of the following areas: governance, capital markets models, consumer / retail models, economic capital models, loss forecasting models
- Relevant professional experience of regulatory requirements within model risk management such as SR11-7 and SR15-18
- Model Risk Audit experience (strongly preferred)
- Excellent organizational, analytical, quantitative, oral, and written communication skills
- Ability to manage and deliver timely on multiple projects
