Quantitative Analyst Resume Samples

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JK
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Jaquelin
King
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+1 (555) 179 3003
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CA
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Experience Experience
Detroit, MI
Junior Quantitative Analyst
Detroit, MI
Balistreri, Hills and O'Kon
Detroit, MI
Junior Quantitative Analyst
  • Assist Quantitative Analysts with financial modeling and creating and presenting data to regulators, internal departments, and institutional clients
  • Jr. Quantitative Analyst’s primary role is to apply mathematical or statistical techniques to address practical issues in finance such as performance monitoring, publication, and guidance on risk management
  • Participate in hedge fund product development projects
  • Quantitative research. Contribute to project-oriented research work to assist in analysis of managers and development of quantitative models used in portfolio construction and manager selection
  • Manager research. Participate in the evaluation of strategies for potential inclusion in existing or future portfolios
  • Research projects as directed involving data collection, development, and analysis
  • Ongoing production, design and communication of investment monitoring templates incorporating portfolio exposure, risk and alpha budget as well as performance attribution information
Phoenix, AZ
Quantitative Analyst
Phoenix, AZ
Terry-Mraz
Phoenix, AZ
Quantitative Analyst
  • Provide support to CapOp Group Head, including developing material for meetings with senior management and assisting with ad hoc requests
  • Work with the quant team in the group to provide feedback on model development based on changes to portfolio both related to policy and performance
  • Develop and maintain working knowledge of Credit Risk databases to provide data and analytical support to Senior Management
  • Work on general efficiency improvements and optimization of the library, including: performance, memory management, GPUs, multi-threading …
  • Work on general efficiency improvements and optimization of the library, including: performance, memory management, GPUs, multi threading …
  • Develop and implement tools to support a robust risk management framework
  • Work on general efficiency improvement and optimization of the analytical library (Performance, Memory consumption)
present
Phoenix, AZ
Senior Quantitative Analyst
Phoenix, AZ
Barrows-Boehm
present
Phoenix, AZ
Senior Quantitative Analyst
present
  • Identify opportunities for improvement, and develop and manage a research roadmap with supporting methodologies and technical competencies
  • Work closely with the developers in the team to create risk models in R
  • Expectation of this role is to be to identify, assess and manage risks around data management
  • Assist with the design and development of Risk Rating Models through the use of statistical and non-statistical methods
  • Work with the business partners to resolve any issues that arise from the deployment of the models including the development of sophisticated business rules
  • Develop pricing and risk analytic tools to support risk management, and design risk sensitivity analysis reports
  • Provide training and support to junior analysts and other coworkers in the areas of business intelligence and advanced analytics
Education Education
Bachelor’s Degree in Mathematics
Bachelor’s Degree in Mathematics
University of Delaware
Bachelor’s Degree in Mathematics
Skills Skills
  • Computer Science, Math, or Engineering background
  • Strong quantitative, analytical, and problem solving skills
  • Strong attention to detail
  • Strong communication skills
  • Ability to work seamlessly on multiple projects
  • Excellent judgment and strong work ethic
  • Working knowledge of Finance and markets
  • Experience with one or two programming languages
  • Advanced SQL/database skills
  • Strong working knowledge and practical experience with probability and statistics/ econometrics as well as experience with portfolio performance and/or risk analysis. Some knowledge of statistical software packages (e.g. Matlab, R, SPSS, Stata, SAS) would be helpful
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15 Quantitative Analyst resume templates

1

Junior Quantitative Analyst Resume Examples & Samples

  • Jr. Quantitative Analyst’s primary role is to apply mathematical or statistical techniques to address practical issues in finance such as performance monitoring, publication, and guidance on risk management
  • B.S. or B.A. in Finance, Ecomomics, or STEM discipline with coursework involving quantitative analysis
  • Minimum 1 year related experience
  • Familiarity with Excel, programming language and technical writing
  • Knowlegeable of probability and statistics and their applications
  • Knowledge of economic and financial priciples and practices, the financial markets, the industry and associated terminology
2

Corporate Risk Model Development & Capital Analysis Quantitative Analyst Associate Resume Examples & Samples

  • Improve existing and/or develop new simulation models for risk factors and products based on statistical, time-series analysis and econometric techniques
  • Build volatility, and correlation forecasting models across multiple risk factors, and products
  • Build and support calibration tools for the simulation models developed. Design tests to monitor and assess the quality of calibration results
  • Expand coverage of risk/capital models to new products/payoffs including cross-asset products
  • Design and implement tools for understanding and explaining model behavior
  • PhD degree in mathematical statistics, economics, operations research or a comparable field, with a strong emphasis on time series analysis
  • Excellent knowledge and prior experience (academic or otherwise) of time series analysis, factor models, dimension reduction techniques and statistical hypothesis testing
  • Strong command of mathematics, modeling and numerical algorithms
  • Sound programming skill in Python, Matlab, or R
  • Familiarity with stochastic calculus, and probability theory
  • Knowledge of derivative pricing models, products and markets
3

Quantitative Analyst, VP Resume Examples & Samples

  • Research, development and implementation of mathematical models for the pricing of derivatives and cash products
  • Ensure that any models developed are fully and properly integrated into the quant libraries
  • Carry out special projects related to pricing models, trades, and risk management
  • Support the modelling requirements of the trading staff as needed
  • Co-ordination with GMO and GRM as part of the process of submitting front office developed models for vetting and use in the banks risk framework
  • Knowledge of derivatives and financial products, for trading, pricing and risk management
4

MBS Quantitative Analyst Resume Examples & Samples

  • Conduct market data analysis as requested by trading
  • Research, development and implementation of mathematical models for the pricing of Mortgage Backed and Asset Back Securities
  • Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant risk and control functionspromptly
5

Quantitative Analyst Resume Examples & Samples

  • 2-3 years experience in quantitative electronic trading
  • Solid understanding of equities markets, financial statements, and statistics
  • Strong written, verbal, analytical, organizational and time management skills
  • Strong interpersonal/team work skills, including ability to work effectively and efficiently in an individual or team setting
  • Demonstrated ability to complete multiple projects while working effectively under pressure and prescribed deadlines
  • Computer proficiency, including Excel and one of C, C , or Java
  • Self-starter, must work independently with minimal supervision
  • Able to handle confidential matters with discretion and good judgment
6

Quantitative Analyst Resume Examples & Samples

  • Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant risk and control functions promptly
  • Research, development and implementation of analytical tools to support bond and interest rate derivatives trading and risk management activities
  • Integration of existing analytics libraries with selected IT platform
  • Testing and verification of all cash analytical solutions
  • Gathering new requirements from the business and managing delivery of solutions through quant libraries and associated IT systems
  • Maintenance and improvement of existing tools and operational framework
  • Provision of general day-to-day quantitative support to trading desks
  • Provision of research assistance as required
  • Co-ordination with GMO and GRM as part of the process of submitting front office developed models for vetting and use in the bank’s risk framework
  • Advanced degrees in computer science, physics, mathematics or equivalent disciplines
  • Knowledge of fixed income derivatives and cash products, their pricing and risk management methodologies and techniques
  • Knowledge of relevant applications and risk managements systems and technologies
7

Quantitative Analyst Resume Examples & Samples

  • Design, develop and validate risk-return, underwriting and credit portfolio management analysis
  • Support the business through valuation, pricing and acquisition analyses
  • Developing loss forecasting, reporting and test tracking for each product
  • Work with SAS to extract data and use statistical modeling techniques to analyze, extract data and use statistical modeling/analytical skills
  • 7+ years relevant experience
  • Graduate degree in financial engineering, statistics, or a quantitative discipline, preferred
  • Prior management experience working with pricing, credit portfolio management and/or commercial real estate lending product management, strongly preferred
8

Quantitative Analyst Resume Examples & Samples

  • Develop and enhance Commercial Credit Risk Models including Probability of Default (PD), Loss Given Default(LGD), Exposure at Default (EAD) and custom credit quality indices to forecast future credit quality trends and credit limits
  • Perform quantitative analysis using SAS
  • Support model risk management
  • Communicate model framework and development progress to regulators, auditors, and businesses
  • Statistical and mathematical background
  • Statistical programming languages (e.g., SAS, S+, R, Matlab, etc.) and database management is required
  • Experience in statistical techniques such as linear regression, logistic regression, decision trees
  • PhD or M.S. in quantitative discipline (e.g., statistics, economics, mathematics, financial engineering, etc.), or an MBA Finance with quantitative background is required. 3-7 years experience in modeling or quantitative analytics in financial services Recruiter: Jamie Bernard
9

Quantitative Analyst Resume Examples & Samples

  • Computer Science, Math, or Engineering background
  • Ability to work seamlessly on multiple projects
  • Excellent judgment and strong work ethic
  • Working knowledge of Finance and markets
  • Experience with one or two programming languages
  • Advanced SQL/database skills
  • Strong working knowledge and practical experience with probability and statistics/ econometrics as well as experience with portfolio performance and/or risk analysis. Some knowledge of statistical software packages (e.g. Matlab, R, SPSS, Stata, SAS) would be helpful
  • Knowledge of Bloomberg/FactSet a plus
10

Quantitative Analyst Resume Examples & Samples

  • Proven C development experience in a commercial environment preferably using VC
  • Experience of Windows environment
  • Experience of Linux would be helpful
  • Knowledge of financial markets, particularly bond maths would be beneficial
  • Some experience of Python would be useful
  • Strong software engineering skills with an emphasis on writing clear, concise and maintainable code
  • Strong mathematical programming
  • Able to think independently and creatively
  • A numerate background (minimum of a good BSc / BA)
11

Quantitative Analyst Resume Examples & Samples

  • Implementation of pricing and risk models in the C++ Front-Office Analytics library - Building tools for P&L, hedging analysis, stress-testing in Excel/VBA/Python
  • Working on the various Regulatory projects impacting the business, including: Model Risk, CCAR, PAA …
  • Work on general efficiency improvements and optimization of the library, including: performance, memory management, GPUs, multi-threading …
  • Development of quantitative investment strategies for the credit business
  • Working on day-to-day support processes for the business
  • Experience in numerical analysis, Monte-Carlo methods, probability and stochastic calculus Knowledge of credit and fixed income modelling
  • Fluency in mathematical finance and statistical analysis
  • Experience in programming using C++, VBA and Python
  • Degree in Mathematics, Physics, Engineering, Finance or Economics
12

Quantitative Analyst Resume Examples & Samples

  • Primary liaison between CapOp and Global Markets business leadership and staff regarding regulatory capital optimization and business planning
  • Enhance awareness within the Markets businesses on capital usage by product/asset type
  • Help the business to develop strategies to manage capital more efficiently
  • Review status of business-led RWA/SLE remediation actions
  • Conduct business deep dives and detailed regulatory capital consumption analysis to help identify and drive Basel III remediation efforts
  • Monitor business capital usage and track against preset RWA limits
  • Management Reporting
  • Own and produce RWA/SLE reporting schedules for businesses and senior management
  • Identify, analyze, and communicate drivers of month over month variances across businesses and exposures
  • Develop a strong working relationship with Finance and Risk across the organization to facilitate Glidepath efforts
  • Drive the creation of enhanced analytics for key constituents to assess regulatory capital consumption (Business, Finance, and Risk)
  • Provide support to CapOp Group Head, including developing material for meetings with senior management and assisting with ad hoc requests
  • Assist in the CCAR reporting process by liaising with the businesses and Finance
  • Candidate must be highly self-motivated, with a high level of energy, strong desire to learn and ability to work independently. Candidate will be expected to show initiative and creativity in identifying and resolving issues
  • Excellent communication, presentation and interpersonal skills
  • Ability to work under pressure in a highly technical professional environment, coordinate processes, and work as part of multiple teams across multiple time zones
  • Superior attention to detail and level of accuracy is expected and required
  • Bachelor’s degree and significant qualifications in Finance, Economics, or other analytical disciplines with an impressive track record of academic success
  • Strong understanding of accounting and complex financial concepts
  • Expertise in regulatory rules (Basel and/or local rules) or relevant business experience preferred
13

Quantitative Analyst Resume Examples & Samples

  • Design and implementation of pricing and hedging models for credit derivatives transactions, Credit Valuation Adjustment (CVA) calculations, and Risk-Weighted Assets (RWAs) optimization
  • Development and maintenance of the in-house C++ derivative pricing libraries - Delivery of pragmatic solutions to ad-hoc requests from the trading desks, structurers and risk managers
  • Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
  • Support the credit trading desk in daily trading activities (PnL explain, Pricing tools, Risk investigation) - Work on new model development (including: Mathematical specification, Development and integration into FO System, and Testing)
  • Work on implementation of new product and model features for the credit trading desk
  • Work on general efficiency improvement and optimization of the analytical library (Performance, Memory consumption)
  • Practical programming experience in C++
14

Quantitative Analyst Resume Examples & Samples

  • Tabulation and quantitative analysis of large sets of cross-sectional, panel, and survey data
  • Preparing and presenting reported findings
  • Literature reviews and the drafting of summaries
  • Collaborating with the Senior Economists and other TIAA-CREF Institute staff in executing the strategic research agenda
  • Support and prioritize multiple projects and initiatives
  • Minimum of a Masters degree in Economics, Finance, or a related business field
  • Experience working with SAS and SQL
  • Analytical and data-management experience utilizing large relational databases
  • Proficiently in all Microsoft suites with an emphasis in MS Excel, Access, and Word
  • Experience working with large relational data bases using SAS within a UNIX environment preferred
  • Solid decision making skills and judgment
  • The ability to present information in a logical, fact-based manner through both written and verbal mediums
  • Excellent interpersonal, organizational, critical listening skills
  • Demonstrate intellectual curiosity, advanced analytic and creative problem solving skills
15

Senior Quantitative Analyst Resume Examples & Samples

  • Expense and loss optimization based on known factors such as productive hours, collector effectiveness, and contact frequency and type
  • Streamlining operational processes to the current loss environmentQualifications
  • Strong analytical and problem solving skills as demonstrated by 5-8 years of experience
  • Strong evidence of leveraging analytics to drive business results
  • Quantitative analyst experience, including skills like data mining and statistics
  • Skilled with MS Office (Excel, Access, Word, and PowerPoint)
  • Proficient at written and oral communication, including presentation skills
  • 2-5 years programming and analytics experience with SAS/SQL
  • Extensive experience working within the Bank's data infrastructure (BACARDI, The W, SQL Server, etc)
  • Experience with business case development/financial statements<
16

Quantitative Analyst Resume Examples & Samples

  • Degree in a quantitative subject, MSc or above
  • Good knowledge of derivatives pricing models and “Greeks”
  • Independent and pro-active
17

Quantitative Analyst Resume Examples & Samples

  • Proven direct investment experience preferably in multi-Asset, fixed income or global equities
  • Strong quant modeling, knowledge of multi asset pricing techniques, communication, & programming experience are a must
  • Strong financial mathematics skills
18

Quantitative Analyst Resume Examples & Samples

  • Calculate recommended haircuts for Repo and Equity Financing transactions
  • Skills include excellent product knowledge; credit or market risk experience
  • Good teamwork and communication skills
  • CFA or other professional qualifications an advantage
19

Senior Quantitative Analyst Resume Examples & Samples

  • Model Review - Independently review and approve the Front Office models required for official reporting purposes. Review of traded risk models (VaR and Counterparty Risk), Balance Sheet management models, asset liability management models, 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 Market Risk Management. Participate in model risk governance and management. Support model risk management system development and UAT
  • Development - Implementation and support of quantitative control tools for infrastructure
  • Strong background in mathematical finance, derivative pricing models, and numerical techniques for derivative valuation (Monte Carlo methods, PDE solvers) is required
  • 5+ years experience in quantitative fields is preferred
  • Experience or knowledge in derivative products is a plus
  • Have knowledge on some trading systems such as Summit, Calypso, Murex, Polypaths etc
  • Have programming skills or knowledge on VBA, R, and C/C++. Other language such as Matlab, Perl, SAS, S-Plus etc. is plus
  • Ph.D or master in a quantitative or computational filed (Finance, Math, Physics, Financial Engineering, Computer Science) is preferable
20

Quantitative Analyst Resume Examples & Samples

  • Monitor, on a daily basis, time-series data inputs to the Yield Book tracking error model
  • Assist in empirical analysis of historical data
  • Interact with Yield Book developers and engineers to resolve any data issues
  • Participate in designing data quality assurance procedures and document the procedures
  • Maintain data monitoring software tools
  • Master degree in a quantitative field with outstanding academic achievement
  • Familiarity with UNIX/Linux environment
  • Knowledge of fixed-income market and instruments preferred
21

Quantitative Analyst Resume Examples & Samples

  • Expenseand loss optimization based on known factors such as productive hours,collector effectiveness, and contact frequency and type
  • Streamliningoperational processes to the current loss environment
  • 2+years programming and analytics experience with SAS/SQL
22

Quantitative Analyst Resume Examples & Samples

  • Improve and strengthen the risk representation of the Credit Risk framework. Search and close out risk coverage gaps and address weaknesses in the risk representation in the internal models
  • Perform impact studies and provide timely turnaround to requests for bespoke analysis from senior management, audit and regulators
  • Excellent product knowledge demonstrated through prior work experience
  • Credit Risk experience
  • Investment banking experience
  • Strong team player with good interpersonal skills to interact with a wide range of audience/stakeholders
  • CFA or other professional qualifications would be desirable
  • Prior experience with methodology projects driven by regulatory change and/or knowledge of evolving regulatory requirements (e.g. Basel 3, CRD IV) would be advantageous
  • Strong VBA and SQL skills
23

Quantitative Analyst Resume Examples & Samples

  • Modelling the joint evolution of the stochastic risk factors underlying derivative trades across asset classes (e.g. FX, interest rates, equity, credit, commodities) and dynamic modelling of collateral agreements
  • Pricing models for financial derivatives
  • Prototyping, backtesting and benchmarking of model candidates
  • Development of production implementation of models within Credit Suisse integrated Front-to-Back infrastructure
  • Interaction with internal stakeholders such as Front Office, Credit Officers, Pre-trade Analysis, IT
  • Addressing requests from various regulators, e.g. in the context of Basel III
24

Quantitative Analyst Resume Examples & Samples

  • Develop and enhance the new C# based quant testing framework used to perform the testing required for model validation and also for on-going Model Performance Monitoring tests
  • Design and develop new tools to assess various market data dynamics and perform back-testing simulations
  • Improve and migrate stressing infrastructure into newly developed C++ based quant analytics library
  • Migrate existing models into newly developed C++ based quant analytics library and perform model validation submissions. Extensive training will be given to the candidate both onsite in Budapest and offsite in London
  • Experience in C++, VBA and Excel
  • High level of motivation and desire to learn
  • Proven attention to details
  • Able to follow procedures and operate within strict guidelines
  • Interest in Financial Markets
25

Quantitative Analyst Resume Examples & Samples

  • Advance the methodologies and parameterization for measuring VaR,
  • Develop, improve, and participate in the periodic recalibration process of the VaR model,
  • Collaborate closely with Risk IT in improving the market risk measurement platform,
  • Participate in methodically testing new implementations in the VaR measurement system,
26

Junior Quantitative Analyst Resume Examples & Samples

  • Quantitative research. Contribute to project-oriented research work to assist in analysis of managers and development of quantitative models used in portfolio construction and manager selection
  • Manager research. Participate in the evaluation of strategies for potential inclusion in existing or future portfolios
  • Maintain database for the Team’s proprietary use. Streamline information / data from various sources that feed into the team’s investment process and take ownership of data integrity
  • Ongoing production, design and communication of investment monitoring templates incorporating portfolio exposure, risk and alpha budget as well as performance attribution information
27

Tradebook Quantitative Analyst Resume Examples & Samples

  • Develop and maintain algorithmic trading strategies across Global Markets using statistical modeling techniques
  • Research global trading microstructure across asset classes
  • Interact and communicate with Sales, Trading, and Developers to propose ideas, implement ideas based on feedback and follow through with efficient and accurate execution
  • Present high quality research to clients, sales and traders
28

Markets Automated Trading Desk-quantitative Analyst Resume Examples & Samples

  • Review current trading strategies and provide insight into enhanced performance
  • Analyze client order flow to help with optimized trading strategies
  • Enhance portfolio optimization
  • Develop trading alpha, especially with respect to Rule 605 volume
  • Develop close ties with traders and trading technology so that new trading strategies are implemented
  • An experienced quant, preferably a Ph. D
  • Proven track record of developing profitable trading signals and improving portfolio performance
  • Strong leadership skills and ability to manage cross-functional teams
  • Results/task orientated with excellent attention to detail
  • Ability to manage and prioritize effectively and resolve conflicting priorities
  • Applicable licenses: 7, 55, 63 are preferred
29

Quantitative Analyst Resume Examples & Samples

  • Work with Compliance and Risk, to ensure all existing and new GWRS investment-related models comply with the Bank’s model validation guidelines
  • Assist in design and support investment and wealth management related model development.Qualifications
  • 3+ years of experience in investment management, risk management, model validation, investment banking, research, or wealth management areas
  • An advanced degree from a top-tier institution is required, preferably in Math, Financial Economics, engineering, physics, statistics or a related field
  • Experience in quantitative investment modeling and investment analytics, including regression analysis and optimization models
  • Knowledge of financial markets, portfolio management concepts, probability theory and statistical / econometric modeling and their application to investment and portfolio management principles
  • Ability to multi-task and efficiently negotiate changing priorities and responsibilities
  • Posting Date: 12/04/2014
30

CIB Securitized Portfolio Derivatives Modeling Quantitative Analyst Resume Examples & Samples

  • Prototype and develop models, then implement them in C++ for pricing and risk managing derivatives
  • Analyze and resolve issues with existing models
  • Testing and documenting the models
  • Strong basic math skills, analytical and problem solving abilities
  • Strong software development and C++ skills. Knowledge of Python is a plus
  • Knowledge of probability theory, partial differential equations, and numerical analysis. Knowledge of financial math is a plus
  • PhD or equivalent degree from top tier schools/programs in Physics, Math, Computer Science, Math Finance, or Engineering
31

Quantitative Analyst Resume Examples & Samples

  • Modelling the joint evolution of the stochastic risk factors underlying derivative trades across asset classes (e.g. FX, interest rates, equity, credit, commodities), including the analysis of model assumptions and limitations. This role will have a particular focus on the development of methodologies for the quantification of counterparty credit risk in relation to Central Clearing Parties, Client Clearing and the BCBS/IOSCO regulations
  • Ownership of model documentation
  • Interaction with internal stakeholders such as Front Office, Credit Officers, Trade Analysis, IT
  • Co-development of production implementations within Credit Suisse integrated Front-to-Back infrastructure
32

Quantitative Analyst Resume Examples & Samples

  • Basic knowledge of forecasting
  • Familiarity with SAS tools and functionality
  • Experience developing reporting solutions using business intelligence tools (e.g., SAS, Business Objects, Microstrategy, etc.)
  • Experience translating complex problems and solutions to all levels of an organization
  • Ability to develop clear and concise thoughts into proposals, recommendations and findings
  • Proficiency acquiring, organizing, cleansing and manipulating large amounts of data
  • Demonstrated experience performing exploratory and quantitative analysis
  • Ability to adapt to a rapidly changing business environment and manage multiple priorities
  • Experience with advanced modeling and forecasting techniques
  • Two plus years experience with SAS tools (e.g., Base, Enterprise Guide, Forecast Studio, etc.)
  • Two plus years experience with SAS and SQL coding
  • Bachelor's degree in a quantitative field or equivalent
33

Quantitative Analyst Resume Examples & Samples

  • Ability to design and implement results of financial models relating to the areas listed above (where applicable)
  • Oversee technical work (including models) performed by junior Quantitative Analytics team members
  • Engage with Barclays to ensure alignment of systems development where appropriate
  • Develop excellent staff relationships with own team members and wider team
  • Facilitate the establishment of an appropriate working climate and related workplace elements
  • Drive coaching and mentoring activities for identified talent development within the business
  • 3 – 5 years’ experience with quantitative analytics
34

Insurance Risk Modeller & Quantitative Analyst Resume Examples & Samples

  • 2-3 years of experience in the Property Natural Catastrophe re-/insurance risk modelling area and ideally in underwriting
  • Familiar with some of the established risk models within the reinsurance industry (AIR, RMS, EQECAT, Remetrica)
  • Basic experience with underwriting and pricing tools
  • General Programming skills (C#, Advanced MS Office, Matlab, SQL) are an asset
  • Experience in Non-Life related Reserving and Actuary certificate are assets
  • Good analytical, mathematical and technical skills
  • Openness for a very versatile and dynamic environment
  • Strong team player who is willing to work under pressure with a good sense of practicability
  • A personality who likes to work with numbers and a lot of data
  • Structured, proactive and time efficient working approach
  • Fluent English, German beneficial
  • Candidates with a strong technical background (Master/Ph.D. in Physics, Mathematics, Engineering/Natural sciences)
  • LI-CSJOB*
  • LI-CSJOB* Mr. T. Zdunek (HLOD13) would be delighted to receive your application
35

Quantitative Analyst Resume Examples & Samples

  • Python, Pandas - or extremely strong in related technologies with a willingness to transition
  • Stats / linear algebra
  • Strong Excel, Unix experience, D3 visualization, Javascript and AngularJS
  • Database systems Fluent English
  • Tenacity and creativity. Ability to evaluate different technology / modelling options. Unafraid to pivot
36

Quantitative Analyst Resume Examples & Samples

  • Help uncover key lobbying issues on the horizon, before significant influencing efforts are underway
  • Identify new business development opportunities around specific issues or events
  • Evaluate firm-specific and industry-wide historical performance
  • Combine analysis of historical trends with current intelligence information to provide strategic outlooks
  • Communicate analytical findings via written content, large group presentations and face-to-face client and prospect meetings
  • BA in accounting, finance or related field, or equivalent work experience; MBA is a plus
  • Two to five years' of full-time experience
  • At least two years' experience as an analyst or consultant; lobbying or Hill related experience is a plus
  • Extensive background manipulating large amounts of data to draw logical, strategic findings from the underlying information
  • Expert-level skills in Microsoft Excel
  • Practical coding skills are a plus; adept with a number of data storage platforms (SQL, NoSQL, etc.)
  • Superior writing ability to translate in-depth analysis into insightful and easily digestible content
  • Solid business and financial acumen with an understanding of fundamental principles of business performance analytics, finance and accounting
  • Ability to present and explain complex analysis in an intuitive manner
  • Ability to react quickly to internal and external demands, execute on rapid-response tasks and remain composed and effective in high-pressure situations
  • Excellent communication and interpersonal relationship skills working with a team
  • Able to thrive in an entrepreneurial and fast-paced environment
  • Demonstrable attention to detail and organizational skills
  • A good communicator, strong collaborator and team player
  • An ability to grow professionally and a desire to learn
  • Accustomed to open-door office setting
  • Must be proficient with other Microsoft Office products including Word and Power Point
37

Equities Risk Methodology Quantitative Analyst Resume Examples & Samples

  • Independent development and testing of models for the Equity Full Reval project for VaR calculations
  • Time series generation, review and validation of time series data
  • Actively liaising with the relevant Desks, Front Office quants, Market Risk and Product Control
  • Liaising with the Risk Model Validation to resolve raised tasks and issues by them
  • Previous experience with risk models
  • Good IT skills, programming experience in C++, F # or similar is desirable
  • Ability to prioritise and manage workload effectively
  • Ability to work proactively and independently as well as in a team
  • Excellent written and communication skills
  • Highly quantitative skill set, evidenced with higher degrees in maths/physics/engineering etc
38

Quantitative Analyst Resume Examples & Samples

  • Programming and algorithm development/statistical modeling in Matlab, C#/C++, .NET framework, Excel/VBA, and SQL/database skills
  • Investment vehicle selection, style analysis, alpha factor research, portfolio construction methods and multi-factor models
  • Quantitative modeling skills pertaining to investment research and strategy development, including robust regression, quadratic optimization, time series analysis, Monte Carlo simulation, Bayesian statistics, factor model and forecasting model, and hedge fund replication
  • Portfolio construction including risk-based portfolio construction methods
  • Buy-side risk-budgeting process, including factor risk analysis and Factor-Risk decomposition; and,
  • Prototyping and developing portfolio management/analytics applications in C# and .NET framework for internal research and portfolio managers, including front-end GUI development, back-end model integration and database/SQL integration
39

Quantitative Analyst Resume Examples & Samples

  • Developing, building and testing quantitative alpha generating models under the supervision of the head of the quantitative team
  • Collaborate with the asset class research groups in the development of signals and backtests to strengthen the existing investment framework
  • Update models in the AA/C pack and ensure information integrity
  • Manage the production of the AA/C weekly pack
  • Maintain and enhance the existing fundamental valuation framework (ValMod)
  • An advanced degree in Finance, Applied Mathematics, Econometrics, or similar
  • 5-7 years of experience in applied research or modeling
  • Strong experience with both time series modeling and cross sectional modelling
  • Experience with a variety of financial instruments and derivatives including: physical securities, futures, options
  • Ability to carry out research with attention to detail, analytical rigor
  • Strong programming skills (Matlab preferred)
  • LI-CD1
  • LI-Recruiter
40

Quantitative Analyst Resume Examples & Samples

  • Support the design, implementation and maintenance of data infrastructure for the redevelopment of the ERC Credit Portfolio Model
  • Participate in enhancement, redesign and calibration of credit portfolio models
  • Degree or Master in a Quantitative subject
  • Must have experience in financial services industry
  • Excellent knowledge of SQL and R is essential
  • Experience in Data management and systems processes
  • Counterparty credit risk exposure measurement methodology experience is an advantage
  • Knowledge of credit risk concept such as PDs, LGDs, EADs
  • Experience in IB an advantage
  • End-to-end experience is a prerequisite
41

Quantitative Analyst / Developer Resume Examples & Samples

  • Programming in a Microsoft shop
  • Relational database management
  • System design
  • Microsoft SQL server
  • Powershell (or other scripting languages)
  • ASP.NET, C# and Matlab would be an asset
42

Senior Quantitative Analyst Resume Examples & Samples

  • This role will be part of 20+ quantitative analysts in QRVG Americas and 65+ resources in Global QRVG
  • 5+ years of quantitative experiences in the financial industry with 3+ year experiences in Asset Liability and Capital Management model development or model validation is strongly preferred
  • Broad background and deep understanding of Asset Liability and Capital Management and related methodology, models, and processes including IRR (NII/EVE), Funding and Capital Management (such as FTP), Liquidity Risk (such as liquidity behavioralization, liquidity stress) and Currency Risk
  • Solid understanding of fixed income and interest rate derivative products and excellent quantitative skills are required. Strong background in financial mathematics. Understanding of financial asset valuation principles (loans, securities, and derivatives) as well as market/liquidity risk analytics. Understanding of financial and accounting principles, terminology and concepts
  • Experience in statistical modelling. Familiarity with behavioralization models such as mortgage prepayment, deposit balances and deposit offering rates
  • Excellent verbal and written communication 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 team members, market risk and credit risk managers, product controller, and senior IT developers
  • Demonstrated leadership. Proven project management skills
  • Must have solid programming skills such as SAS, S-Plus, R, VBA, SQL, Python, Matlab, etc. Leading ALM platform knowledge (such as QRM, PolyPaths, etc.) is required
  • PhD in a quantitative or computational filed (Finance, Maths, Statistics, Physics, Financial Engineering, Computer Science) is preferable, but very capable MS in these fields with extensive ALM experience may also be considered
43

Quantitative Analyst Resume Examples & Samples

  • Assist in the design, adoption and application of advanced quantitative modeling techniques for risk management stakeholders
  • Collect, review, document and communicate business needs and requirements and act as an advocate to ensure their successful implementation
  • Develop capabilities to allow for correlation and quantitative analysis of operational risk data
  • Gather input on advanced analytics and reporting requirements
  • Collaborate with the O&T Risk Intelligence Dashboard team on report design
  • Assist with the selection and implementation of tools for business intelligence and data analysis/visualization
  • Assist in the development of in-depth and sophisticated analysis with interpretive thinking to define problems and develop innovative solutions
  • Define business rules to enrich, transform and normalize data across multiple systems
  • Develop and execute test plans that ensure business requirements have been met
  • Prepare presentation materials to communicate and socialize the team's quantitative data analysis capabilities and results in a clear and informative manner
  • Minimum: BS/BA degree. Computer Science or Engineering preferred
  • Minimum of three years’ experience with SDLC process, developing Business and Technical Requirements and/or
  • Experience with user interface design / user experience
  • Experience with business intelligence and data visualization tools
  • Excellent follow-up skills and attention to detail
  • Ability to build consensus. History of success working in a team environment
  • Flexibility to handle multiple tasks and changing priorities
  • Quickly grasp and master new requirements and related knowledge
  • Monitor tight deadlines or unexpected requirement changes
  • Ability to work independently, multi-task and take ownership of various parts of the project
  • Database knowledge a plus
  • Experienced in Microsoft suite of applications including Outlook, Excel, PowerPoint, Word, and SharePoint
44

Quantitative Analyst Resume Examples & Samples

  • Manage the fraud risk management strategies of credit and debit card products, including account acquisition, transaction fraud, mass compromise identification and management, and associated operational processes
  • Utilize forecasting techniques to project fraud detection strategy performance
  • Initiate and maintain fraud policy for new and existing credit products
  • Develop, build and maintain the analytical framework and support systems needed for the fraud claim and reporting processes
  • Bachelor's degree in a quantitative discipline,(Economics, Statistics, operations research, Computer Science, Engineering), Master's preferred, or equivalent experience
  • Minimum of 3-5 years of application analytics experience
  • Advanced experience with MS Excel and Access
  • Prior use of statistical software and data management tools such as SQL or SAS a strong plus
45

Quantitative Analyst Resume Examples & Samples

  • Develop forecasting tools based on behavioral analysis to support financial and credit risk forecasts including but not limited to loan prepayments, deposit attrition and RWA credit analysis
  • Develop and improve loan prepayment models for IRR, Credit and FTP impact
  • Develop deposit attrition and balance models and calculate weighted average life. Analyze deposit new business, disintermediation, interest rate sensitivity and impact to IRR and FTP
  • Develop and improve Credit modeling for key behavior assumptions such as loans/lines utilization, non-accruals, and migration analysis
  • Develop Credit cards/lines weighted average lives
  • Document studies and effectively communicate results
  • Provide adhoc analysis to management
  • Bachelors degree in Mathematics, Finance or Accounting (progress in MBA and/or CFA preferred) with
  • 3-5 years of relevant experience (emphasis on prepayments/behavioral analysis)
  • Working knowledge of statistical analysis techniques within a financial environment
  • Well versed in project management basics (emphasis on teamwork and collaboration)
  • Thorough level of knowledge in financial analysis, forecasting and modeling
  • With emphasis on behavioral analysis specializing in attrition modeling
  • Ability to work in fast paced unstructured environment
  • Considerable knowledge of statistical analysis techniques in the banking environment
  • SQL and SAS skills a plus for data collection and analysis
  • Working knowledge of the QRM System helpful
46

Derivative & Funding Quantitative Analyst Resume Examples & Samples

  • Bachelor’s degree, with a concentration in finance/math/ economics
  • Five to ten years of quantitative focused financial markets experience
  • Extensive knowledge of derivative products
  • Graduate degree or CFA charterholder
  • Previous experience with Calypso derivative application
  • Previous experience with Numerix derivative application
47

Senior Quantitative Analyst Resume Examples & Samples

  • In-depth understanding of all E-Cap models in use, and overall architecture of the E-Cap
  • Master's degree or Ph.D. in a quantitative discipline (e.g. Mathematics, Statistics, Financial Risk Management, Engineering)
  • Minimum of 7 years' experience in relevant Risk Management or Analytics roles
  • Excellent written and oral communication and presentation skills, with ability to write technical papers/documents
  • Advanced computer programming skills using statistical analysis/programming languages packages like SAS, R, S+ Matlab, C++, SQL, VBA
  • Knowledge of GE Capital products and business models. Knowledge of internal controls and audit experience
  • Strategic thinker – can create and execute concrete action plans
  • External focus on emerging regulatory themes globally
  • Familiarity with regulatory requirements such as Basel II / III and SR 11-7 model governance
  • Understanding of credit business and credit markets
  • Strong experience with statistical principles of risk management, especially credit risk related modeling
48

Senior Quantitative Analyst Resume Examples & Samples

  • 5+ years of quantitative experiences in the financial industry with 3+ year experiences in Traded Credit and Market Risk model development or model validation is strongly preferred
  • Broad background and deep understanding of and related methodology, models, processes, and regulatory requirements for Traded Credit and Market Risk, and Basel capital/RWA calculation
  • Solid understanding of fixed income and interest rate derivative products and excellent quantitative skills are required. Strong background in financial mathematics. Understanding of financial asset valuation principles (loans, securities, and derivatives) as well as market/liquidity risk analytics. Understanding of financial and accounting principles, terminology and concepts. Experience in statistical modelling
  • Must have solid programming skills such as C++, Java, SAS, S-Plus, R, VBA, SQL, Python, Matlab, etc
  • PhD in a quantitative or computational filed (Finance, Maths, Statistics, Physics, Financial Engineering, Computer Science) is preferable, but very capable MS in these fields with extensive market risk and credit risk modelling experience may also be considered
49

Quantitative Analyst Resume Examples & Samples

  • Build and manage stress testing models for CCAR. Responsible for entire lifecycle of collecting data, building and implementing models, estimating losses and performance tracking
  • Check the conceptual soundness of the models, assess data quality and integrity as well as model assumptions, and perform stress testing
  • Interact with senior management and regulators to present stress testing results and reports
  • Strong academic background with MS/PhD in a quantitative discipline such as Statistics, Econometrics, Mathematics, physics
  • Minimum 4 years industry experience in commercial and/or retail credit risk model development. (· Hands-on experience in CCAR, Basel II, stress testing, and capital loss
  • Strong quantitative and statistical skills (time series analysis, logistic/ linear regression, ARIMA modeling, cash flow modeling)
  • Proficiency with statistical modeling software: SAS, SQL
50

Ppnr Modeling Quantitative Analyst Resume Examples & Samples

  • Aid in design, building, implementation, and support of quantitative models to estimate the behaviors of all key Pre-provision Net Revenue elements across the company for use in internal forecasting, capital stress testing and CCAR exercises
  • Design models to align with known business facts and available data
  • Perform any data acquisition and statistical or analytical work while maintaining a clear documentation trail of approach and process, to ensure work is reputable
  • Envision means to ensure consistency across all key models employed for forecasting and stress testing
  • Reach out to internal and external resources to improve the business and econometric intelligence of models
  • Perform quality and performance testing of developed models
  • Maintain comprehensive support and documentation for all developed modeling approaches
  • Remain abreast of modeling research and development
51

Mortgage Quantitative Analyst Resume Examples & Samples

  • Bachelor's degree in finance or accounting, and
  • Eight or more years of experience in financial analysis activities
  • Considerable knowledge of financial analysis techniques and general accounting procedures or economics
  • Comfortable working in a trading atmosphere
  • Excellent communication and decision making skills
  • Previous experience with MSR Asset
52

Quantitative Analyst Resume Examples & Samples

  • Developing, testing, implementing, documenting and monitoring statistical and econometrics models
  • Create business value by solving business problems in advanced analytical methodologies
  • Manage administrative and regulatory compliance tasks related to complete model development cycle
  • Monitor performance of the models and perform periodic model evaluation analysis
  • Keep abreast with developments in quantitative risk management and industry best practices in model validation
  • Work effectively either independently or as part of a team
  • Bachleor’s Degree Quantitative field required
  • Master’s/Advanced Degree in Quantitative field or MBA with quantitative focus; PhD preferred
  • With an appropriate Masters Degree 1 or more years directly related experience or PhD
  • Experience working with large data sets. SAS experience desirable
  • Familiarity with leading risk management practices and applicable regulatory guidance
53

Senior Quantitative Analyst Resume Examples & Samples

  • Minimum of 3-4 years of experience in a similar role such as loss forecasting
  • Excellent Knowledge of PC software applications such as SQL, SAS, Excel, Word, PowerPoint
  • Understanding of basic regression or some modeling techniques may be desirable
  • Detail-oriented and able to manage multiple tasks/deadlines
  • With an appropriate Master’s Degree 1 or more years directly related experience
  • Strong knowledge of bank products, processes and business practices
54

Quantitative Analyst Credit Risk Resume Examples & Samples

  • Bachelor’s Degree in Finance, Economics, Mathematics or Computer Science or equivalent combination of education and experience. Advanced Degree is a plus
  • Banking industry knowledge including loan underwriting and balance sheet dynamics (capital, liquidity and interest rate risk)
  • CFA, FRM, CPA certification is a plus
  • Perform data manipulation and analysis using SQL, Excel, SAS and present results and recommendations to management
  • Provide financial analysis and data support to other groups
  • Perform independent review and validaion of models used thorughout organization for ALLL, capital stress testing, credit risk, pricing and profitability and management decision making
  • This person should have a minimum of 3 years of experience working in financial insitutions, consulting on credit risk or financial modelling projects in banks or with a financial regulatory agency
  • This person will have a strong knowledge of credit risk solutions, credit risk terminology and the use of econometric models (PD, LGD, EAD) and experience with ALLL (Allowance for Loan and Lease Loss) accounting
  • A sound understanding of macroeconomic scenarios and their application in loss and balance forecasting modeling
  • Strong background in statistics is preferred (applied statistics, econometrics or operations research) and releveant job experience in industry
  • Programming skills one or more of the following is required: VBA/Excel, SAS, C, C++, Matlab, R, Mathematica
  • Good communication skills in describing how a credit risk management system will address a banks credit portfolio management, stress testing and credit risk model validation. These skills should cover writing and presentation capabilities
  • A self-starter who can work on multiple projects and convey the time required to others
  • Demonstrate knowledge in some areas of financial services or functional specialty
  • Assist in the development , maintenance, and management of stress testing and credit risk models
  • Direct experience working with clients and reviewing client financials and their work processes
  • This person should be willing to travel across the country and based on project work, be available for travel 50% of the time
  • Strong problem solving and analytical ability
  • Knowledge of CCAR/DFAST requirements and Basel III capital and liquidity
  • Treasury knowledge a plus
  • Preparation of ALLL reporting a plus
  • Strong knowledge in MS Excel, PowerPoint and data mining tools (Access, SQL, SAS, Tableau, BO, etc.)
55

Quantitative Analyst Resume Examples & Samples

  • 0 to 5 years of relevant work experience
  • Background in Physics, Math, EE, CS, or related discipline at a top-tier institution
  • Experience at a leading research lab preferred
  • Coding experience in languages other than Matlab, R and SAS
  • Experience working with real world large datasets
56

Quantitative Analyst Resume Examples & Samples

  • 3+ years
  • MS or higher in a financial/quantitative discipline
  • A good knowledge of financial instrument especially fixed Income instruments including credit derivatives
  • A good understanding of risk management and how market based indicators are used, particular implied ratings, probability of default and loss given default
  • Programming skills in any of the following would be useful, SAS, Matlab, Java, VBA or SQL
  • Knowledge of stress testing and how it is applied
  • An understanding of financial regulation and how it relates to modelling
57

Quantitative Analyst Resume Examples & Samples

  • Bachelor’s degree in science required; Master’s degree in business or science preferred
  • Strong programming and SQL skills
  • Working knowledge of SAS and cross-sectional financial data modeling preferred
58

Quantitative Analyst People Analytics Resume Examples & Samples

  • Partner with HR and recruiting teams on people projects to identify and clarify critical people issues, deeply understand our people processes, and analyze data to drive improvements
  • Bring together Facebook-specific data and outside research to help leaders understand people issues and take action
  • Communicate statistical analyses and results, along with implications for employees and Facebook as a whole, to technical and non-technical audiences, including managers and top executives
59

Treasury Quantitative Analyst Resume Examples & Samples

  • Develop strong working relationship with line of business finance and product managers in order to develop in depth understanding of their businesses and products. Provide lines of businesses with metrics and reports that support development of business strategy
  • Develop, modify, validate and back test customer behavior assumptions in QRM by working with product managers, Treasury staff and through independent research
  • Support Treasurer and Asset/Liability Manager in development of strategies to manage interest rate risk and optimize NII and NIM
  • Develop and implement stochastic models in QRM to generate sound economic values and risk metrics
  • Assist A/LM staff in setting up and validating QRM modeling methodologies for Bancorp products
  • Develop and manage databases for quantitative and statistical modeling
  • Employ database management skills to ensure the accuracy of model assumptions. Prepare data queries and reports by working with very large data sets for ad hoc analyses and internal data validation
  • Assist A/LM staff to develop capabilities to analyze integrity of QRM source system data, and work with the IT group to improve QRM source data quality
  • Consistently focus on advancing asset/liability management capabilities through continued education and research. Eventually represent Fifth Third at seminars and industry conferences
  • Support staff in implementation and validation of interest rate risk assumptions in QRM
  • Advanced degree in statistics, mathematics or other quantitative field
  • Experience using SAS (including statistical modeling), SQL, VBA, and Business Objects. Demonstrated ability to learn and understand various computer systems
  • Strong PC skills (database and spreadsheet)
  • One to two years' relevant experience preferred, including demonstrated strong quantitative/statistical modeling skills
  • Strong communication, interpersonal and organizational skills
  • Ability to contribute both individually and as a member of a team
  • Able to build and maintain relationships across the company
60

Quantitative Analyst Resume Examples & Samples

  • Sound statistical and mathematical background to be able to interpret reserve data and adjust the commercial reserve models is important. An advanced degree in a quantitative discipline and/or practical job experience can satisfy this requirement
  • Excellent programming and database management skills and the ability to use advanced statistical programming languages (e.g., SQL, SAS, S+, R, Matlab, etc.) is required. At present, all commercial reserve models are coded in SQL
  • Solid communication and presentation skills and ability to work closely with cross-functional teams is valuable. Ability to work in a team environment and build strategic work relationships with other internal staff and service partners is also valuable
  • Prior experience in the financial services industry, knowledge of financial products including commercial loans and commitments, as well as familiarity with PNC commercial loan systems are all preferred
  • Demonstrated project and time management skills; ability to work on multiple projects on a concurrent basis, and able to meet tight deadlines
  • Ideal candidate should have the practical skills to translate mathematical concepts to all stakeholders, including credit personnel, reserve committee members, auditors, regulators and other downstream business users
  • PhD or M.S. in quantitative discipline (e.g., statistics, economics, mathematics, financial engineering, etc.), or an MBA Finance with quantitative background is required. Zero to one years’ experience in modeling or quantitative analytics in financial services is required. A bachelor’s degree in a quantitative discipline will be considered in lieu of an advanced degree
61

Quantitative Analyst Resume Examples & Samples

  • Profitable growth, and communicate conclusions
  • Synthesize analytical results and develops, recommends, and implements business strategies that improve lending decisions, assist in managing risk, increase revenues, reduce exposure to losses, meet business goals, and improve performance. Establishe baselines for strategies and tracks actual performance to expectations
  • Apply predictive models, third party data, and other tools to develop and execute appropriate segmentation and targeting for acquisition and portfolio strategies to provide insight into portfolio risk. Manage engagements with internal and external information suppliers ensuring solution is fit for purpose while maintaining appropriate governance and oversight
  • Understand and communicate regulatory and financial accounting impacts on the balance sheet to regulators and PNC control functions as appropriate. Interacts with regulators, internal audit, and management concerning credit portfolio analyses and credit risk appetite
  • Evaluate market conditions and peer bank behavior to identify internal and external trends and issues affecting credit risk and return and to determine appropriate risk limits and optimal portfolio allocation
  • Works with business, credit, data, and model development partners to design, develop, and monitor test designs and analytical reporting to track and enhance strategies
  • Design and enhance standard reporting suites for regular product and portfolio reviews
  • Collaborates with the line of business, Finance, and Risk partners to assess and establish credit risk appetite and to understand its implications, as well as to establish policies and procedures governing the identification, monitoring, and management of risk
  • 3 years of professional experience and/or successful completion of a formal development program is required with a Bachelors Degree. Relevant experience in Risk Modeling and Statistics
  • Will consider 1 year of full time relevant experience with a PhD
62

Market Risk Methodology Quantitative Analyst Resume Examples & Samples

  • Participate in research and development of the market risk models
  • Perform econometric analyses to support methodology development
  • Perform backtests, stress tests, scenario analyses and sensitivity studies
  • Conduct on-demand analyses of model changes
  • Perform data analyses for various purposes
  • Liaise with the global teams
  • Advanced degree or equivalent background in a quantitative discipline such as economics, econometrics, statistics, mathematics, physics or engineering
  • Solid statistical knowledge
  • Familiarity with some of the following market risk models: VaR, IRC, CRM
  • Familiarity with financial markets and products is a plus
  • Familiarity with the Basel framework is a plus
  • Programming skills in a high-level language such as Matlab, familiarity with SQL and VBA
  • Sound knowledge of Microsoft Office, proficiency in MS Excel
63

Quantitative Analyst Resume Examples & Samples

  • Develop, maintain and deploy stochastic financial models (coded in C++, VBA), complex spreadsheets, simulation tools and data aggregation tools used for pricing, hedging, capital projection and risk analysis
  • Perform model validations
  • Assist in maintenance of reporting SQL Server database
  • Create efficiencies and synergies in solving common modelling issues and problems by collaborating with key stakeholders
  • Ideally 2 years of experience in C++ or Object Oriented Programming
  • University level mathematics
  • Experience in Excel/VBA, SQL
  • Strong aptitude for programming and financial modelling
  • Familiarity with the structure and valuation of financial instruments
64

Quantitative Analyst Subadvised Strategies Resume Examples & Samples

  • Take lead responsibility for the Quantitative Ranking Model used in the initial steps in the Team’s investment process, where the full universe of managers is weeded down to those who we engage in manager interviews
  • 7+ years professional experience
  • Degree in mathematics, statistics, engineering, or computer science
  • Technical aptitude and familiarity with databases and data integration
  • Advanced knowledge of Excel and Access
  • Strong knowledge of the investment management industry
  • Experience using ‘R’ and other programming language
  • Experience with investment management applications such as FactSet, Point and Aladdin
  • Experience with Morningstar Direct and Lipper LIM
  • Pursuit of the CFA designation
65

Senior Quantitative Analyst Resume Examples & Samples

  • Modeling and pricing of equity, FX, commodity, interest rate or credit derivatives
  • Strong knowledge of programming using C++ (C# and Visual Basic experience desirable)
  • Developing C++ quant analytics library across all asset classes
  • Support the trading desks and their activities on a daily basis
  • Graduate degree in Computer Science, Mathematics, Engineering or Physics
  • Work experience in derivatives modelling and pricing with exposure to one or more of: equity, FX, commodity, interest rate or credit derivatives
66

Quantitative Analyst Resume Examples & Samples

  • Assist in design and support investment and wealth management related model development
  • A CFA and/or CAIA designation is preferred
  • Series 7, 66, a plus
67

Quantitative Analyst Resume Examples & Samples

  • Maintainance and improvement of existing pricing tools and operational framework
  • Development and implementation of miscellaneous tools to support trading and risk management activities
  • 0-3 (zero to three) years of expience as a Front Office Quantitative Analyst at a major financial institution
  • Very high qualifications on the physical sciences, mathematics, and computing
68

Quantitative Analyst Resume Examples & Samples

  • Support Client Coverage and Marketing groups
  • Create, update and review investor reporting packages
  • Set-up, review and distribute investor reporting within CRM system
  • Analyze large amounts of data and compile performance reports for various firm wide composites
  • Create and review risk and attribution reports for portfolio managers and traders
  • Provide information for marketing presentations, due diligence questionnaires
  • Liaise and collaborate with internal stakeholders from Client Coverage, Client Accounting, Trading,
  • Legal and Compliance teams in responding to investor inquiries and feedback
  • Identify and seek to resolve data discrepancies
  • Minimum of one year of relevant experience in finance or accounting
  • Bachelor’s degree (Accounting/Finance preferable)
  • Superior level of expertise in Microsoft Excel
  • Excellent interpersonal and communication skills (both verbal and written)
  • Ability to work in a fast-paced environment and manage multiple projects with minimal supervision
  • Strong attention to detail and well organized
  • Working knowledge of VBA and SQL is a plus
69

Quantitative Analyst Resume Examples & Samples

  • Strong background in mathematical finance, statistical analysis, and derivative pricing models. 1-5 years of quantitative experiences in model development or model validation. Fresh smart Ph.D. from top schools without prior experience will be considered if a big learning potential is demonstrated
  • Experience in statistical modelling. Knowledge and/or experience in MBS/ABS, mortgage prepayment/default modeling, deposit balances and deposit offering rates behavioralization models is a plus
  • Must have solid programming skills such as SAS, S-Plus, R, VBA, SQL, Python, Matlab, etc. Leading ALM/BSM platform knowledge (such as QRM, PolyPaths) is a plus
  • PhD in a quantitative or computational filed (Finance, Maths, Statistics, Physics, Financial Engineering, Computer Science) is preferable, but very capable MS in these fields with relevant ALM experience (3+ years) may also be considered
70

Quantitative Analyst Resume Examples & Samples

  • Development and implementation of mathematical software for the pricing of various valuation adjustments, such as CVA, FVA and Capital Valuation Adjustment
  • Carry out special projects related to pricing models, trades, and risk management in order to aid the CRT desk operations
  • Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant risk and control functions promptly. Failure to do so may subject you to disciplinary action, up to and including termination
  • High qualifications in mathematics or the physical sciences
  • Advanced knowledge of derivatives and financial products, for trading, pricing and risk management
  • Advanced numerical and analytical programming skills in C++ coding
  • Knowledge of counterparty risk models
  • Extensive spreadsheet experience
71

Quantitative Analyst Resume Examples & Samples

  • Work with the STIRT traders and the rest of the global rates quant team to model and implement in dpAddins new features and enhancements specific to short dated rates trades
  • Help IT teams in integrating newly developed analytics into systems
  • Previous experience interest rate curve quant with knowledge of relevant benchmark trade types
  • Strong Maths (including probability, numerical methods, optimisation, derivative pricing)
  • C++ coding
  • Fluent spoken English and high quality concise and clear written English
72

Quantitative Analyst Resume Examples & Samples

  • Review and analyze complex data sets using statistical tools and techniques
  • Will participate in all phases of modeling: Development, Testing, Implementation and Documentation of Models
  • Responsible for ongoing Maintenance and Performance Monitoring post implementation of models
  • Throughout model development process, the incumbent must be able to collaborate with business and risk personnel to gather and incorporate modeling and forecast requirements to ensure consistency in forecast processes
  • Assist in the preparation of presentation materials for management and LOB partners to review forecast methodology and results
  • Become SME on data and business characteristics for subject portfolios
73

Senior Quantitative Analyst Resume Examples & Samples

  • Minimum of 5-7 years of experience in a similar role such as loss forecasting
  • Understanding of regression or modeling techniques may be desirable
  • 5-7 years directly related quantitative analytics experience
  • Strong quantitative skills in such areas as econometrics, statistical modeling, and time series analysis
74

Senior Quantitative Analyst Resume Examples & Samples

  • At least 4 year experience in quantitative fields, or 3+ year experience for exceptional member with Ph.D
  • Solid understanding of derivative products and excellent quantitative skills are required. Strong background in financial mathematics (derivatives models, probability theory, mathematics, etc.) is a must
  • Demonstrate strong leadership and project management skills. Able to independently cover one or more businesses
  • Organized, detail-oriented and self-motivated. Work hard, smart, productive, business driven, be able to delivery under pressure. Have the teamwork ability
  • PhD in a quantitative or computational filed (Finance, Math, Physics, Financial Engineering, Computer Science, etc.) is preferable
75

Senior Quantitative Analyst Resume Examples & Samples

  • Extract and analyze data gathered from multiple servicing and other sources, decompose high-level information into details, and communicate insight to management and internal clients
  • Develop predictive analytics based strategies to support business
  • 7 or more years of relevant experience in credit analysis and/or risk management
  • A Bachelor’s Degree in a quantitative field. Advanced degree in statistics, mathematics, or economics is preferred
  • In addition to core competencies in credit risk, a thorough understanding of some or all of the following would be an asset
76

Quantitative Analyst Resume Examples & Samples

  • BS or BA degree in Finance, Economics, Mathematics or other related field
  • Strong technical skills with experience using statistical packages
  • Programming experience using C++, VB, VBA, or equivalent
  • Ability to work both as a team player and as an individual research analyst
  • Ability to meet deadlines while maintaining attention to detail
  • High degree of ethical standards
  • 2+ years experience as a quantitative analyst in investment management with knowledge of quantitative methods
  • Knowledge of Barclays POINT system
77

Quantitative Analyst Resume Examples & Samples

  • The reviewing and testing of front office pricing models for Equity Derivatives
  • Clear documentation of all testing, with follow ups for identified modelling issues
  • Development of independent models, from mathematical concepts to implementing using common library
  • Engagement on modelling issues with risk managers, product control, front-office quants and traders
78

Quantitative Analyst Resume Examples & Samples

  • Design and implementation of pricing and hedging models for derivatives and physical transactions
  • Delivery of pragmatic solutions to ad-hoc requests from the trading desks, structurers and risk managers
  • Support the various commodities desks in daily trading activities (PnL explain, Pricing tools, Risk investigation)
  • Work on new model development (including: Mathematical specification, Development and integration into FO System, and Testing)
  • Work on implementation of new product and model features
79

Quantitative Analyst Resume Examples & Samples

  • Generates financing scenarios and models using Excel and DBC. This includes financial forecasting, cash flow analysis and bond sizing
  • Gathers and analyzes necessary data to identify relevant issues, accurately defines the objective and formulates and evaluates alternatives to recommend a solution
  • Utilizes strong communication abilities with working group professionals, both internal (underwriters, investment bankers) and external (issuers, financial advisors, bond counsel, bidders) to facilitate bond transactions
  • Performs all financial calculations and revisions during assigned bond pricings. Verifies accuracy of final pricing, receives underwriter sign-off and ensures distribution of final schedules to internal parties
  • Monitor market conditions to apply new financing and optimization strategies based on client’s financing needs. Maintain database of refunding opportunities
  • Assists clients with the interpretation of financing options including researching and developing creative financing strategies that will best fit the unique goals of a particular client. May include some travel and attendance at meetings
  • Bachelor’s degree in Finance, Accounting, Math or Economics with 2-5 years industry experience
  • Must be series 52 licensed or willingness to become licensed within six months. (Unless series 7 was obtained prior to November 7, 2011)
  • Advanced analytical skills with a focus on detail. Ability to tolerate multiple assignments, works within deadlines and produce accurate results
  • Proficiency and experience with Microsoft Office and other industry software (Word, Excel, Outlook, Bloomberg). DBC Finance a plus
  • Superior organizational skills with the ability to prioritize, monitor, and complete multiple tasks or projects, either independently or with a team
  • Strong written and verbal communications skills are a must and ability to effectively relate to others
  • Ability to function as a member of a team dedicated to quality customer service, the ability to stay focused under pressure and prioritizes workload in order to manage time
  • Knowledge of fundamental investment concepts used within the securities industry
  • Demonstrated initiative, seeks additional development opportunities
80

Quantitative Analyst Resume Examples & Samples

  • Develop new models to compute CVA, RWA, and XVA
  • Contribute to the development of collateral optimization algorithms
  • Develop quantitative platforms to support Uncleared Derivative/Stress/Basel3 requirements
  • Develop applications and models to support on-going regulatory demands
  • Support business and risk control functions in their requirements for XVA, RWA computation, Upfront Credit Charges (UFC). Assist Credit Risk Control to compute counterparty credit exposure (EPE, PFE)
81

Senior Quantitative Analyst Resume Examples & Samples

  • Quantitative Risk Modeling
  • Bachelor's degree in statistics, finance or related required
  • Minimum five years experience in applying and managing use of statistical risk management models - such as Credit Metrics, Credit Risk + or KMV are required
  • Must have an understanding of both Basel II and economic capital frameworks
  • Experience in a cross- functional environment working with portfolio management concepts and constructing and explaining risk models are essential
  • Must have Database experience, understanding of SQL, Business Objects, Hyperion, SQL Server and General Microsoft products
82

Quantitative Analyst Resume Examples & Samples

  • Develop, enhance and maintain customer lifetime value scoring assessment
  • Develop customer insights through statistical modeling, segmentation, quantitative analyses, and customer profiling
  • Effectively communicate results to executives
  • Perform advanced statistical analysis and modeling to solve complex business problems
  • Utilizes predictive analytics to develop insights, opportunities, and effectiveness of marketing initiatives
  • Develop, enhance and maintain customer lifetime value
  • Collaborates with cross-functional team in support of business case development and identifying modeling method(s) to provide business solutions
  • 3-5 years experience required
  • MS degree in math, statistics, computer science or related field preferred
  • Prior experience utilizing SAS, SPSS, SQL, or similar large database application is desired
  • Exceptional analytic, strategic, and problem-solving skills
  • Exposure to digital analytics tools a plus (Adobe Omniture, Google Analytics)
  • Passion for data analysis and modeling, with strong analytical and SQL skills
83

Quantitative Analyst Resume Examples & Samples

  • Pre-trade: impact cost modeling and short-term forecasting of price and liquidity
  • Post-trade: analysis of execution performance and historical trends
  • Time-series and statistical analysis
  • Statistical programming in a language/environment such as R/S+, MATLAB, SAS, q/kdb+
84

Quantitative Analyst Resume Examples & Samples

  • Develop and support RNiV calculations
  • Identify opportunities for improvement in RNiV calculations and for incorporating these risks in VaR
  • Respond to ad hoc requests from senior management
85

Quantitative Analyst Resume Examples & Samples

  • Works with portfolio managers and other staff to develop or to enhance tools for use in investment process
  • Researches cyclical and structural drivers of global economic performance using statistical and fundamental analysis
  • Communicates the results of economic and market models across the platform
  • Helps synthesize quantitative models with fundamental analysis to formulate investment strategies with superior risk adjusted returns
  • Develops derivative valuation, risk and trading strategy models
  • Develops expertise in current set of quantitative tools and databases used by multi-sector product team
  • Writes code for development of quantitative tools
  • Examines and communicates analysis of quantitative models developed by third parties to assess potential value and usage in the team’s overall quantitative approach
  • Builds expertise on structure and characteristics of physical and derivative securities
  • Interacts with other Invesco quant groups for insights and potential synergies across groups
  • Builds knowledge of portfolio management, analyst and trader processes
  • Knowledge of the principles of investment analysis, statistics as would be acquired through the completion of a Bachelor’s degree in Business, Finance or related field is preferred
  • Ability to assimilate portfolio management, analyst and trader processes
  • Strong ability to communicate with internal and external parties
  • Strong programming skills and analytical skills
  • Ability to apply accounting, financial, and investment principles in the analysis of funds
  • Ability to gather and interpret market data from various sources such as third party and in-house databases
  • Ability to prioritize work, meet deadlines, and concentrate on details in a fast-paced work environment
  • The ability to cooperate in a team environment is critical
86

Quantitative Analyst Resume Examples & Samples

  • Research, develop and implement mathematical mortgage models for applicatiion to positions held by City National Bank
  • Support the modelling requirements the regulatory group preparing CCAR filings
  • Support the modeling requirements of the risk group as they relate to Bank mortgage holdings
  • Clean and incorporate loan level data provided by the banks for the purposes of building, fitting, and running mortgage models on the bank books
  • Develop and implement miscellaneous tools to support risk management activities
  • Maintain and improvement of existing pricing tools and operational framework
  • Co-ordinate with GMO and GRM as part of the process of submitting mortgage models for vetting and use in the banks risk framework
  • Review and comply with Firm Policies applicable to these business activities
  • Prefer a postgraduate degree in a highly numerate discipline such as finance, economics, engineering, physics, mathematics, or computing
87

Quantitative Analyst Resume Examples & Samples

  • Improvement of the current risk methodologies used by the group, as well as researching new modelling and risk management techniques
  • Prototyping, development and implementation of risk models for uncovered asset classes
  • Analysis of historical data in order to determine trends within the hedge fund industry and produce reports to summarize this information for clients and senior management
  • Analysis of time-series models in order to understand changing market conditions and assess the impact of new and existing business on the risk profile of the division
  • A relevant, in-depth quantitative background
  • Extensive programming skills. Familiarity with a high level language such as C++ or Java, along with experience of numerical languages such as MATLAB or R is highly desirable
  • Familiarity with market risk methodologies such as Value-at-risk, backtesting, derivative pricing, statistical analysis and stress testing is essential
  • Strong communication skills and the ability to discuss ideas with colleagues at all levels of the organization is required
88

Quantitative Analyst Resume Examples & Samples

  • Review Market Risk, Credit Risk and Operational Risk models and validations
  • Interact and maintain relations with regulators and internal clients (model developers and model validators)
  • Periodic reporting to senior management
  • MS/Ph.D level of education
  • 5+ year of experience in quantitative finance
  • Hands-on model development or validation experience
  • Detailed knowledge and experience of model development/validation with capital/risk/derivative pricing models
89

Quantitative Analyst Resume Examples & Samples

  • Master’s/Advanced Degree in Quantitative field
  • 1 to 3 years directly related quantitative analytics experience
  • With an appropriate Masters Degree 1 or more years directly related experience
  • Experience working with large data sets. SAS experience necessary
90

Quantitative Analyst Resume Examples & Samples

  • This role will be part of a team of 17 people in QRVG Americas
  • The team covers a variety of asset classes and model types
  • The job holder will have frequent contact with various departments and will need to ensure that they have accurate and timely information
  • 0-5 years of experience in quantitative fields
  • Broad background and deep understanding of one or more derivative asset classes including credit derivative, emerging market derivative, structured fund derivative, MBS, BSM, ALM, interest rate derivative, equity derivative, metal derivative etc, and traded risk models, methodology, and processes
  • Must have solid C/C++, VBA, or Java programming skills. Knowledge on Matlab, R, SAS, S-Plus etc. is plus
  • PhD in a quantitative or computational field (Finance, Math, Physics, Financial Engineering, Computer Science) is preferred
91

Quantitative Analyst Resume Examples & Samples

  • Identify, together with economic experts, main drivers of financial markets and translate to tactical asset allocation models using various methods and programming languages
  • Maintain and improve existing models for equity, fixed income and commodity markets
  • Develop investment solutions on well-designed quantitative strategies based on economics, market momentum and news sentiment
  • Support strategic asset allocation with long term valuation and forecasting models
  • Strong theoretical quantitative background, at least MSc. in Mathematics,/Physics/Engineering/Computer Science from a first class institution
  • Up to 6 years' experience in modelling financial markets (academic or practical)
  • Deep knowledge in operations research methods, econometrics, statistics
  • Experienced in quantitative modelling using Matlab, R, Mathematica, Python, Eviews
  • Knowledge in MS Office, Database design and VBA
  • Curious mind, conceptual thinker
  • Deep interest in financial markets and investments
  • Self-motivated and solution oriented
92

Quantitative Analyst Resume Examples & Samples

  • Have a 2-5 year industry background in mathematical financial markets modelling
  • Hold a Master or PhD degree in a quantitative field (mathematics, physics, engineering, etc.)
  • Be able to show strong analytical and problem solving skills
  • Be familiar with the concepts and characteristics of FX markets, including conventions, traded products and stochastic modelling approaches
  • Be very proficient in C++ programming and object-oriented coding/design principles
  • Have experience with shared software solution development, including appropriate regression testing processes and the use of version control systems
  • Have some technical know-how about standard numerical solution methods, such as Monte-Carlo simulations and techniques for solving (partial) differential equations
  • Want to engage in daily front-office business support, especially but not exclusively in regard to the models, tools and applications owned and maintained by the team
  • Be team-oriented and communicative, yet also be able to do structured and self-organized project work with well-defined deliveries
  • Be fluent in English, both in writing and speech
93

Quantitative Analyst Resume Examples & Samples

  • Manage the data exchange between and Risk Metrics ensuring that the fund assets are correctly modelled and configured
  • Understand critical fund data sets and structures and be able to manipulate and use within models as appropriate
  • Management of the risk of the funds
  • Production and monitoring of all regulatory risk numbers and production of all regulatory risk reports
  • Investment Reporting
  • Production of all scheduled fund performance and risk analytics within agreed schedules
  • Production of all scheduled client, marketing and sales reports and commentaries within agreed timescales
  • Experienced within performance analysis; good knowledge of current issues,
  • In depth understanding of performance measurement and attribution analysis,
  • In depth understanding of current regulation,
  • Computer literate, in particular Excel, Access, Word, SQL. VBA programming a strong advantage
  • Strong numerate and analytical skills and able to undertake non-traditional analytical tasks
  • Knowledge of industry reporting standards GIPS
  • Ability to work accurately and achieve operational goals under the pressure of tight deadlines
94

Quantitative Analyst Resume Examples & Samples

  • Drawing together data across assets including flows, revenues and trading expenses
  • Deciding on possible analysis. Areas for analysis might include
  • Identifying and understanding cross-asset price interactions,
  • Understanding client behavior across assets,
  • Identifying cost savings and areas for revenue growth
  • Feature extraction and pattern identification within the data
  • Presentation of research to individual trading businesses
  • Keeping abreast of cutting-edge data science techniques and their industrial applications
  • Application of data science skills into industrial application
  • Experience of independent research, formulating hypothesis and rigorously testing empirical results
  • Mathematics, statistics and computer science at higher degree level – PhD required
  • Analysis development with statistical analysis packages (R, Python, Matlab)
  • Use of database programming languages (Q, SQL)
95

Tradebook Quantitative Analyst Resume Examples & Samples

  • Masters or PhD in a technical field (e.g., Physics, Math, Statistics, Financial Engineering, etc.)
  • Strong and proven communication skills
  • Experience with communicating across teams and groups
  • Programming experience in statistical language such as R, Python, Matlab etc
  • 2+ years of experience in a similar role/s
  • Background in applied statistics and modeling
  • Understanding of global equity microstructure
  • Experience in algorithmic trading, black box trading or market analysis
96

Quantitative Analyst Resume Examples & Samples

  • Review old models to ensure they are fit for purpose and decides upon improvements
  • Liaises with the Risk Model Validation team to discuss and understand reviews and organises the implementation of recommendations where necessary
  • The successful candidate will be expected to interface with Senior Risk management across the Risk team, and partner with the market risk management, asset class clusters and risk model validators to ensure successful regulatory interactions
97

Quantitative Analyst Resume Examples & Samples

  • Assist in the enhancement of existing equity execution models, in both modeling and implementation
  • Analyze opportunities to develop new models, including additional trading strategies, possibly extending them to other asset classes
  • Accompany generalist Electronic Execution sales people to client meetings, to discuss algorithmic trading
  • Implement client requests for bespoke algorithms or parameters
  • Support client algorithmic trading enquiries, and assist in performance reporting
  • Experience in finance, either at a bank or other industry participant
  • Strong experience in solving engineering-type problems
  • Strong knowledge of the algorithmic trading space, with particular emphasis on market microstructure modelling (order book dynamics, market impact models, order placement trading signals)
  • Strong experience in designing new / improving existing algorithmic trading strategies
  • Strong /proven modelling skills
  • Knowledge of OOD principles
  • Excellent programming skills (Java, SQL, KDb)
  • Ability to communicate effectively (written and verbal) at all organisational levels
  • Ability to plan and prioritise own work load
  • Ability to work effectively as part of a team or individually
  • Able to relate and deal effectively with clients
  • MSc/PhD in Finance, Mathematics, Engineering or related subjects
98

Quantitative Analyst Resume Examples & Samples

  • Working collaboratively with team members on research projects, including regarding idea generation, sourcing data, creating, testing and refining research code. Subjects include asset-liability management, risk and return forecasting and portfolio construction
  • Supporting initiatives regarding the Global Investment Committee’s strategic and tactical asset allocation process
  • Assisting with the business analysis, design, testing and documenting the current and future development of the proprietary analytics application
  • Supporting the financial advisors regarding the Global Investment Committee Asset Allocation Models , associated publications and the proprietary asset allocation analytics application
  • Partnering and collaborating across Investment Strategy, financial planning, product and product support areas, sales and technology
  • Quantitative background with deep knowledge of statistics and econometric modeling
  • Demonstrated interest in and insights into financial markets and financial market theory
  • Strong programming skills required. Knowledge of VBA and Matlab preferred
  • 1 – 3 years work experience
  • Bachelor’s degree in a quantitative discipline required. Advanced Degree preferred
  • Knowledge of retail wealth management and the financial services industry preferred
99

Senior Quantitative Analyst Resume Examples & Samples

  • Primary job is to review and validate global Traded Credit and Market Risk (TCMR) models. Examples of TCMR models include but not limited to
  • Margin models for derivatives cleared through CCP (Central Clearing Party), margin models for derivatives not cleared through CCP: MRUD (Margin Requirement for Un-cleared Derivatives),
  • Models used for Volcker rules monitoring (such as RENTD models),
  • VaR, Stressed VaR, IRC (Incremental Risk Charge), ICVaR (Idiosyncratic Credit VaR)
  • CVA, Counterparty Credit Risk Exposure,
  • Associated CCAR/DFAST stress testing models (PPNR, OTTI, OCI, etc.)
100

Senior Quantitative Analyst Resume Examples & Samples

  • Identify portfolio optimization strategies to work with internal/external secondary marketing groups and Fifth Third Capital Markets to identify/execute profitable off-balance-sheet transactions while ensuring continued on-balance-sheet quality remains intact. Utilize/develop sophisticated modeling to forecast and identify potential high-risk pools within Fifth Third Bank Consumer Portfolio. Make senior level buy, sell, hold recommendations
  • Analyze through-the-door originations for performance based on multiple granular meaningful striations. Identify all product performance with respect to expected delinquency and loss curves making guideline changes to effectuate secondary marketing quality. Make recommendations to Quality Control for use in monthly reviews based on rank order areas of Risk
  • Review complex scorecard guideline challenges both operationally and materially to ensure proper risk mitigating factors are in place to align with corporate risk initiatives as well as business unit growth strategies
  • Provide corporate executive level portfolio reporting and forecasting to ensure accurate business planning processes maximize the consumer portfolio risk/reward
  • Provide leadership for new initiatives that will support future business line growth strategies
  • Develop, implement and maintain credit protection insurance programs in support of loan production growth with limited risk
  • Various strategic projects as directed by Chief Consumer Credit Risk Officer
101

Senior Quantitative Analyst Resume Examples & Samples

  • Quantitative Analysis Functions
  • Plan and execute back-tests using historical market data from multiple asset classes to create scalable trading strategies
  • Optimize trading strategies using a multitude of input signals (either using a purpose-built optimizer or an off-the-shelf product)
  • Pre-Trade Analysis / Data Management Functions
  • Setup and administer large collections of data from a variety of sources to be utilized in a standard environment by the QFLS team. Data sources will include: Bloomberg, Factset, and internal proprietary (O’Connor) data
  • Ensure that the QFLS team’s historical data is maintained on a daily basis. Functions include: Managing corporate actions, dividend adjustments, Factset / Bloomberg downloads, and overnight batch runs (copying data to traders’ local environments)
  • Matlab and Java Development Functions
  • Develop "back-testing" tools for quantitative research using Matlab / Java
  • Assist portfolio managers in constructing and optimizing portfolios using the outputs from the Matlab “Quantamental Analysis Tool” environment
  • Create GUI interfaces that interact with O'Connor databases to perform queries on data gathered within the platform (to be used for alpha generation)
  • Create risk management software tools as necessary to optimize to portfolio constraints
  • Create pluggable interfaces with existing O'Connor tools (such as SWAN)
  • Create interfaces for trade reconciliation, locates, and EzeCastle to the QFLS back-testing system
102

Quantitative Analyst Resume Examples & Samples

  • Developing new and improving existing methods for alpha signal construction
  • Designing / proto-typing new products and investment strategies
  • Supporting portfolio management activities including monitoring model / signal performance, risk characteristics, cash flows and corporate action activity
  • Managing data and processes and mentoring junior staff to do so
  • Contributing to the maintenance and improvement of the quantitative research database and its supporting infrastructure
  • Representing the organization as a recognized quantitative financial expert
103

Senior Quantitative Analyst Resume Examples & Samples

  • Leading the development of new and improving existing methods for alpha signal identification and construction
  • Developing / designing new products and investment strategies
  • Mentoring and developing junior staff
  • Speaking with our clients as an recognized quantitative investment authority
  • Publishing periodic white papers highlighting the team's research and investment process
  • Serving as a senior representative of the Equities Department and UBS Asset Management
  • LI-JB2
104

Senior Quantitative Analyst Resume Examples & Samples

  • Review pricing models and validations
  • Provide Subject Matter Expert support on financial derivatives, risk analytics in other Internal Audit engagements
  • Manage projects to ensure on-time delivery and quality control
  • 8+ year of experience in quantitative finance
  • Exposure to wide variety of products and derivatives, risk analytics, validation methodologies and regulatory requirements
  • Provide Subject Matter Expert support within the department on financial derivatives, risk analytics in other Internal Audit engagements
  • Interact and maintain relations with regulators and internal clients
  • Detailed knowledge and experience of model development/validation with capital/risk/derivative pricing models across multiple asset classes
105

Quantitative Analyst Resume Examples & Samples

  • Graduate University in quantitative discipline, MSc, MA, MMF or Ph.D. degree in Mathematics/Statistics, Computer Science, Engineering, Economics, Operations Research or Business preferred. Outstanding undergraduates will be considered. A relevant professional designation (e.g. FRM, CFA) is a plus
  • Very strong analytical and technical skills required including quantitative analysis, programming and statistical model development
  • Strong mainframe, UNIX and PC skills
  • Experience with manipulating data using Excel, Ms Access, and SQL
  • Excellent knowledge of bank products and credit lending services
  • Excellent interpersonal and relationship building skills
  • Excellent time management, planning and organizing skills to manage multiple priorities and deliver quickly under pressure
106

Quantitative Analyst Resume Examples & Samples

  • For deployed models, develop and execute ongoing model verification, performance reporting, and assist with change management processes and procedures, including but not limited to back testing including outcomes analysis
  • For Model Risk Management roles, ensure models subject to validation have received effective challenge, document the strengths, weaknesses and limitations of models, write model validation issues and observations in the course of model validation and promote sound model governance throughout the Corporation
  • Ability to handle ambiguity and adapt to shifting objectives
  • Proficiency in a computer programming language, including code development, and exposure to SAS or other statistical software
  • Two years of experience in a related field
107

Quantitative Analyst Resume Examples & Samples

  • Understand the products traded and trading strategies used
  • Understand risk models (VaR & RNIV) currently in use and proposed regulatory changes
  • Development and implementation of risk methodologies to be used for market risk measurement
  • Collaborate closely with the data team to ensure that the historical data used in calculations are appropriate
  • Understand the regulatory environment and its need and work towards meeting the spirit of regulatory requests. In particular, the successful candidate will primarily work on Comprehensive Capital Analysis Review (CCAR). CCAR is a regulatory project from Federal Reserve aiming to assess capital adequacy of the largest bank holding companies operating in the US. The candidate will work on defining and testing new sensitivities for the bank to comply with CCAR requirements
108

Senior Quantitative Analyst Resume Examples & Samples

  • Develop new and improve existing methods for alpha signal construction
  • Support portfolio management activities including investigating the quality of signal inputs, monitoring model performance and risk characteristics
  • Manage data integration, research, production and reporting processes
  • Contribute to maintenance and improvement of quantitative processes to incorporate the latest advances in stock selection, risk management, process control and optimization
  • Communicate research updates, model performance, and market commentary to the rest of the firm
  • Mentor junior analysts
  • A minimum of 5 years’ experience in quantitative investment research
  • In-depth knowledge of financial data and insights into its strengths and weaknesses
  • Extensive programming experience - knowledge of R, S+, Python, Java, VBA or similar
  • Strong organization skills and the ability to work on multiple projects simultaneously
  • Ability to communicate results effectively
  • Attention to detail, accuracy, and timeliness, and a cooperative can-do attitude
  • Advanced degree in a quantitative or finance related field preferred
  • CFA or progress towards CFA preferred
109

Quantitative Analyst Resume Examples & Samples

  • Review of complex valuations and appropriateness of booking methodologies
  • Participation in the product valuation governance process
  • Design/evaluation of valuation adjustments and calibration methodologies
  • Review of independent price-testing methodologies
  • Model reviews
  • Review of price-testing methodologies
  • Review of price-testing impact tolerance ranges
  • Review of valuation adjustments
  • Ph.D. preferably or Masters degree in relevant quantitative (mathematically focused) discipline
  • Excellent analytical and mathematical skills
  • Understanding of modeling concepts (Numerical modeling, Monte Carlo) and issues in Stochastic Calculus
  • Excellent Excel and VBA Skills
110

Quantitative Analyst Resume Examples & Samples

  • Graduate Degree in quantitative discipline
  • 2+ years of experience in a Quantitative role
  • 1+ years of experience developing of electronic trading strategies
  • Extensive experience with statistical models and optimization
  • Proficient in C/C++, Perl and Linux
  • Proficient with high-performance and large dataset computing environments
  • Technical expertise in R, Matlab or Mathematica
111

Quantitative Analyst Resume Examples & Samples

  • Develop in consultation with FX trading team, test and document analytics as requested by the FX option trading business
  • Support existing analytics library
  • Assist IT teams in integrating functionality into systems
  • FX smile with stochastic interest rates modelling
  • Vanilla vol surface modeling (particular if successfully implemented surfaces for pegged ccys)
  • Strong C++ coding
  • Able to liaise with traders to clarify and define projects from initially ambiguous scope to a set of project deliverables with an associated expected timeline
  • Masters degree/PhD in Maths/Physics/Stats/Computer Science from top tier University
112

Quantitative Analyst Resume Examples & Samples

  • Outstanding mathematical finance and statistical analysis skills
  • Knowledge of probability and stochastic calculus
  • Familiarity with Numerical analysis/Monte-Carlo methods
  • Fundamental knowledge of C++ and Matlab
  • Proven track record of development and support pricing and risk models in an analytics library such as Rates, Credit, Equities, Commodities an advantage
  • Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA an advantage
  • Experience of CVA (Credit Valuation Adjustment) and DVA (Debit Valuation Adjustment) calculations an advantage
113

Quantitative Analyst Resume Examples & Samples

  • Work with G10 rates traders and the rest of the global rates quant team to uncover patterns and develop best practice statistical analysis methods for trading, sales and pricing/risk data
  • Implement, test and document the methods developed
  • Work closely with Technology teams to take new analytics from prototype stage into production systems
  • Experience developing methods to make inferences from large scale real world datasets
  • Extensive years of experience in computer programming
  • Some existing knowledge of finance would be helpful, but not essential
  • Strong ability in applied statistics and overlap with machine learning techniques
  • Coding in some subset of Matlab, R, python
  • PhD in statistics from a top tier academic institution
114

Senior Quantitative Analyst Resume Examples & Samples

  • Facilitate user (e.g. line of business (LOB)) and management understanding and acceptance of proposed models by preparing high quality documentation, including presentations, explaining the model and its validity for its intended use. Provide support during verbal presentations to stakeholders and oversight groups
  • For deployed models, develop and execute ongoing model verification, performance reporting, and assist with change management processes and procedures, including but not limited to back testing including outcomes analysis. Work with model users and stakeholders to ensure models are fulfilling the objectives set for them
  • Continuously broaden and deepen expertise in analytical methods via self-directed research and training
115

Quantitative Analyst Resume Examples & Samples

  • Stress testing
  • Counterparty credit risk
  • Market and credit risk
  • Model review and challenge
  • Model build
  • Portfolio management analytics
116

Senior Quantitative Analyst Resume Examples & Samples

  • Have a central role in the development of a 'best in class' Economic Capital model
  • Understanding of how the Economic Capital model is utilised in a leading financial institution
  • Actively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture
  • Research alternative methodologies and compare them; justify and test the chosen option
  • Collaborate with IT analysts and developers to implement changes to the model
  • Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications
  • Extensive experience in quantitative market risk measurement within an investment bank or other financial institution; previous VaR or Economic Capital experience is required
  • Previous experience in leading methodology development projects and supervising quantitative analysts would be an advantage
  • First degree in mathematics, physics, econometrics, statistics or engineering
  • A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM, PRIMA would be an advantage
  • General knowledge of risk issues and investment products, together with some programming skills would be also desirable
  • Candidates are required to have some programming experience, preferably using Excel VBA or C#
  • Experience in methodology documentation is highly valued
  • Willingness to question and challenge the status quo and ability to provide alternative approaches
117

Quantitative Analyst Resume Examples & Samples

  • Build asset allocation and other analytics capabilities within MACS
  • Develop a data warehouse of all analytics generated from portfolio and risk systems
  • Build information analytic capabilities utilizing business intelligence tools
  • Integrate Portfolio, Risk, Asset and Liability, and Optimization tools building web services for use of internal and external clients
  • Support MACS total fund analytics and be responsible for building and maintaining all necessary tools and relationships, proprietary or otherwise, to support client research
  • Partner with affiliated investment managers quantitative / analytics resources to capture their best asset class thinking as an input into developing MACS Analytics function
  • At least 4 years experience building total portfolio analytic capabilities
  • Strong quantitative and programming background required
  • Prior role working in asset management organization or investment consulting firm as a financial engineer, quantitative analyst or programmer
  • Ability to analyze and communicate complex ideas
  • Strong academic credentials; graduate degree in Computation Finance, Mathematical Finance, Computer Science or Information Systems
  • Required programming skills in .NET, C#, SQL, Tableau
  • Knowledge of relevant software packages, such as MATLAB, VBA, SAS, R software
118

Quantitative Analyst Resume Examples & Samples

  • Develop, improve, maintain and validate the suite of complex financial models and data management tools to support asset liability management activities
  • Support internal and external model governance activities
  • Act as an interface between business needs and modelling solutions to create efficiencies and synergies
  • Tertiary qualification in a quantitative discipline: i.e., engineering, mathematics, statistics, physics, actuarial studies, finance. Postgraduate studies are considered an advantage
  • University level mathematics is a requirement for this role
119

Quantitative Analyst Resume Examples & Samples

  • Graduate degree in a quantitative discipline such as Economics, Statistics, or Applied Mathematics
  • Expected to have less than 3 years experience in industry, consulting, government, or academic research
  • Should be able to provide thesis paper or other such evidence demonstrating experience estimating econometric or machine learning models
  • Ability to write user-defined functions and manipulate medium- to large-scale datasets using one or more languages like R, MATLAB/Octave, S-Plus, Python, Wolfram (Mathematica), Lisp
  • Familiarity with distributed computing, Amazon Web Services, and Linux-based environments
120

Quantitative Analyst Resume Examples & Samples

  • Develop core analytic capabilities or model libraries, using quantitative, statistical or economic techniques
  • Collaborate with teams to research, model, validate or implement new quantitative models for new products
  • Analyse pricing and risks of multi asset products
  • Produce written documentation for new models
  • Support the Multi-Asset trading Desk
  • Extensive years of experiences in modeling (equity, Rate, Credit, FX and/or commodity…)
  • Knowledge of Hybrid models (Equity, Rate, FX…)
121

Quantitative Analyst Resume Examples & Samples

  • Research, develop, , build, and maintain non-financial instrument and/or exempt product trading strategies, models, systems, and processes
  • Ensure that activity complies with all relevant firm guidance and regulatory compliance policies
  • Conduct and manage complex data analysis
  • Supervise data analysts/technologists and direct the development of various databases/data sets and systems
  • Develop and implement tools to support a robust risk management framework
  • Monitor, aggregate, and report daily profit and loss on open positions
  • Maintain and improve operational framework
  • Proactively identify operational risks and/or control deficiencies
  • Escalate operational risk loss events, control deficiencies, and risks that you identify to your line manager and the relevant risk and control functions promptly
122

Quantitative Analyst Resume Examples & Samples

  • Provide independent review and validation of various models for Contingency Funding Planning/Liquidity Risk and Asset/Liability Management (e.g., Net Income Sensitivity Models)
  • Provide independent review and validation of liquidity risk models used in the context of CCAR/DFAST, Recovery/Resolution Planning
  • Closely work with colleagues in Corporate Treasury and Firm Risk Management, actively contributing business expertise in model validation and model risk assessment
  • Communicate/coordinate well with Senior Management, and colleagues in Firm Risk Management, Finance and in other departments
  • General model validation related responsibilities include
  • Effectively challenge, review, validate and test models
  • Produce high-quality model review documentation that satisfies the Firm’s internal model approval functions
  • Independently implement benchmark models
  • Model risk control, monitoring and enforcing compliance in model usage
  • Strong quantitative skills and qualitative analysis capabilities. Masters or Ph.D. degree in quantitative or business management disciplines, e.g. Statistics, Economics, Physics, Mathematics, Operations Research, and Corporate Finance
  • 2-6 years relevant work experience gained in a banking institution is highly preferred
  • Solid computer skills. Experience with standard statistical software/computing languages and large dataset handling is highly preferred
123

Quantitative Analyst Resume Examples & Samples

  • Reviewing and analysing the mathematical models used
  • Implementing methods, products traded in these markets, and the associated risks
  • Implementing models and products independently in a managed C++ library
  • Initiating discussions with key model stakeholders including Front Office Trading, Front Office Quants, Market Risk Managers and Finance Controllers
  • Engaging with the due diligence aspects of the New Product Approval Process
  • Managing junior team members
  • Becoming involved in Bank wide strategic initiatives
124

Quantitative Analyst Resume Examples & Samples

  • Will have a passion for understanding data, formulating and testing hypotheses, and creating and improving processes
  • Will be customer-service oriented, with an ability to collaborate cross functionally and with regional and national sales and marketing teams
  • Will be a creative thinker, with strong problem solving capabilities
  • Maintain and enhance current models and tools for Sales and Marketing teams
  • Evaluate, understand and process large data sets from multiple internal and 3rd party data sources
  • Consult with regional and nationwide teams to understand business needs
  • Utilize analytics to develop new insights and identify new Sales and Marketing opportunities
  • Measure, test and learn to deliver increasingly valuable, repeatable and scalable analytic solutions
  • BA/BS degree is required
  • BS in a quantitative field (finance, economics, math, statistics, engineering) plus 2-3 years of experience or training preferred
  • Excellent analytical, quantitative and statistical problem solving skills
  • Experience designing, developing and querying relational databases, including strong knowledge of SQL
  • Statistical and data analysis experience using a variety of tools and techniques
  • Data presentation, visualization and/or dashboard development abilities a plus
  • Track record of operating independently, demonstrating creativity, being detail-oriented, and delivering timely results in a highly organized manner
  • Ability to build strong working relationships and work effectively cross-functionally
125

Junior Quantitative Analyst Resume Examples & Samples

  • Advanced Degree in a Quantitative discipline
  • Comprehensive knowledge of Quantitative Investment analytics, including: model development; portfolio construction techniques; and risk and performance attribution
  • Wide ranging IT skills, including knowledge of SQL and Excel
  • Knowledge of Exchange Traded Products and Alternative Investments
  • Solid Programming skills (C++, R, python, SQL, VBA, Java)
  • Exceptional Bond Mathematics, Derivatives and Quantitative Risk Management skills
  • Master's Degree in Financial Engineering
  • Knowledge of Data Vendors, such as Reuters, Datastream, FactSet, Bloomberg
126

Quantitative Analyst Resume Examples & Samples

  • Knowledge of the spot FX market, and experience in quantitative research in FX market microstructure is a necessity
  • The candidate will have a solid understanding of the challenges of buy-side execution in spot FX. It would be beneficial if the candidate possesses experience in engaging with the buy-side client base, particularly in the hedge fund and real money segments
  • Experience of building both pre- and post-trade TCA tools for FX and other asset classes is highly preferential
  • The candidate will possess an undergraduate degree in a quantitative science, most likely to Masters level. A PhD, or experience of research in a quantitative science is preferred
127

Quantitative Analyst Resume Examples & Samples

  • To independently review and analyse models for the valuation and risk management of Credit Valuation Adjustments (CVA) and Funding Valuation Adjustments (FVA)
  • Reviewing and analysing complex mathematical models used, implementation methods, products traded across multiple asset classes, and the associated risks that are inherent from trading these products
  • Model/products are independently implemented in a managed C++ library
  • The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including: Front Office Trading; Front Office Quants; Market Risk Managers and Finance Controllers
  • Experience in a Model Validation, Front Office Quant or other relevant quantitative role
  • A deep understanding of CVA and FVA modelling
  • Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms
  • Experience in coding in C++ in a managed codebase
128

Senior Quantitative Analyst Resume Examples & Samples

  • Will participate in the execution of the following: Scorecard development, Scorecard testing, Documenting model development process and associated methodologies employed, Drafting business requirements, Drafting training materials and guidelines, Reporting on project status
  • Will be responsible for retain responsibility for ongoing maintenance (refinement) and conducting of performance monitoring post implementation of the model
  • Will form part of a project team and will be expected to interact with the team on a daily basis
  • Evaluate data gathered from multiple servicing and other source systems reconcile differences, decompose high-level information into details, abstract up from low-level information to understand, and communicate insight to management and internal clients
  • Conduct user acceptance testing as it relates to the technology solutions
  • Develop predictive analytics based strategies to demonstrate use test
  • Bachelor’s Degree in a quantitative field
  • 5 or more years of relevant experience in credit analysis and/or risk management
  • In addition to core competencies in credit risk , a thorough understanding of some or all of the following would be an asset: Credit lifecycle within a commercial/consumer bank, Credit risk management infrastructures, Quantitative methods and tools supporting credit risk measurement, Economic capital and risk-adjusted performance measurement, Competitive and regulatory drivers for credit risk management, Integration of economic capital into performance measurement frameworks, Current industry and regulatory issues (Basel II), Knowledge of credit and market risk software (e.g. KMV, Credit Manager, Risk Manager), MS Project, VB, C/C++
  • Expertise using SAS, SPSS and other analytics software
  • Must have a working knowledge of the Bank’s consumer loan products
  • Prior experience working with large implementation projects would be beneficial for the candidate
  • Must have solid organizational skills, with the ability to handle complex projects in a multi-tasking environment and meet deadlines with quality results
  • Must possess strong written and verbal communication skills for report writing, business requirement proposals, client interaction, and methodology documentation
  • Must demonstrated knowledge of credit risk measurement and management
  • Candidates need to have a desire and ability to work closely with the data and technology specialists on project assignments
  • Experience with statistical modeling platforms such as SAS applied to large data sets is desirable
129

Quantitative Analyst Resume Examples & Samples

  • Developing, maintaining and documenting DBAnalytics core components and models with a specific emphasis on asset backed and mortgage backed securities
  • Developing and enhancing models and algorithms for the valuation and risk management of asset-backed derivatives
  • Providing operational solutions to Trading, Information Technology, Finance, Global Banking and Market Risk Management
  • Promptly responding to DBAnalytics user queries
130

Quantitative Analyst Resume Examples & Samples

  • Extensive years of experience in finance, either at a bank or other industry participant
  • Experience in Electronic Algos (VWAP, TWAP, Implementation Shortfall, Participate etc.)
  • Strong Java programming skills required. Kdb, Python and R preferred
  • Strong /proven modelling and analytical skills
131

Quantitative Analyst Resume Examples & Samples

  • Perform quantitative analysis and modeling on counterparty credit risk per requirements of internal risk management and regulatory compliance
  • Work directly with credit officers to evaluate proposed trades and advise them on credit limit setting and monitoring, and use of credit risk management tools, including credit terms, netting rules and collateral management
  • Work closely with credit officers and with traders as the deal is structured. Develop prototype models to calculate exposure of new or exotic products
  • Program, test and implement quantitative financial methods using C++, Python, Matlab/R, and SQL. Utilize advanced statistics and mathematics skills including options pricing theory, stochastic calculus, Monte Carlo simulation, numerical analysis and optimization techniques, probability theory, and time series analysis
  • 3 to 5 years work experience in a quantitative research group at a commercial bank, investment bank, or consulting firm
  • In-depth knowledge of option pricing and stochastic calculus
  • Experience with Monte Carlo simulation and numerical analysis
  • Strong programming skills in Matlab /R, C++, SQL, Python, etc
  • Good communication skills and articulation abilities of both verbal and written are desired
  • Statistical skills (e.g., probability theory, time series analysis) and facility with statistical packages would be desirable but are not required
132

Senior Quantitative Analyst Resume Examples & Samples

  • Design mathematical and statistical algorithms to enhance existing models
  • Conduct applied research to implement learning algorithms and enhance model performance
  • Perform ad hoc analyses as required by management and other business partners
  • Participate in design, planning, implementation and testing of various modeling initiatives
  • Collaborate with non-retail teams and participate in cross-functional projects as needed
  • Produce and maintain well-articulated documentation on above
  • Write and maintain robust code for performing the above functions
133

Quantitative Analyst Resume Examples & Samples

  • Maintaining existing models and implementing new models for pricing and risk management of interest rate derivatives and securitized products
  • Documenting and testing models
  • Supporting the DBAnalytics library to FO, GTO, Risk and Finance
134

Quantitative Analyst Resume Examples & Samples

  • Undertake portfolio modelling and quantitative analysis
  • Incorporate the capital market assumptions produced by the Investment Strategy and Economics Team into the quantitative models used by the Tailored Investment Solutions team
  • Assist with any prospective client tenders
  • Assist with the monthly and quarterly reporting requirements for existing and prospective clients
  • Provide assistance for any ad hoc quantitative work required by the Tailored Investment Solutions team
  • Involvement in the diversified sector review for the AMP master trust and wrap platforms
  • Assist in providing quantitative input for other platform sector reviews
  • Undertake annual standard risk measure review
135

Senior Quantitative Analyst Resume Examples & Samples

  • Develop a variety of risk models ranging from credit risk to market risk models going through loss forecasting, operational risk, counterparty credit risk and other type of risk models
  • Play a key role on derivatives pricing, as well as, liaising on a project basis with the pricing specialists and the development team
  • Work closely with the developers in the team to create risk models in R
  • Demonstrate strong expertise in stress testing
  • 5- 10 years as a quantitative analyst would be beneficial
  • Previous experience with derivatives and futures
  • Excellent programming experience with R essential and c# beneficial
  • Experience in financial markets and solid business acumen
  • Have strong problem solving capabilities
  • A strong verbal and written communicator, with the ability to explain complex mathematical concepts in a logical manner both senior stakeholders and the technical team
  • Proactive in nature, with a pragmatic and solution-orientated approach to their work
136

Quantitative Analyst Resume Examples & Samples

  • Implement market deformation scenarios for risk management
  • Optimisation of various aspects of the grid computing based batch (performance, stability, logging, error reporting)
  • Interaction with IT DEV team to construct shared modules for input/output data exchange
  • Interaction with IT DEV team to construct a PNL explain tool
  • Optimisation of internal data transfer and access to the machines on the compute grid
  • Interact with the team responsible for the pricing GUI
  • A quantitative analyst with minimum 3 years work experience with C# gained in a professional environment
  • Knowledge and experience about mathematical finance theory: option pricing, risk neutral pricing, knowledge of classical interest rate and FX models
  • At least one previous experience working on large and complex libraries / projects
  • Good knowledge of the various fixed income, FX and credit derivatives products is required (product payoffs and how they work)
  • Knowledge about counterparty risk (CVA), funding costs (FVA), collateralisation
137

Senior Quantitative Analyst Resume Examples & Samples

  • Supporting the effort of overall assessment and modelling of the risks the bank is facing as a General Clearing Member (GCM) of several Central Clearing Counterparties (CCPs)
  • Modelling of possible consequences of the default of a GCM facing the CCP (required margin charges, contributions required to cover the close-out costs etc.)
  • Modelling 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
  • Analysing model results to assess the banks overall exposure and risk to CCPs, and presentation of the results to senior management and risk management functions
  • Industry experience in a similar capacity, ideally with experience in modeling risk for CCPs
  • Risk Modelling experience in CCPs, with particular emphasis on GCM default / contagion
  • Strong knowledge of major cleared products (OTC and listed) such as Swaps, Futures and Options
138

Senior Quantitative Analyst Resume Examples & Samples

  • 3+ years of relevant financial services experience
  • Solid knowledge on VaR modeling and VaR model back testing methodologies
  • Broad expertise in quantitative finance on valuation models and risk management models and methodologies
  • Strong mathematical background, especially in probability theory, stochastic processes, and PDEs
  • Econometric modeling and applied statistics skills
  • Good programming skills in database languages such as SQL, R, SAS, Access, and VBA
  • Familiar with the regulatory requirements in terms of model risk management
139

Senior Quantitative Analyst Resume Examples & Samples

  • Be expected to lead and manage independent validation reviews across a wide range of core Risk Capital or other business-impactful models used throughout the bank. Meeting business needs and regulatory expectations with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc
  • Review, verify and validate financial models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring as well as contribute in the firm-wide model risk and control assessment
  • Be expected to demonstrate independence in planning and stakeholder engagement, testing design and execution, results interpretation and presentation, and the production of documentation strong enough to evidence a sound challenge to both internal and external parties
140

Quantitative Analyst Resume Examples & Samples

  • Producing model documentation
  • Work on Regulatory and Governance based projects across a range of the asset classes
  • MSc / PhD Degree in Mathematics, Physics, Engineering, Finance or Economics
141

Quantitative Analyst Model Risk Resume Examples & Samples

  • Masters’ degree (or higher) in a quantitative field (e.g. Mathematics, Physics, Statistics, Economics, Engineering) with strong applied mathematical and computer/computational skills
  • Sound knowledge of Probability Theory, Stochastic Calculus, Partial Differential Equations and Numerical Methods
  • Good understanding of derivatives products and counterparty credit risk
  • Financial modeling experience or training in the area of derivatives pricing, market or credit risk management
  • Must be able to work independently as well as collaborate with colleagues
  • Solid writing skills. Publications in peer-reviewed journals are considered as good evidence
  • Strong communication skills are required as the work involves frequent interaction with model developers, risk managers, other stakeholders as well as internal/external audit and regulators
  • The successful candidate will review risk models for conceptual soundness, verify model implementation, and assess model ongoing performance
  • Programming skills: C++, Perl
  • Curiosity, diligence, and a healthy skepticism about received wisdom are all desirable
142

Junior Quantitative Analyst Resume Examples & Samples

  • Analytical aptitude and excellent communication and interpersonal skills
  • Experience in following is helpful: MSCI Barra/Factset/Bloomberg/Excel/VBA
  • Proficiency in Microsoft Office suite of applications
143

Quantitative Analyst Resume Examples & Samples

  • Contribute to improve and implement systematic models related to multi-factor dynamic hedging, advanced option replication and tail-risk minimisation over currency (FX) or cross-asset class investment universes
  • Prototype, test, implement in Matlab (or R language) and document in an agile environment risk-driven or alpha-driven systematic algorithms using statistical, stochastic, optimisation and/or machine learning frameworks
  • Interact with other teams, in particular Risk Management and Portfolio Management teams to understand and combine quantitative with discretionary signals in a systematic way
  • Run simulations for clients or prospects following, design presentations of new models and investment solutions for a non-quantitative audience following rigorous compliance rules
144

Quantitative Analyst Resume Examples & Samples

  • Acting as the lead resource in the region, supporting the FRM regional manager: Leading complex problem solving, providing insights, project analytics and process design, and driving successful completion of capital management projects
  • Driving qualitative and quantitative analyses of key capital and liquidity rules and guidelines
  • Identifying and explaining technical issues
  • Leveraging knowledge and experiences to enrich understanding of similar topics
  • Leading development of capital and liquidity management and optimization solutions
  • Partner with Markets and Securities Services businesses and, Risk, Finance, and Technology groups on episodic issues to ensure systems and processes accurately calculate and meaningfully report capital and liquidity metrics
  • Bachelor's degree and significant qualifications in Finance, Accounting, Economics, Computer Science, Math, Financial Engineering, Physics or related field
  • Extensive years of Relevant experience in the Financial Services industry or strategy consulting
  • Strong project management, analytical and presentation skills
  • Capable of developing and delivering a message to a range of audiences in various divisions and levels of seniority; Ability to identify and communicate business drivers of complex processes is critical
  • Proven analytical skills for developing data analysis and quantitative strategies
  • A demonstrated history of delivering on initiatives by building broad based support, fostering collaboration and driving change; Ability to coordinate processes and work as part of multiple teams across a firm
  • An ability to manage personal workload and agenda independently but in alignment with the priorities of the business unit
  • An open mind for critical and creative thinking
  • Self-motivated, with a strong desire to learn and work independently
  • Ability to work under pressure in a highly professional Front Office environment
  • Superior attention to detail and level of accuracy
  • Excellent communication, interpersonal, organizational and presentational skills
  • Knowledge of asset classes or regulatory familiarity is a plus
  • Familiarity with large scale data and querying ability is preferred
  • Additionally, the candidate should have an appetite to develop a detailed understanding of the following areas
  • Relevant legislation and regulation (relating to liquidity, collateral management, capital adequacy and leverage)
  • Fixed Income sales, trading, and financing, credit, and derivatives
  • Markets, Operations and Treasury systems infrastructure
  • The accounting and liquidity treatment of derivative and financing transactions
145

Quantitative Analyst Resume Examples & Samples

  • Develop statistical models for PPNR forecast; perform statistical analysis to develop driver-based forecast and quantify relationship between macro-factors and PPNR components
  • Conduct independent research and analysis of model methodologies and incorporate into documentation and presentation
  • Maintain documentation and monitoring of models
  • Automate review and presentation materials for management and socialize forecast model/methodology and result with LOB partners
  • Assist and perform DFAST/CCAR production runs to forecast balance and non-interest income/expense, including execute remediation of regulatory findings
  • 5 + years of experience with financial modeling and data analysis
  • Strong knowledge of Python, VBA, SQL, R and/or LaTex programming is a must
  • Experience in the banking industry is a plus
  • Must be able to work independently and proactively and take initiative in solving problems quickly
  • Must be detail oriented & strong analytical skills along with consulting skills
  • Knowledge of Microsoft Office (Excel, Word and PowerPoint)
146

Quantitative Analyst Resume Examples & Samples

  • Work with stakeholders including model owners/users, Model Risk Management, Compliance, Risk Management and Audit to ensure all existing and new GWIM models comply with both regulatory and enterprise model validation requirements including
  • 3-7 years of experience in quantitative roles in investment management, risk management, model validation, wealth management or related
  • Experience in quantitative investment modeling and investment analytics, including regression analysis, optimization models, machine learning, factor models and risk management metrics
  • Requires a current 7 and 66 or must be received within 120 days of start
147

Quantitative Analyst Resume Examples & Samples

  • Advanced Degree (Masters or PhD) in quantitative disciplines
  • Demonstrated experience in transaction cost modeling, predictive risk modeling, and/or portfolio construction
  • Solid statistical knowledge and familiarity with packages such as R, Numpy/Scipy, or Matlab Strong programming skills preferably in Java, C, C++ or Python
  • Experience working with large data sets and building predictive models
  • Client-facing portfolio management experience and quantitative developer experience
148

Quantitative Analyst Resume Examples & Samples

  • Provide independent oversight and monitor market risk undertaken by businesses and business partners in order to ensure market risk remains within the boundaries of the firm’s Risk Appetite (as approved by the Board of Directors)
  • Maintain a robust risk framework that effectively identifies, measures, monitors, escalates and reports on relevant market risk and control issues, whether externally or internally driven
  • Set and manage market risk limits for direct market risk consistent with the firm’s Risk Appetite
  • Grant authorization – a market risk trading mandate – for personnel in the business to engage in direct market risk-taking or exposure management activities
  • Review and approve any new products that create or increase the firm’s market risk
  • Identify, model, measure, monitor and analyze market risk exposure (both direct and indirect) using both quantitative (e.g., Value-at-Risk, Stressed Value-at-Risk, sensitivities) and qualitative methods
  • Prepare and distribute reports (to the business, Senior Management, regulators, the Board Risk Committee, etc.) that describe the firm’s market risk exposures relative to the market risk Appetite and/or limits
  • Address relevant regulatory requirements and inquiries, and maintain market risk policies and procedures
  • Strong quantitative and analytical background with a solid theoretical foundation coupled with strong documentation and communication skills
  • Excellent scientific and technical presentation skills, as well as assertiveness and influencing skills
  • Ability to explain abstract theoretical concepts to a non-expert audience in an easy-to-understand language
  • Master's Degree or PhD (preferred) in mathematics, physics, statistics or engineering
  • Up to 5 years of professional experience (a minimum of 3 years’ experience is preferred for Master’s Degree students)
  • Experiences in numerical analyses, complex quantitative modeling and/or computational methodologies using programming languages (such as C/C++, C#, Java, FORTRAN, MATLAB, SAS and R), mathematical/statistical software packages and live data (preferred)
  • Must be extremely focused, detail oriented, results oriented and highly productive. Must have the ability to efficiently and effectively conduct independent researches, analyze problems, formulate and implement solutions, and produce quality results on a timely manner
149

Quantitative Analyst Resume Examples & Samples

  • Validate all quantitative models used across the firm, by doing so you are required to
  • Strong quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation and communication skills
  • Excellent scientific and technical skills, as well as assertiveness and influencing skills
150

Quantitative Analyst Resume Examples & Samples

  • Create custom peer groups and statistical analysis of benchmark metric data
  • Create specific data cuts based on specified criteria
  • Carrying out statistical procedures under the direction of senior project staff
  • Assisting with interpretation and presentation of analysis results
  • Preparing research databases and ensuring quality control
  • Develop charts and graphs leveraging Excel, PowerPoint or Tableau
  • 3 years of analytical experience
  • Reporting and statistical analysis tools and databases; SPSS preferred
  • Microsoft Office (Word, PowerPoint, and Excel) expertise in graphics and spreadsheet software
  • Charting and graphics leveraging Excel, PowerPoint or Tableau
  • Statistics, moderate to advanced data analysis skills
  • Familiarity with financial reports, such as US annual 10-K statements
  • Data distributions in large and small datasets
  • Beginning understanding of general corporate technology, company operations and terminology
  • Prior experience using reporting and statistical analysis tools and databases
  • Basic level experience with databases and data relationships
  • Comfortable using technology
  • Communication skills (oral and written) to clarify data requests, manage internal client expectations, and present findings to internal leadership
151

Quantitative Analyst Resume Examples & Samples

  • Implementation of pricing and risk models in the Front-Office Analytics library
  • Building desk tools for P and L, hedging analysis, stress-testing in Excel/VBA/Python
  • Experience in numerical analysis, Monte-Carlo methods, probability and stochastic calculus
  • Knowledge of Fixed income modelling
  • Experience in programming using C++, Python and VBA
  • PhD or MSc in Mathematics, Physics, Engineering, Finance or Economics
152

Quantitative Analyst Resume Examples & Samples

  • Independently reviewing and analysing pricing methodologies used within market risk models in the space of Stress testing and VAR
  • Reviewing and analysing the mathematical models used, their implementation methods, the products (payoffs) they are used for across multiple asset classes, and the associated risks that are inherent with these products
  • Independent implemention of pricing methodologies/payoffs in a managed C++ library (where appropriate)
  • Communicating the results of the review to all key model stakeholders, including Market Risk Methodology, Market Risk Managers, FO quant developers etc, and in depth discussions on identified issues and potential improvements
  • Actively engaging in the ongoing review of model performance and applicability as well as the validation and review of model changes on an ongoing basis
153

Quantitative Analyst Resume Examples & Samples

  • Implementation of pricing and risk models in the C++ Front-Office Analytics library
  • Building tools for P and L, hedging analysis, stress-testing in Excel/VBA/Python
  • Knowledge of Credit markets
  • Degree in a technical subject
154

Quantitative Analyst Resume Examples & Samples

  • Participate in the selection and construction of pricing methods for new products
  • Develop high-performance numerical algorithms, conforming to the high reliability and availability standards of the organization
  • Review models and algorithms of other team members
  • Write quantitative, systems and review documentation, including executive summaries for business users and management
  • Provide production support for existing and new risk management systems
  • Ability to pursue a number of projects concurrently
  • Masters’ degree required; PhD preferred in a highly quantitative subject
  • A programming background with an emphasis on numerical algorithms
  • Strong knowledge on equity derivative products and option pricing models
  • Experience with constructions and modeling of volatility surfaces
  • Familiar with option pricing theory
  • Understanding of risk management methodology
  • Software and Programming experience in Java, VBA, Matlab or R desired
155

Senior Quantitative Analyst Resume Examples & Samples

  • Participate in the selection and construction of pricing methods for VIX options, vol of vol products and other derivative products
  • Develop pricing and risk analytic tools to support risk management, and design risk sensitivity analysis reports
  • Strong knowledge on financial derivatives in general, equity derivative products and their pricing models in particular
  • Strong experience in building models to price consistently and coherently across related volatility products from basic ones (vanilla options and variance swaps) to more sophisticated ones (VIX futures, Options on Variances, VIX options as well as options on ETFs and ETNs on VIX)
  • Quantitative skills across derivatives valuation, risk factor identification, risk modeling, scenario analysis and stress testing
  • PhD in a highly quantitative subject such as statistic/physics/mathematics
  • Experience in implementing analytical algorithms for financial derivatives, strong knowledge for local volatility and stochastic volatility models
156

Quantitative Analyst Resume Examples & Samples

  • Close collaboration with the other Houston quant analysts in undertaking the team’s day-to-day activity supporting the NAGP commercial teams
  • Work seamlessly with the NAGP Structuring team to provide a valuation capability to the commercial organization that allows material value to be generated from complex deals that require proprietary models
  • Design and implementation of pricing and hedging models for complex structured physical transactions and assets, eg storage, pipeline optionality and tolling arrangements
  • Development and maintenance of the in-house C++ derivative pricing libraries
  • Identification of hedging strategies for illiquid or non-traded price indices
  • Delivery of novel solutions to ad-hoc requests from IST trading desks, structurers and originators
  • Advancing the quantitative toolkit by introducing new technologies, algorithms and stochastic price processes
  • Work closely with key IT&S technology teams across geographies to deliver new pricing infrastructure to NAGP and other regional businesses
  • Excellent knowledge of Black Scholes derivative pricing and stochastic calculus
  • Experience of working in a front-office commodity quantitative analyst role in an investment bank, energy utility or hedge fund
  • Industry experience of the oil, gas and power commodities markets, (both physical and paper trading
  • Familiarity with the foreign exchange and fixed income markets
  • Knowledge of Monte Carlo techniques, including finite difference schemes, quasi random number generators, variance reduction schemes and American exercise methodologies
  • Experience of forest-based techniques for real option valuations of physical assets, (for example storage facilities and swing contracts)
  • Experience of pricing model calibration techniques, for example, General Method of Moments, Maximum Likelihood and Kalman Filter
  • Experience of pricing and hedging commodity-FX hybrid products using changes of probability measure
  • Practical experience of modelling the volatility smile, including Heston, jump processes and Markov Functional techniques
  • Knowledge and the practical application of financial time series analysis
  • Knowledge of transform pricing techniques
  • Deep understanding of C++ inheritance, polymorphism, templates and design patterns
  • Practical experience of the OpenLink Endur and Murex trading platforms
157

Senior Quantitative Analyst Resume Examples & Samples

  • Provide timely and accurate valuation of power transactions
  • Work closely with Wholesale Trading and Portfolio Management to develop hedging strategies
  • Provide analytical support to Retail pricing and to the Corporate Support team in relation to M&A and other corporate commercial activities
  • Build, maintain, and improve tools and systems that enhance analytical capabilities and risk management
  • Incorporate probabilistic techniques, such as Monte Carlo simulation, within an analysis to quantify uncertainty and risk factors
  • Communicate complex results to a variety of audiences including senior management
158

Quantitative Analyst Resume Examples & Samples

  • Supports WFS Supply & Trading organization in the execution of technical and fundamental analysis
  • Tracks and monitors supply/demand factors including the development and maintenance of global, domestic and regional supply/demand balances
  • Evaluates political developments, market trends, arbitrage opportunities and related pricing mechanisms with the goal of identifying trade opportunities and providing recommendations to trading team on entry and exit targets
  • Organizes and develops data-based analytics to support any recommendations
  • Supports analysis of bulk vs. rack vs. exchange supply decisions, on a longer-term strategic and daily tactical level
  • Conduct data analysis reporting activities in support of measurement of trading P&L and hedging strategy efficiency
  • Ability to multitask and manage multiple projects at once
  • Experience communicating across all levels of an organization and strong presentation skills
  • Expert knowledge of Microsoft Excel pivot tables & data sources
  • Advanced capabilities in extracting and manipulating large data sets (knowledge of SAS, Alteryx, Tableau, SQL, R and/or Visual Basic highly desirable)
  • Experience conducting market research and analysis and presenting finds in written and oral format
  • Comfortable working in a fast changing environment and on projects with ambiguous goals and scope
  • Bachelor's degree in Statistics, Analytics, Economics, Finance, Operations Research, Financial/Economic Engineering or Industrial Engineering
  • Prior experience in the energy market highly desirable
  • MBA desirable
159

Quantitative Analyst Resume Examples & Samples

  • Develop a deep understanding of the multi-asset team’s quantitative models, fundamental research inputs and portfolio specific guidelines and objectives to determine implications for investment strategy
  • Review portfolio positioning across accounts and identify trades / rebalancing needs to bring portfolio into alignment with current strategy
  • Implement investment strategy by identifying and sizing the most appropriate instruments to gain or reduce exposure -- across active portfolios, ETFs, futures, options and swaps
  • Perform ad-hoc research projects related to the market environment, portfolio design, and strategy implementation that will have a meaningful impact on portfolio decisions
  • Provide data and communication support to business development and client group teams that explain our investment thesis and resulting portfolio positioning
160

Quantitative Analyst Resume Examples & Samples

  • Conducts reviews of rates for assigned states and product lines, analyzing profit and loss results, past and current trends, projecting underwriting losses and reviewing competitiveness of rates
  • Supports the development/design of new plans, programs, processes and products
  • Bachelor’s degree required – preferably in related field of study such as finance, math/applied math, statistics/applied statistics, economics
  • Strong decision making skills
161

Senior Quantitative Analyst Resume Examples & Samples

  • Insurance industry and/or Marketing analytics & program measurement knowledge a plus
  • This position prefers a Master’s in a quantitative field such as statistics, mathematics, finance, or economics with a bachelor’s degree in a quantitative field
  • At least two years of relevant experience including experience with modeling projects
  • Technology experience with key analytic applications (Oracle, Microsoft SQL Server Analysis Services, SQL, PL/SQL)
  • Beginner to intermediate experience with Dimensional Modeling, SAS, Tableau, Cloudera or other Hadoop distributions
  • Ability and eagerness to learn new technologies
  • Ability to deal with an array of data sources, all in different forms and willingness to use an array of tools or methods to create a solution
  • Ability to analyze and interpret concepts of moderate complexity
  • Ability to provide written and oral interpretation of highly specialized terms and data, and ability to present this data to others with different levels of expertise
  • Ability to concentrate on a number of loosely defined situations of moderate complexity, which require application of creativity and originality, where guidance and counsel may be unavailable
  • Microsoft Office skills
162

Quantitative Analyst Resume Examples & Samples

  • Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS)
  • A strong interest and familiarity with risk management best practises, financial markets and economic developments
  • A strong academic background, with at minimum of a Masters in mathematics, physics or quantitative finance. A Ph.D. is preferred but not essential, depending upon level of experience
  • Proven experience in a quantitative finance environment, preferably in a market risk or counterparty risk modelling capacity; other backgrounds (e.g. Front Office quantitative research, model validation) may be considered
  • A practical knowledge of credit derivatives, their risk drivers and the models used to price them; sound understanding of stochastic processes and their application to risk factor simulations
  • Exposure to at least one of the following asset classes: credit, repo, IRFX, equity, commodities, preferably from a risk management perspective
163

Quantitative Analyst Resume Examples & Samples

  • Bachelor or advanced degree with at least 2 years relevant experience building, documenting or validating Basel III A-IRB regulatory credit risk capital models at a financial institution, consulting firm, or related regulatory agency (e.g. Office of Comptroller of Currency, Federal Reserve)
  • Degree in a quantitative discipline (e.g. Economics, Finance, Mathematics, Statistics)
  • Ability to build strong relationships with a wide range of individuals from risk, finance, model validation, technology, and regulators
  • Strong analytical and problem solving skills, coupled with thoroughness and attention to detail
  • Working knowledge of VBA, C/C++, SQL, SPSS, S-Plus, R is a plus
  • Experience underwriting or managing commercial or retail loans
  • Experience working with financial institution regulatory agencies
164

Quantitative Analyst Resume Examples & Samples

  • Provide additional perspective through thought-provoking research and participation
  • Masters Degree in quantitative disciplines required
  • Solid quantitative and modelling experience
  • Strong Excel and VBA background required
  • C++, SAS, and database skills a plus
  • 0 – 3yrs experience in financial modelling
  • Previous exposure to credit rating analysis a plus
165

Quantitative Analyst Resume Examples & Samples

  • Developing client driven investment solutions and product development projects as part of a multi-disciplinary team
  • Platform development and maintenance: programming in Matlab to maintain and test existing capabilities and add new capabilities; and also maintain and extend a database covering various assets and investment strategies
  • Portfolio construction research: evaluate portfolio construction approaches and techniques through simulation
  • Risk modeling: maintain and test existing risk models and risk modeling methodologies, and develop and implement new approaches to risk modeling
  • Transaction cost modeling: maintain and test existing cost models, and develop and implement new approaches to transaction cost modeling
  • 2-5 years of industry experience
  • Strong programming skills with experience in Matlab or other statistical packages such as R, SAS, and SPlus; object oriented programming experience a plus
  • The ideal candidate will have a graduate degree, and will have focused on either Finance or Economics in one degree and on one of Statistics, Applied Math, Operations Research, Engineering, or Computer Science in another; CFA a plus
  • Understanding of financial markets – particularly from a multi-asset perspective
  • Excellent interpersonal skills; enjoys working as a member of a team as well as on an individual basis
166

Senior Quantitative Analyst Resume Examples & Samples

  • Research, develop and implement sector specific research and strategies trading in the sector Contribute to AHL's overall research effort by interacting with and collaborating with other research teams
  • As part of the (sector) team responsible for setting sector allocations, portfolio management parameters and capacity to maximise expected performance within any constraints set
  • As part of the (sector) team accountable to AHL and its clients for the performance of the sector
  • Follow industry and academic literature for innovations in relevant field and suggest how AHL could profit from this
  • Ensure that in respect of all matters in your role, (including the planning and delivery of work), you understand and comply with all company policies, practices and statements relating to risk, compliance and confidentiality. That you anticipate, identify and manage risk issues in accordance with those policies, practices and statements and escalate risk issues to the appropriate management level or committee as necessary
167

Senior Quantitative Analyst Resume Examples & Samples

  • Research, develop and implement signals and portfolio construction methodologies
  • As part of the Portfolio Management team responsible for setting allocations, portfolio management parameters and capacity to maximise expected performance within any constraints set
  • Produce high quality portfolio level analytics. Monitor and interpret these analytics to provide insights into how we could improve aspects of the portfolio
  • Responsible for setting and monitoring portfolio level gearing
  • Responsible for developing bespoke portfolios to meet specific client needs. Responsible for monitoring these portfolios on an ongoing basis to ensure they achieve their investment mandate
  • Provide data and produce bespoke research in response to client requests
168

Quantitative Analyst Resume Examples & Samples

  • PhD in Mathematical Finance, Financial Engineering, Applied Mathematics, Econometrics, Statistics, Finance, Physics, or related fields
  • 1+ year of overall experience in financial modeling – experience in credit risk, credit derivatives or structured finance a strong plus. Exp. may be gained through employment or academic study
  • Understanding of model development including model design and implementation. A masters in Financial Mathematics a plus
  • Working knowledge of two of the following technologies: VBA, C++, C#, Matlab, R
  • Knowledge of SQL a plus
  • Hard working, easy to work with, and a willingness to learn new technologies
169

Quantitative Analyst Resume Examples & Samples

  • Masters in Financial Engineering, Math, Econometrics, Statistics, Finance, Physics or Business
  • Understanding of model development including model design and implementation
  • Working knowledge of 2 of the following technologies: VBA, C++, C#, Matlab, R
  • Knowledge of SQL and cash flow waterfall modeling is a plus
  • Must be hard working, easy to work with, and have a willingness to learn new technologies
170

Quantitative Analyst Resume Examples & Samples

  • Strong sense of ownership in testing not just to specification but to real world financial cases - interest and knowledge of the financial markets
  • Experienced with Matlab, C++/ Python
  • Relevant work experience prior to joining Masters or PhD programs
171

Quantitative Analyst Resume Examples & Samples

  • The candidate will have opportunity to work on innovative financial models, for pricing as well as risk management, utilizing the latest technologies
  • The candidate will learn about our client needs and validate the quantitative analysis of models to fulfill those needs. The members of our team have opportunities to contribute in a broad set of roles including: studying functional, non-functional and analytic specifications, developing test plans and test cases, verifying formulas, and implementing and using automated test tools
  • VaR methodology
  • The candidate will also have responsibilities on a daily basis to a range of areas
  • Work with the Risk Research and Analytics Development teams to evaluate manual and regression test differences, check requirements, and extend test case coverage
  • Master's degree or PhD with focus in finance or a degree in mathematics, physics, statistics, or another quantitative field with a strong knowledge of finance
  • Experienced with Matlab or VBA, C++/ Python is a plus
172

Quantitative Analyst Resume Examples & Samples

  • Model validation: calibration of assumptions and independent validation of Liquidity and Capital models
  • Continuous challenging and review of models assumption adequacy
  • Review of the conceptual soundness of model specification and assumptions including tests in stressed market conditions, correctness of implementation or robustness of numerical aspects
  • Review of product-model adequacy in light of hedging strategies and market liquidity with studies of product sensitivities in various market conditions
  • Proposal of alternative approach
  • Implementation (C #) of a given model in the Model Validation library (independent from the Front Office pricing library)
  • Strong and proactive interaction with traders, RD teams, risk managers and finance
  • Audit documentation with pricing framework conditions / limitations
  • Strong ability with C#
  • Valuable experience of 5-10 years in a similar position
  • Graduated from a top tier engineering school with masters in financial mathematics
173

Senior Quantitative Analyst Resume Examples & Samples

  • Be expected to lead and manage independent validation reviews across a wide range of core Risk Capital or other business-impactful models used throughout the bank, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc
  • Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring, as well as contribute in the firm-wide model risk and control assessment
  • Be expected to demonstrate independence in planning and stakeholder engagement, testing design and execution, results interpretation and presentation, and the production of documentation solid enough to evidence a sound challenge to both internal and external parties
174

Quantitative Analyst Resume Examples & Samples

  • Developing C++ library and integration/liason with asset groups
  • Development of high-performance numerical library components
  • Performance tuning of Roots library
  • Consultancy on high-performance computing, optimisation and strategy
  • Improving and assisting in creating a high-quality development environment
  • Computational Mathematics
  • High-performance computing
  • Knowledege of CUDA/OpenMP/AMP an advantage
  • Strong C++ (Essential)
  • Teamwork capability
  • Interest in financial Markets
  • Degree or higher in a strongly computing or numerate subject (Maths/Physics/Engineering/Computing)
175

Quantitative Analyst Resume Examples & Samples

  • Focus on the Market Risk and Liquidity model validations. This includes derivative pricing models, hedging models, interest rate risk management models, liquidity stress testing, etc
  • Hands-on experience in at least one of the following risk management areas – market risk, liquidity risk, counterparty credit risk, interest rate risk, or derivatives trading
  • Proficiency in a at least one of the high-level programming languages such as MatLab, Octave, SAS, R, C++, etc
176

Quantitative Analyst Resume Examples & Samples

  • Capital utilization
  • Funding planning and liquidity management
  • Regulatory requirements
  • Business innovation
  • Changes in markets structure
  • Design, build and deliver robust and production quality behavioural models and code within a unified library for use within Treasury and Barclays Corporate and International
  • Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioural balances
  • Liaise with Treasury and business stakeholders to ensure that the model meets their requirements and ensure that they agree with the modelling assumptions and understand the associated risks
  • Deliver high quality documentation and presentations to support and maintain model and library use
177

Quantitative Analyst Resume Examples & Samples

  • 3+ years of strong hands-on computing development skills, particularly statistical and database modeling tools (SAS, R, SQL, Python, Hadoop, Access/VBA etc.), ability to adapt to various programming languages and environments
  • Strong data analysis skills, dealing with large data sets to extract relevant information
  • Effective presentation and communication skills; Ability to convey complex concepts and outcomes to non-subject matter experts
  • Experience with statistical/econometric modeling techniques
178

Senior Quantitative Analyst Resume Examples & Samples

  • Collect, clean and analyze data to support the development of statistical models to enhance the profitability of Receivables Management strategies
  • Develop models to manage delinquencies/losses and other key dimensions of account behavior
  • Track predictive models to evaluate their effectiveness and performance and keep them current
  • Liaise with other staff within Client Account Management for model implementation and updates
  • Provide consultative advice on the technical aspects of modeling to non-specialists
  • Participate on project teams related to Client Account Management
  • Provide comprehensive documentation of the modeling process including validation
179

Senior Quantitative Analyst Resume Examples & Samples

  • Minimum 7 years of work experience within a financial institution
  • Strong knowledge of banking products and practices
  • Understanding of modeling tools (e.g. SAS, Excel, Matlab, R)
  • 10 + years of Strong financial acumen. Ability to establish controls around financial data used in executive management information. Excellent written and verbal communication skills - must have the ability to insightfully and concisely "tell the story". Strong presentation skills. A balance of incisive numerical and analytical skills, together with an ability to speak and write concise, fluent English is critical
  • 7+ years experience as either a Relationship or Portfolio Manager or Underwriter in a lending function. Alternatively, experience from other banking, audit, financial, or financial regulatory environment on measurement credit or financial performance is expected
  • 5+ years demonstrated knowledge of credit portfolio risk measurement and methods is expected. Equivalent skill and in-depth knowledge and expertise in measurement disciplines of own and related areas of the company (e.g. Finance, Credit Risk, Reserve Adequacy, BASEL disclosures, regulatory)
  • Analytical, loan structuring, underwriting, credit, and administrative skills
  • 3+ years of demonstrated experience in multi-tasking. Proven expertise in planning and executing operational plans, complex change-management projects. Results-oriented, deadline-driven resource person who thrives in fast-paced, dynamic environment. Committed to continuous process improvement
  • 5+ years of analyze, understand, formulate insightful questions, and communicate key insights of portfolio metrics, balance sheet, other financial statements, and key credit quality indicators is important
180

Quantitative Analyst Resume Examples & Samples

  • Assist in developing challenge process to assumptions and valuations for hard to value items on balance sheet including but not limited to: Goodwill, asset finance and other as IPV team grows
  • Help further develop dynamic financial tolerance framework and models to manage valuation across the Bank where appropriate and/or as directed by management
  • Performs qualitative and quantitative analysis of loan, derivative and security products and develops complex valuation and other assessment models
  • Write technical documentation to help with internal and external transparency of models utilized by IPV
  • Develop new and enhance existing verification process
  • Continuous process refinement and implementation of process efficiencies including testing and implementation of various valuation systems and models
  • Strive to continuously improve on customer service experience, relationship and knowledge growth
  • Experience working in Capital Markets, Treasury, Valuation team or Market Risk
  • Knowledge of financial markets products in but not limited to: FX Forward, NDF, FX Option with various exercise types, IRS, IR Option, Bank Loans, CLOs
  • Advanced level of Excel including VBA
  • System familiarity with Calypso, WallStreet, FinCad, Bloomberg and/or other similar tool for valuing financial instruments
  • Advanced level degree in Finance, Mathematics or relevant field
  • CQF, CFA, FRM
  • Goodwill Valuation
  • Asset Impairment valuation
  • Understanding of Market Risk concepts (VaR, SVaR)
181

Senior Quantitative Analyst Resume Examples & Samples

  • Lead the efforts of the model build process through the various approval committees throughout the bank such as business approval committee, model risk committee, capital planning committee, etc…
  • Engage with internal and external stakeholders, facilitate discussion, drive agreement on model development approach, and communicate quantitative methods and results to various stakeholders, including related business units, and Citizens model governance and approving committees, as well as regulators
  • Partner with internal IT and vendor teams to develop and upgrade platforms and contribute to the integration of the models with various other loan systems and data marts, where necessary
  • Coordinate the development, maintenance and enhancement of econometric expertise, stress testing methodologies
  • Conduct quantitative portfolio analytics in coordination with the risk reporting units, the business units and the Treasury Capital Management unit
  • 4+ years of progressive experience in econometric/statistical modeling of credit risk/revenue within a commercial bank or a risk consulting firm
  • Deep understanding and knowledge of commercial and retail banking products, operations and credit and business processes, including credit analysis or lending or credit portfolio management
182

Senior Quantitative Analyst Resume Examples & Samples

  • Assist in the design, testing, approval and implementation of the models which are assigned to the modeler
  • Under the guidance of his/her manager, responsible for developing and executing all aspects of consumer and commercial PPNR models and for ensuring full compliance with regulatory and accounting requirements, while providing credible management direction to support business decisions
  • Contribute to the efforts of the model build process through the various approval committees throughout the bank such as business approval committee, model risk committee, capital planning committee, etc…
  • Engage with internal and external stakeholders, participate in the facilitation discussion, assist to drive agreement on model development approach, and ultimately communicate quantitative methods and results to various stakeholders, including related business units, and Citizens model governance and approving committees
183

Quantitative Analyst Resume Examples & Samples

  • Accounting
  • Information Management
  • Organizational Understanding
184

Quantitative Analyst Resume Examples & Samples

  • Play an active role in existing and new product software development, with particular emphasis on utilizing industry expertise to improve the product
  • Support presales activities that showcase the SAS Model Implementation Platform and Expected Credit Loss solutions to customers, including detailed proof of concept projects where customer models are implemented into the platform
  • Engage in research projects that lead to papers and presentations that demonstrates expertise in the field
  • Provide post-sale support to customers with a variety of needs
  • Engage in consulting projects with clients who need assistance with building models, implementing models, coding modeling systems, managing modeling data, and general domain expertise
  • Build out and support industry models that can be packaged within the SAS Model Implementation Platform
  • Provide both internal and external training on the SAS Model Implementation Platform and Expected Credit Loss solutions
  • Support emerging focus areas, including IFRS9 and CECL
185

Senior Quantitative Analyst Resume Examples & Samples

  • Seven years of quantitative experience
  • Experience and/or knowledge of regulation relating to Basel II is a plus
  • A strong aptitude to independently perform and reproduce technical calculations
186

Quantitative Analyst Resume Examples & Samples

  • Three to five years of quantitative experience
  • Strong verbal and written communication skills are necessary (ability to explain complex ideas in simple, non-technical language)
  • Advanced analytical abilities and the ability to work efficiently and effectively with multiple managers across the bank
  • Strong critical thinking skills to provide effective challenge to models developed internally and by vendors
187

Quantitative Analyst Resume Examples & Samples

  • Proficiency in applying sophisticated statistical and modelling concepts, ability to think creatively, proven problem solving skills
  • Knowledge of statistical software packages; previous experience in data mining, demonstrated experience / expertise in problem solving
  • Extensive understanding of relational databases and ability to effectively utilize statistical software – SAS, Stata, and R
  • Knowledge of vended tools such as KMV Portfolio Manager, Risk Frontier, Risk Metrics, BondStudio, QRM
  • Advanced programming knowledge in C, C++ or Excel VBA
  • Knowledge of Matlab, Splus and relational databases
188

Quantitative Analyst Resume Examples & Samples

  • 2-5 years of experience in financial industry
  • Basic understanding of commercial banking and lending products
  • Prior experience in loss forecasting both in retail and wholesale portfolios
  • Background and knowledge of the Basel rules and regulations
  • Understanding of compliance and implications of Basel, FDIC, Federal Reserve regulatory frameworks as well as U.S. and International accounting standards
189

Senior Quantitative Analyst Resume Examples & Samples

  • Bachelor’s or Master’s degree (preferred) in a quantitative discipline like Statistics, Applied Math, Computer Science, or Engineering
  • Out of the box thinker with proven track record of exceptional performance & relevant work experience graduating from other institutions will also be considered
  • Ideal candidate has 3-5 years of experience in a quantitative role within an asset manager or bulge bracket bank
  • Understanding of the investment management process and quantitative equity portfolio management
  • Familiarity with modern portfolio theory a plus
  • Beginner understanding of object-oriented programming and intermediate programming proficiency in Python, R or MATLAB, and SQL are essential
  • Excellent quantitative skills, as evidenced by formal training in Applied Math, Computer Science, Engineering or Statistics, and experience in utilizing those skills in a research environment
  • Demonstrated ability to conduct high quality empirical research
  • Foundational understanding of data available in the equity segment of the investment management industry, ability to ferret out relevant data, and ability to construct databases that are useful for validating research results
  • Ability to work independently or as a part of a team
  • Strong intellectual curiosity and attentiveness to details
  • Resourcefulness and ability to think out of the box for enhancing research process, generating ideas, and working on client-initiated projects
  • Time management skills and ability to perform under pressure
  • Professional development growth opportunities through in-house classes and over 150 Web-based training courses
  • An educational assistance program to financially help employees seeking continuing education
  • Medical, Life and Personal Accident Insurance benefit for employees. Medical insurance also cover employee’s dependents (spouses, children and dependent parents)
  • Life insurance for protection of employees’ families
  • Personal accident insurance for protection of employees and their families
  • Personal loan assistance
  • Employee Stock Investment Plan (ESIP)
190

Quantitative Analyst Resume Examples & Samples

  • Technologies - 6+ years experience required
  • Java: Core Java(Multi-Threading, Parsers, Socket programming), Spring, JMS, Gradle, iBatis, Tomcat, SDLC, REST, JUnit
  • Database : Oracle**, Netezza, Teradata
  • Scripting Languages : Perl, Bash, Python
  • Big Data: HDFS, Hbase, Hive, PIG, Spark, Flume, Impala, Hue, Spark, Oozie, etc
191

Senior Quantitative Analyst Resume Examples & Samples

  • You will work directly with traders and portfolio managers to develop the required valuation curves and derivative/asset pricing tools to support their trading activities
  • You will support Manulife Asset Management to provide derivative modeling service and FINDUR curve and model implementation support
  • You will work with Model Validation team to prepare model validation submission and address identified validation issues
  • You will provide an ongoing review, assessment or monitoring of model performance over time
  • Advanced degree or professional designation in Finance, Physics, Engineering, Applied Mathematics, Statistics, Science or Actuarial Science (minimum Master’s degree)
  • Solid understanding of the pricing of fixed income, equity, and derivative investments
  • Strong knowledge and programming experience in VB/VBA, Matlab, C/C++, etc
  • Hands-on self-starter who can analyze a problem, research and develop a solution and follow through on the implementation
  • Demonstrated ability to conceptualize solutions to complex technical issues
  • Sense of urgency and ability to work within tight deadlines
  • Ability to communicate effectively (oral and written) and build strong working relationships
  • Proactive, dependable and detail oriented team player
192

Quantitative Analyst Resume Examples & Samples

  • 3-7 years of related experience
  • Demonstrated risk management knowledge
  • Knowledge of Matlab, R, and SAS
193

Quantitative Analyst Resume Examples & Samples

  • Spearhead portfolio optimization process across Liquid Real Assets platform
  • O Periodically tweak optimization inputs and provide updated outputs to portfolio managers
  • O Create capabilities to run optimization across more strategies
  • O Improve the portfolio optimization methodology through independent research
  • · Play an integral role in the tactical allocation process
  • O Maintain and improve growth forecasting models
  • O Update and analyze datasets already in use
  • O Seek out and integrate new data sets to broaden and sharpen coverage
  • Required background
  • 3-8 years of experience with an interest in buy side investing from a top-down perspective
  • Undergraduate degree with a technical/quantitative tilt such as statistics, computer science, applied mathematics, physics, industrial engineering, quantitative finance, mathematical economics, etc. Finance or economics degrees with substantial quantitative coursework will be considered. Some coursework or experience in computer programming fundamentals strongly preferred
  • Interest in making progress towards the CFA Charter is a plus
  • Masters in Financial engineering or related field a plus
  • Understanding of basic statistics, including probability and regressions required
  • Basic understanding of portfolio optimization
  • Strong Excel spreadsheet skills, especially Visual Basic for Applications (VBA) skills
  • Experience working with a quantitative scripted programming language of your choice (R, MATLAB, Python, etc.)
  • Knowledge of MS Access and/or other SQL-driven databases and the ability to work with larger datasets
  • Time series analysis skills a plus
  • FactSet Portfolio Analysis experience is a plus but not necessary
194

Quantitative Analyst Resume Examples & Samples

  • Bachelor's degree or higher in applied statistics, physics, applied mathematics, engineering or other scientific degree where focus was empirical or experimental work. MSc or higher preferred
  • Enthusiasm and evidence of programing skills (beyond Excel VBA): Python, MATLAB, SAS, SQL
  • 1-3 years' experience and evidence with real world data wrangling (querying, storing, cleaning, aggregating & summarizing data)
  • Articulate communicator (can summarize complicated ideas succinctly for non-technical audiences)
195

Quantitative Analyst Resume Examples & Samples

  • Implementing new features in collaboration with asset class teams
  • Maintaining and improving the existing code-base
  • Providing support to teams who build libraries using Xi and clients who call into libraries through the Xi interfaces
  • Software development in C++
  • Software development best-practices
  • Experience in any, some or all of these languages desirable: Python, C#, Java, Perl, R, Matlab, COM
  • Team-working capabilities
  • Quick and enthusiastic learner
196

Quantitative Analyst Resume Examples & Samples

  • Validate the risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management under Basel
  • Identify adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management (under Basel) and ensure they comply with IFRS 9 requirements
  • Make adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management (under Basel) to ensure compliance with IFRS 9 requirements
  • Provide quantitative and technical support required in building IFRS 9 compliant impairment models and calculators for clients
  • 2 -3 years credit risk modeling experience covering risk parameters such as PD, LGD, EAD/CCF etc. in an Advanced IRB environment
  • Basel II/III capital requirement calculations under Advanced IRB approach
  • Banking/Insurance
  • IFRS 9 and IAS 39 knowledge/experience will be an added advantage
197

Quantitative Analyst Resume Examples & Samples

  • Serves as a functional liaison between Elavon stakeholders and U.S. Bank Model Risk and Tool Risk Management oversight functions
  • Collaborates with Elavon model and tool owners to ensure program requirements are communicated and understood
  • Assists in the development of Elavon training materials on model and tool risk programs
  • Works with departments to continuously identify and inventory models and tools
  • Assesses model and tool documentation for completeness against U.S. Bank program guidelines and requirements
  • Monitors models and tools for compliance with program requirements, provides guidance and assistance to Elavon model and tool owners throughout validation and assessment process
  • Works with model and tool owners to remediate identified deficiencies
  • Prepares regular program reporting to share with Senior Management
  • Maintains strong and effective working relationships with peers throughout the organization and with multiple levels of management
  • Master’s degree, or equivalent work experience, with a quantitative emphasis in business, economics, statistics, mathematics or a related field
  • 5-7 years of applicable financial services industry experience, including experience with models and model risk management
  • Ability to conduct analysis of banking products, system, procedures and processes
  • Excellent presentation (verbal/written) and relationship building skills
  • Ability to collaborate and build trust with management
  • Demonstrable professional integrity and a strong work ethic
198

Quantitative Analyst Resume Examples & Samples

  • Develop new and improving existing methods for alpha signal construction
  • Design/proto-type new products and investment strategies
  • Supporting portfolio management activities including monitoring model/signal performance, risk characteristics, cash flows and corporate action activity
  • Manage data and processes and mentoring junior staff to do so
  • Contribute to the maintenance and improvement of the quantitative research database
  • Represent the organization as a recognized quantitative financial expert
199

Quantitative Analyst Resume Examples & Samples

  • Contribute to the model design (mathematical and algorithmic aspects) and prototype implementation (C#)
  • Autonomously perform and analyse tests, for both internal or external (e.g. regulatory) purposes
  • Write the documentation, both internal (code comments, white paper, Wiki) and external (regulatory filing)
  • Support the migration of the C# prototype to the production environment
  • A master or PhD in quantitative finance, computer science or similar discipline
  • A minimum of 3 years industry experience (sell-side, buy-side or fintech)
200

Quantitative Analyst Resume Examples & Samples

  • These functional requirements demand proficiency in a number of areas including
  • Statistical programming in a language/environment such as R/S+, MATLAB, SAS,
  • Q/kdb+
201

Quantitative Analyst Resume Examples & Samples

  • Develop and maintain quantitative models and solutions to optimize pricing and risk management of financial products across various asset classes, including Interest Rates, Credit, Equity, Foreign Exchange, Commodities, Emerging Markets and Counterparty Risk Trading
  • Implement, optimized and maintain analytics models and frameworks (simulation and calibration) within Barclays QA C++ libraries
  • Perform computations and assess numerical implementations of analytical modules, models, and methodology documentation using mathematical theories and techniques including time series analysis, statistical analysis, numerical analysis and stochastic calculus
  • Support FO and Risk users in risk/capital analysis and optimization, the management of balance sheet, liquidity positions, margin etc
  • Deliver prototypes using or extending as appropriate our Python based modelling platform
  • The successful candidate must be self-starter, patient, detail-oriented and team player. Be able to build consensus and influence decision
  • At least Master’s degree (or foreign equivalent) in Math, Physics, Statistics, Engineering or any quantitative field, with strong experience in a related financial quantitative development role
  • The candidate must have demonstrated experience in working with complex multi- platform C++ quantitative libraries and experience in designing and implementing analytic code. The candidate must have strong competence in both C++ (STL and boost) and a rapid prototyping environment (e.g. Python, R, matlab, etc.). They must be confident in communicating complex mathematical concepts with both technical and non-technical colleagues
  • The profile is completed by strong verbal and written communication skills
  • The successful candidate must be self-starter, patient and detail-oriented. Be able to build consensus and influence decision
202

Quantitative Analyst Resume Examples & Samples

  • Advanced degree (MA, MS, MBA or Ph.D) in Economics, Math, Finance, Statistics, or related quantitative field
  • Three to five years of experience of quantitative experience
  • Programming background in SAS
  • Familiarity with VBA, C/C++, SQL, Matlab, R, S-Plus or SPSS is a strong plus
  • Prior experience in fraud risk management practices (business or consumer) is helpful
  • Proven ability to work and thrive in a rapid-paced, team-oriented environment
  • Leadership skills to manage projects across multiple functional areas
  • Driven to continually meet new challenges
  • Ability to work independently as well as an in a collaborative team environment
203

Quantitative Analyst Resume Examples & Samples

  • Contribute to the development and maintenance of strategic asset allocation models based on various frameworks such as mean variance optimization, minimum shortfall, simulation based, risk-parity etc
  • Help translate investment frameworks from various segments of the market (i.e. absolute investing, liability driven investing, insurance etc) into tangible client solution tools
  • Perform portfolio construction allowing for non-normal distributions and non-stationary correlations
  • Develop and maintain advisory reports to be shared with both retail and institutional clients
  • Design and maintain procedures and tools that make data management and research more efficient
  • Formulate new ideas for research that will help enhance frameworks and tools
  • Follow academic research and industry trends so as to constantly incorporate best practices
  • Work closely with the Solutions Development and Implementation team in further developing and enhancing solution products
  • Up to three years of experience in a role entailing quantitative research and analysis
  • Strong ability to learn and translate abstract principles into systematic algorithmic representations
  • Excellent knowledge of statistics and optimization
  • Excellent programming skills in R, Matlab or Python
  • Experience managing and manipulating large data sets (preferably in SQL)
  • Advanced skills in Excel (preferably including VBA)
  • Very strong attention to detail with internal drive to sanity check and triangulate results
  • Strong interpersonal and partnership skills with ability to work with individuals of various backgrounds
  • Ability to prioritize work and allocate time efficiently to maximize impact to investment process
  • Passion to deliver excellent work
204

Quantitative Analyst Resume Examples & Samples

  • Bachelor's degree, or equivalent work experience in Mathematics, Statistics, Computer Science or other quantitative field
  • Three to five years of experience in operations/technology project management activities
  • Experience with SAS, SPSS, R or other statistical programming application
  • Proficiency in a querying language, such as SQL
  • Strong analytical and forecasting skills
  • Ability to work as part of a project team
  • Excellent verbal and written presentation and communication skills
  • Excellent computer skills, especially Microsoft Office applications
  • Ability to conduct an analysis of a business need and confer with business line leaders
205

Quantitative Analyst Resume Examples & Samples

  • Sound knowledge of financial engineering, as well as statistical and econometric methods
  • Strong analytical skills and the ability to create, challenge and improve market risk models
  • Some programming experience (C++, Java, Python, R, SAS)
  • Good communication, writing and presentation skills
206

Junior Quantitative Analyst Resume Examples & Samples

  • Ensure adequate pricing and risk management of credit related market risk by analysing, validating, and refining the pricing models used for official valuation and risk reporting for credit related and hybrid products traded in Commerzbank
  • Measurement and reporting of model risk
  • Contribute to projects and services of the department
207

Quantitative Analyst Resume Examples & Samples

  • Experience building or working with Bond Analytics, Curve building, single/multi-factor rate modeling with stochastic volatility, Multi-currency models, and LSS algorithm
  • 5+ years’experience in a Model Validation or Front Office Quantitative role
  • Excellent coding skills, particularly C++
  • Python skills for rapid prototyping
208

Senior Quantitative Analyst Resume Examples & Samples

  • May be responsible for retain responsibility for ongoing maintenance (refinement) and conducting of performance monitoring post implementation of the model
  • 3-5 years of relevant experience in credit analysis and/or risk management
  • In addition to core competencies in credit risk , a thorough understanding of some or all of the following would be an asset:Credit lifecycle within a commercial/consumer bank, Credit risk management infrastructures, Quantitative methods and tools supporting credit risk measurement, Economic capital and risk-adjusted performance measurement, Competitive and regulatory drivers for credit risk management, Integration of economic capital into performance measurement frameworks, Current industry and regulatory issues (Basel II), Knowledge of credit and market risk software (e.g. KMV, Credit Manager, Risk Manager), MS Project, VB, C/C++
209

Quantitative Analyst Resume Examples & Samples

  • Research and develop Linux/C++ based counterparty credit exposure simulation and pricing models for OTC derivatives, covering all major asset types (EQ, IR/FX, Credit, Commodity)
  • Perform rigorous model testing for all production models, including backtesting, stress testing, and other testing involved in the model development process
  • Analyze and provide comprehensive explanation of testing results to model reviewers including model validation, risk managers, and senior management
  • Perform statistical analysis on large volume of financial data, such as historical data analysis and simulation model parameter calibration
  • Support trading book credit risk management; Calculate portfolio level counterparty exposure such as EPE, EAD, CVA, used for both internal risk management and regulatory capital calculation
  • PhD degree in a quantitative field. Exceptional candidates with Master’s degrees will also be considered
  • Great communications skills in both verbal and written
210

Senior Quantitative Analyst Resume Examples & Samples

  • Development of pricing models and analytical techniques for valuation of fuels transactions
  • Valuation and structuring of fuels transactions and interaction with traders, originators, and other support areas
  • Provide valuation support for the Corporate Support team in relation to M&A and other corporate commercial activities
  • Support the Retail Pricing team in terms of pricing models and processes, wholesale cost of supply, quantification of risk and transaction approval oversight
  • Work with the traders in the development of hedging strategy decisions that support he entire life cycle of transaction
  • Work closely with Wholesale Trading, Portfolio Management, Risk and FP&A on budgeting, variance analysis, and portfolio risk
211

Quantitative Analyst Resume Examples & Samples

  • Develop and implement tactical and strategic models for Interest Rate Risk Banking Book and Group Funding Optimization
  • Support, maintain and productionize current models on Liquidity Reporting and Behavioural profile generation
  • Understand regulatory requirements and industry developments
  • Managing a group of quants to deliver analytics to the organisation
  • Share and seek out best practice across the modelling areas to develop self and mentor colleagues, to support the creation of a world class team
  • Manage effective working relationship with business and other stakeholders
  • Deliver high levels of accuracy within own projects and provide support to your team with their projects
  • Ensure accurate implementation of models and support their use, interpretation and monitoring
  • Your day to day work will include
  • Strong expertise in either Python, C++ or .NET
  • Good coding knowledge in second language
  • Good knowledge of FI derivative products, models and IRRBB
  • Considerable experience in working in a Quant team and industry experience
  • Master degree in a technical field
  • Self-driven, with strong attitude to deliver
  • Efficient communication skills in interaction with business and other stakeholders
212

Quantitative Analyst Resume Examples & Samples

  • Interface regularly with key stakeholders across the Santander organization
  • Provide analytic leadership in the consolidation of multiple data assets to create unique customer and product segmentation across multiple business lines
  • Lead the development of new customer response and propensity models to enhance targeting and marketing campaign effectiveness
  • Support strategic and ad hoc analysis to quantify what? how? and why?customer behavior shifts are occurring
  • Partner with the business to derive and maintain product-level profitability, customer-level profitability and customer lifetime value
  • Working knowledge of structured programming languages including SAS, SQL, Unix and/or R
  • Minimum of 2-6 years experience in predictive analysis and statistical modeling in the financial services industry. 3+ years of total experience required
  • Working knowledge of structured programming languages including SAS, SQL, Unix and/or R; exposure to unstructured data platforms including Hadoop and/or Cloudera preferred
213

Quantitative Analyst Resume Examples & Samples

  • Work on daily quantitative client requests and show reactivity to price/market challenges
  • Ability to communicate clearly with the quantitative research team and escalate properly related investigations or requests
  • The candidate should show autonomy on delivering client quantitative requests
  • Ability to learn quickly new quantitative methods and modeling
  • Mandarin Language speaking is preferable due to the customer base this role will support
  • Experience on C++ programming language is preferable
  • Experience on quant modeling for at least three years
  • Master degree on Mathematical finance
214

Senior Quantitative Analyst Resume Examples & Samples

  • Leverage programming skills and investment knowledge to appropriately inform the management of a large-scale, diversified investment portfolio
  • Streamline and automate existing models
  • Perform research and build quantitative models to assess risk and return of new investments
  • Build and enhance existing models aimed at monitoring portfolio objectives and strategy
  • Incorporate a pragmatic approach to enhance models aimed at portfolio construction, asset allocation, risk management and investment decision making
  • Advanced quantitative degree and minimum of 2 years of relevant work experience in quantitative asset allocation and/or research is required. A Ph.D. in a quantitative discipline would be a plus
  • Experience with quantitative investment solutions, back testing and implementation of investment strategies
  • Strong programming skills with experience in object oriented programming and source control essential
  • Strong understanding of a broad range of quantitative techniques
  • Excellent project management skills with the ability to work independently on multiple projects
  • Ability to take initiative and meet deadlines
  • Familiarity with SQL, Matlab, Excel, VBA, Bloomberg
  • Passionate about financial markets; have intellectual curiosity
  • Superior listening skills and the ability to communicate complex issues in an understandable manner
  • Acts in a professional manner and demonstrates a high degree of integrity, honesty, and ethical behavior
  • Exhibits strong interpersonal skills; collaborative
215

Senior Quantitative Analyst Resume Examples & Samples

  • Contribute to the development and calibration of models that support the implementation related to the following functional areas
  • Master’s degree in a cognate field (financial mathematics, quantitative finance, physics, financial engineering, computer engineering or other related field.) PhD is a plus
  • Minimum of 5 years of experience in financial services risk management (preferably Insurance Industry), either in industry or as a consultant
  • 5+ years of Investment Experience (Fixed Income a plus)
  • Minimum of 5 years of experience in Insurance Industry (preferably insurance), either in industry, or as a consultant
  • Deep understanding of fixed income analysis including valuation and stress testing for corporate bonds, swaps/options, structured credit, and other assets
  • 3+ years with asset allocation goals and methodologies (ALM desirable, especially foreign exchange)
  • Competence at core quantitative techniques (Stochastic calculus, risk-neutral pricing, etc.)
  • Demonstrated development/architecture skills (C++, Python experience preferred, SQL a plus)
  • Hands on experience helping drive investment performance via modeling support
  • Extensive experience with leading modeling projects in a highly matrixed organization
  • Knowledge of statistics and application to the financial services industry
  • Life insurance actuarial modeling and implementation experience is preferred, as is familiarity with US life insurance company financial statements
  • Superior analytical and critical thinking skills with exceptional communication and presentation skills
  • Good working knowledge/understanding of Investment Operations workflows and process
  • Good working knowledge/understanding of Insurance Industry Regulations as they pertain to Investments
  • Strong client facing skills. Candidate will work closely with the Aflac investment team
  • Excellent verbal and written communication and influencing skills, including presenting to executive management and rating agencies
  • Ability to work independently. A team player with a strong work ethic
  • Strong leadership skills to lead projects; interns and junior staff
  • Tasks and date driven with regards to deliverables
  • Excellent analytical and research skills
  • Ability to self-manage workloads and work to deadlines
  • Proactive approach to issue resolution
  • Able to take initiative and multi-task
  • Ability to work effectively with other individuals and departments
  • Ability to facilitate compromise between conflicting requirements or points of view
216

Quantitative Analyst Resume Examples & Samples

  • This role will be part of a team of 45 people in IMR Americas
  • Model review experience is a plus
  • Solid understanding of derivative products, market and counter party credit risks, central clearing risks and stress testing are required
  • Strong background in financial mathematics (derivatives models, probability theory, mathematics) and excellent quantitative skills are required
  • Must have solid C/C++, VBA, or Java programming skills and be proficient with Matlab, R, SAS, S-Plus etc
  • PhD or strong MS in Math, statistics, Financial Engineering, Computer Science is preferred
217

Quantitative Analyst Resume Examples & Samples

  • Develop strong model risk management
  • Perform model valuations
  • Review results and produce model risk management analysis for existing and new financial models
  • Tertiary qualification in a quantitative discipline: i.e., engineering, mathematics, statistics, physics, actuarial studies, finance
  • Strong programming and financial modelling aptitude (MATLAB and/or C++)
  • Excel/VBA
  • Strong mathematical ability and configuration management
  • Familiarity with the structure and valuation of financial instruments and Monte Carlo simulations
  • Structured products, guarantees and derivatives
  • Asset-liability mismatch risks, the approaches to their measurement and management
  • Profit and capital reporting standards for life insurers
  • Knowledge of the financial planning and advice industry
  • Risk Management of complex investment products
  • Stochastic and deterministic valuation methodologies
  • Analysis of profit, capital and profit at risk movements
  • Experience and knowledge of mathematical optimization techniques
218

Quantitative Analyst Resume Examples & Samples

  • Responsible for performance monitoring and optimization of applicable models
  • Evaluates and enhances current models related to underlying assumptions, theoretical foundations, statistical and mathematical methods, empirical evidence, data quality and software implementation
  • Assesses quality of model outputs through back testing against realized outcomes and benchmarking against other models or systems
  • Improves methodology involving data capture and analysis through the bank’s internal data warehouse and data base infrastructure utilized by the models
  • Develops independent tests and designs experiments for data collection and validation
  • Validate data, identify data quality issues (if any), and work with Technology to address them
  • Compile and maintain data related to required quarterly filings, annual Risk Assessment, and other management reporting as requested
  • Provides ad hoc statistical and mathematical support
  • Other duties as requested by management
  • Bachelor’s Degree in Mathematics, Statistics or related field; or an equivalent combination of education and experience
  • Two years related quantitative analytics experience
  • Demonstrated understanding of regression analysis, transaction monitoring, and case management modeling
  • Demonstrated ability to apply mathematical concepts to data analysis
  • Ability to learn business intelligence and data management software and other related software applications
  • Demonstrated ability to think critically and problem solve
  • Experienced user of Microsoft Office applications, including Excel, Power Point, and Office
  • Basic knowledge of and exposure to the banking industry and banking concepts, preferred
219

Senior Quantitative Analyst Resume Examples & Samples

  • Lead/mentor a team of analysts
  • Lead development of models and analytics to support residual setting or remarketing optimization
  • Measure and quantify the impacts of enhanced strategies
  • Work with matrix partners
  • Bachelor's degree in related field required. Master's degree strongly preferred. 7+ years of experience in Statistical modeling, Residual Setting, Remarketing Analytics, Business Strategy
  • Ability to provide advice/direction in primary areas of expertise
  • Ability to contribute and manage projects providing advice/direction in primary areas of expertise
  • Technical knowledge, project management, and ability to influence others
  • Strong technical skills, analytical skills, expertise in SAS
220

Quantitative Analyst Resume Examples & Samples

  • A Bachelors or higher degree in economics, statistics, math, real estate, or finance
  • Strong understanding of econometrics, regression analysis, quantitative methodologies, applied statistical analysis, and forecasting
  • Excellent analytic and programming skills in languages such as - Excel, SQL, VBA, Stata, R
  • Past real estate forecasting experience would be a plus
  • Ability to communicate ideas, both written and verbally
  • Follow-through and attention to detail
  • Contribute to quarterly commercial real estate forecast
221

Quantitative Analyst Resume Examples & Samples

  • Perform deep dive analytics including Cohort analysis, segmentation exercises, credit loss projections and ad-hoc analysis that would provide insights to the business
  • Develop and execute credit risk strategies that support pricing, credit line optimization, credit card reissue, payment fraud prevention strategies and inactive credit card closure strategies
  • Must have excellent analytical skills, including ability to query databases, sort through complex data to crystallize business implications, and drive value for the business
  • Lead/participate in analytical projects. Facilitate meetings, assign/produce action items; work with business partners across the organization and with external vendors, with special attention to deadlines and interdependent projects across the enterprise
  • Make observations and implement recommendations that contribute to a strong regulatory (internal and external) environment
  • Reporting on monthly Key Performance Indicator(KPI) metrics for the portfolio
  • At least 2 years of risk analytical experience; preferably in consumer finance or at least 5 years of experience in a related quantitative field with a proven track record of addressing business problems through fact based and scientific analytics
  • SAS programming skills and SQL experience
  • Experience working in fast-paced and agile environments
  • Demonstrated critical thinking and problem solving skills, comfortable working with ambiguity, adapt easily to changes and to fast pace environment
  • Exceptional communication skills, both written and verbal
222

Quantitative Analyst Resume Examples & Samples

  • Significant exposure to foreign exchange and/or interest rate products
  • Front to back experience of the assets classes covered by FXLM
  • Track record for implementing or managing large projects
  • Dealing with staff located in multiple centers across different time zones
  • Extensive years experience in financial markets either in the business or business support functions
  • Excellent communications skills (written / verbal) at all organizational levels
  • Ability to delegate key tasks
  • Excellent academic background educated to a minimum of degree level or sufficient industry experience. Competencies
  • Legal background would be beneficial
  • Communication / Relationship building
  • Prioritization / Initiative
223

Quantitative Analyst Resume Examples & Samples

  • Liability driven investing
  • Smart beta products research and management
  • Strategic asset allocation research
  • Supporting and growing firm capabilities in Liability driven investing by building new and/or maintaining existing infrastructure
  • Coordinating with various stake holders, Investment teams, QRRA and, Technology to develop and launch Smart beta products
  • Maintaining and building infrastructure to validate, implement and monitor signals underlying Smart beta products
  • Write white papers, journal articles, marketing material to establish firms thought leadership in LDI, Smart beta products and Strategic asset allocation
  • Keeping abreast of industry changes and academic research
  • Contribute to achieve team’s objective of delivering high quality work in a collegial work environment
  • PhD or Masters in a quantitatively oriented academic discipline is required
  • Strong mathematical reasoning skills
  • Strong interest in Financial markets and Investment management industry
  • Ability to communicate complex mathematical ideas in a clear and succinct way
  • Proficiency in computer programming (with a preference for MATLAB skills)
  • Highly motivated, detail-oriented, and able to effectively communicate across different audiences
  • 0 – 3 years of work experience. Research work while pursuing PhD will be considered as work experience
224

Quantitative Analyst Resume Examples & Samples

  • Risk Awareness
  • Relative Value
  • Portfolio Construction
  • Product & Process
  • Partner with investment teams to define and scope value-added research projects
  • Perform quantitative/statistical financial and economic research to develop models and frameworks to be used in the investment process
  • Lead the research process and infrastructure development on a project basis
  • Effectively communicate research to investment teams focusing on actionable recommendations
  • Conduct research and model other shorter-term quantitative research topics relevant to investment teams
  • Maintain an active partnership with investment teams in application of research
  • Keep abreast of industry and academic research and identify new research ideas
  • Constantly look for ways to do things better and understand the mechanisms necessary to successfully implement change
  • Contribute productively to team objectives, sometimes supporting and sometimes leading activities to achieve shared goals
  • Advanced degree required (e.g. Masters or PhD)
  • Under 5 years of direct or indirect work and/or research experience
  • Strong mathematical reasoning and problem solving skills
  • Proficiency in computer programming with a strong preference for MATLAB skills (a test will be required)
  • An interest in the investment management industry
  • Being highly motivated with a robust work ethic evidenced by the drive to improve upon existing methodologies/systems
  • A eye for detail while maintaining the ability to see the big picture
  • The ability to communicate effectively across different audiences
225

Quantitative Analyst Resume Examples & Samples

  • The successful candidate will be a member of the team based in Mumbai and be involved in new index research projects and contribute to their success from initial concept through research, development, consultation and production implementation
  • The candidate will carry out back testing, research and analysis of equity strategies using historical market data and Barra factor models and portfolio construction tools to build new indexes and generate investment insights
  • The candidate will also work closely with clients to refine new index ideas so they meet the clients' investment challenges
  • 2-3 years relevant work experience (e.g., equity research, investment management, etc) preferred
  • Bachelor's/Master's Degree in finance, econometrics, science/engineering or another highly quantitative subject
  • CFA or FRM is an advantage
  • Understanding of equity analysis and the equity investment process, investment styles such as value/growth investing, factor investing etc
  • Familiarity with quantitative investment approaches such as portfolio optimization, long/short, leveraged positions etc is a plus
  • Well developed hands-on analytical and quantitative skills (e.g., time series and cross-sectional analysis) and recent practical experience with statistical and database packages (preferably Matlab, SQL)
  • Familiarity with institutional investment practices and buy-side portfolio management concepts
  • Familiar with investment research and data vendors (e.g. Reuters, Factset, risk and portfolio management systems)
  • Experience of writing technical and research reports
  • Good interpersonal, communication and presentation skills
226

Quantitative Analyst Resume Examples & Samples

  • Bachelor's degree in Math, Finance or Quantitative Finance
  • Two to Five years of experience in financial/quantitative analysis activities
  • Two to Five years in the Financial Services Industry
  • Capacity to understand valuation of instruments traded in Capital Markets
  • Knowledge of Excel VBA and "R" or Java a plus
  • Excellent Communication skills (written and verbal)
  • Ability to take ownership of an issue and desire to enhance systems and make them better
  • Ability to multi-task in a dynamic environment
  • Ability to work in a team environment as well as on your own doing special projects
227

Quantitative Analyst Resume Examples & Samples

  • Cumulative GPA of 3.2 or higher
  • Prior internship experience
  • Intellectual curiosity
228

Senior Quantitative Analyst Resume Examples & Samples

  • Monitor all quantitative aspects of the POC
  • Contribute to building the solution’s testing framework. Autonomously perform and analyse tests, diagnose issues
  • Contribute to improving the solution at model, algorithmic, code or process level
  • Contribute to the solution’s extension
  • Proper documentation and knowledge management (reports, presentations, Wiki) will be maintained throughout
  • Supporting exotic derivatives (including callable instruments) pricing and risk, preferably IR/FX: payoff languages, calibration performance, Greeks and P&L analysis
  • Developing lattice/tree engines
  • Developing Monte-Carlo and American MC frameworks (regression-based, e.g. Longstaff-Schwartz)
  • Developing large analytics libraries in C#/C++
  • Writing mathematical documentation in Latex
  • A master or PhD in quantitative finance, applied mathematics, computer science or similar discipline
  • Demonstrable industry experience, preferably on the sell-side
229

Senior Quantitative Analyst Resume Examples & Samples

  • Perform moderate to highly quantitative analysis and reporting on assigned projects
  • Ad-hoc analytics support including tracking and managing portfolio risk performance in line with Bank's credit policy and stated Risk Appetite objectives
  • Conduct development and production of key reporting providing credit quality trends, concentration levels, and policy exception information
  • Identifying trends, summarizing findings, developing recommendations and presenting analyses to management
  • Makes recommendations for process improvements addressing gaps and areas for additional/improved reporting and data
  • Maintain documentation as required
  • LI-NXR
  • Bachelor’s Degree in Math, Statistics, Finance or Economics - Required
  • Master’s/Advanced Degree in Financial Engineering, Science, Math - Preferred
  • Requires deep knowledge of job area typically obtained through advanced education combined with experience. Typically viewed as a specialist within discipline. May have broad knowledge of project management
  • Requires 7 years minimum prior relevant experience
  • Field of Experience – Job-specific knowledge requirements
230

Quantitative Analyst Resume Examples & Samples

  • 2+ years of experience in Fixed Income Derivatives Pricing and Modeling
  • PhD and/or Master's Degree in Engineering, Mathematics, Science, Statistics, and/or a related field
  • Strong programming skills in C/C++ and Python
231

Quantitative Analyst Resume Examples & Samples

  • Works with origination, risk management and trading to interpret valuations provided by models and responds to intra-day trading requests to price and evaluate structured transactions
  • Experience:3+ years
  • Effective Written Communications
  • Effective Verbal Communications
  • Bachelor's - Accounting / Finance
  • Liability/Risk Analysis
232

Senior Quantitative Analyst Resume Examples & Samples

  • Develops and improves upon mathematical models and translates algorithms into code
  • Designs and constructs risk management tools used in evaluating company's risk profile and exposure levels
  • Doctorate - Business
233

Quantitative Analyst Resume Examples & Samples

  • Develop, implement and maintain Global Asset Allocation quantitative models that forecast returns for various asset classes and generate strong performance for our clients
  • Model development to rely heavily on careful gathering of historical data, using the data to test various hypotheses on the behavior of Capital Markets and cogent presentation of the results to the Research team and to broader audiences
  • Work closely with the Portfolio Management team to implement model recommendations in our client portfolios
  • Build tools that help streamline research and the portfolio construction process
234

Quantitative Analyst Resume Examples & Samples

  • Strong knowledge of Microsoft Excel and spreadsheet-based analysis
  • Some experience with Bloomberg, Reuters, Murex and Calypso systems preferable
  • Good team player with excellent mathematical, verbal and written communication skills
  • Supporting and facilitating the day to day admin requirements in collaboration with other team members in order to expedite and enhance the turnaround time on the requirements for Senior Quant Analysts
  • Designing and implementing quantitative models within equity, FX, commodity, interest rate or credit derivatives to support the needs of TD Securities globally
  • Performing literature research to ensure that models are current and conform to market standards
  • Fully documenting all newly developed software
235

Quantitative Analyst Resume Examples & Samples

  • Manage the model change process, including amending models, carrying out and arranging testing and amending associated documentation as appropriate
  • Respond to model validation reviews, including developing management action plans in response to findings and subsequently executing on those plans
  • Create new models to meet business needs and manage the documentation, testing and validation of them
  • Apply S&P Global Ratings model governance policies and procedures
  • Work with S&P Global Ratings’ Model Validation Group & Model Implementation Centre (FQA testing)
  • Follow the model error procedure as appropriate
  • Degree in Financial Engineering, Statistics, Quantitative Finance, Computer Science, Mathematics, Economics or a related field
  • Prior experience with data analysis. Knowledge of SQL and experience in databases such as Oracle, Sybase, or Access would be beneficial
  • Expert knowledge of Excel and good working knowledge of VBA
  • Programming skills would be an advantage
  • Knowledge of capital markets, financial instruments with an emphasis on credit risk modelling are preferred
236

Junior Quantitative Analyst Resume Examples & Samples

  • B.S. or B.A. in Finance or Business with coursework involving quantitative analysis
  • 1 to 3 years in Financial Services industry preferred
  • Advanced knowledge of Excel including add-ins and VBA programming is required
  • Knowledge of economic and accounting principles and practices, the financial markets, the industry, the analysis and reporting of financial data, and associated terminology
  • Knowledge of arithmetic, algebra, geometry, calculus, statistics, and their applications
  • Knowledge of circuit boards, processors, chips, electronic equipment, and computer hardware and software, including applications and programming
237

Quantitative Analyst Resume Examples & Samples

  • Education in engineering or other quantitative discipline such as statistics. MS or PhD preferred
  • 2+ years experience with analytics for consumer web and/or mobile applications using user log data
  • Experience analyzing online conversion funnels
  • Excellent ability to distill and communicate findings
  • Able to write complex SQL queries. You should feel comfortable using aggregate functions and all types of joins
  • Experience with modern distributed data technologies (hadoop, hive, impala, teradata, etc)
  • Self-directed, independent and has experience owning initiatives end-to-end
238

Quantitative Analyst Resume Examples & Samples

  • Develop, prepare, reconcile, and modify recurring and ad-hoc financial schedules and related notes for management reporting. Documentation includes but is not limited to data needed for 10Q and 10K reports, internal and external audit activities, and ALCO reports
  • Responsible for evaluating and tracking Model performance attribution. Effectively work with 3rd party quantitative valuation vendors to optimize system functionality
  • Analyze detailed data-sets, transforming it into meaningful financial information to address complex inquiries and present findings
  • Become an expert in managing and integrating data from a variety of source systems to drive business improvement
  • Conduct market risk analyses, identify and analyze balance sheet risks using advanced quantitative analytics (e.g. term structure modeling, scenario analysis and embedded optionality) and develops, tests and recommends risk management strategies
  • Design SQL queries and manage large volumes of data to create reporting
  • Perform valuation scenario analysis involving, but not limited to, rates, convexity and prepayment on an ad hoc basis
  • Assist in validation of financial models and cash flows against actual experience and relevant external benchmarks
  • Generate and analyze reports for a variety of Treasury functions including capital markets, asset-liability management, valuation, and funding
  • Other support functions as needed
  • BA in Accounting, Finance, Economics, Business, or other related filed required
  • 3 years of financial institution experience preferred, including 1 year of experience in financial analysis capital markets/treasury setting. Experience with financial and accounting systems preferred
  • Advanced capital markets/financial engineering skills preferred
  • Prior experience in QRM system preferred
  • Advanced computer skills in MS applications required. Familiarity with Access, SQL and/or VBA is desirable
  • Strong analytical skills and demonstrated ability to build, analyze, and manage financial models for business forecasting, variance analysis and problem solving
  • Demonstrated ability to work with cross functional teams, dive deep in to the details and being able to communicate key metrics to senior management in a timely manner
  • Able to multi-task and work under pressure while maintaining a high degree of responsiveness and flexibility in performing tasks and work schedule
  • Strong data analysis experience with proven ability to manage large data-sets and to work effectively at detail and big-picture levels
  • Regular and punctual attendance is required
239

Quantitative Analyst Resume Examples & Samples

  • Advanced degree in mathematics, computer science, statistics or related fields
  • Passion and experience with statistical inference using computer-age techniques / data science / machine learning
  • Fluency with C++, R, or similar languages
  • Experience with higher turnover signals and less traditional data/factors preferred
240

Quantitative Analyst Resume Examples & Samples

  • Implement pricing/risk models for fixed-income securities
  • Enhance Yield Book functionalities including graphical user interfaces
  • Use advanced software technologies to improve Yield Book processes
  • Ph.D. in a quantitative field such as, but not limited to, Engineering, Computer Science, Physics, Mathematics, Financial Engineering, or Operations Research with outstanding academic achievement
  • Outstanding programming skills in C/C++
  • Experience in developing large software applications
  • Strong knowledge of UNIX/Linux environment
  • Strong background in statistics, differential equations and numerical methods
  • Knowledge of quantitative financial models preferred
  • Experience in multi-asset class VaR analysis/implementation preferred
241

Junior Quantitative Analyst Resume Examples & Samples

  • Quickly gain exposure to all asset classes traded by BNP Paribas CIB
  • Have the opportunity to work on a pricing and risk analytics library using a variety of languages
  • Gain an understanding of pricing, risk, P&L explanation and VaR models as well as how changes in the regulatory landscape is reflected in the bank’s activity
  • Work with a wide range of stakeholders including trading, IT, and group risk management
  • Master degree or PhD qualification from a top tier institution in Mathematics, Financial Mathematics, or Financial Engineering
  • Strong ability and appetite to code in an object oriented language (C++, C#) but also scripting (Python)
  • Previous experience in a capital markets environment (Trading, quant research or risk)
  • Practical knowledge of Fixed Income, Equity or Commodity products is essential
  • Knowledge of FRTB is essential
242

Junior Quantitative Analyst Resume Examples & Samples

  • Gain an understanding of pricing, risk, P&L explanation and VaR models
  • Strong ability and appetite to code in an object oriented language (C++, C#)
  • Desirable skills / Systems
  • Previous experience in the Financial Services industry ideally with experience in trading activities / market risk, quantitative finance, and/or regulatory projects
  • Personal Attributes
  • Autonomy
  • Curious, pro-active and attentive to detail
243

Quantitative Analyst Resume Examples & Samples

  • Support global equity ranking model and equity optimization process (data, coding, modelling)
  • Support strategic asset allocation process (data, coding, modelling)
  • Support model validation and documentation procedures
  • Assist CIM Investment Risk team as needed
  • Master's degree in Applied Mathematics / Statistics / Computer Science/ Physics / Engineering, Quant Finance or related field
  • Two to five years of risk/quant experience in the investment management business
  • Previous experience in equity modeling, global asset allocation, risk modelling and performance attribution
244

Quantitative Analyst Resume Examples & Samples

  • Assist with pulling and processing investment ideas across teams internally
  • Library/database construction and development
  • Develop back-testing framework and algorithm development
  • Focus on automation database
245

Junior Quantitative Analyst Resume Examples & Samples

  • 1-3 years of relevant work experience
  • Undergraduate degree in a quantitative discipline such as Financial Engineering, Operations Research, Math, Computer Science, Statistics, etc
  • Attention to detail is critical Strong knowledge of Excel
  • Programming experience in VBA, R, MATLAB, SQL or similar language
  • Some experience in quantitative research
  • FactSet experience is a plus
  • Understanding of basic statistics and econometrics; financial statement analysis knowledge is a plus
  • Customer Focused: Passionate drive to delight our customers and offer unique solutions that deliver on their expectations
246

Quantitative Analyst Resume Examples & Samples

  • Analyze business problems and generate hypotheses
  • Ability to proactively take lead and drive projects to fruition
  • Analyze data to prove hypothesis and make recommendations for improvement
  • Develop and deliver regular reports and communications to senior management
  • Design statistical and mathematical models for reporting and predictive analytics
  • Implement strategies in conjunction with other teams
  • Communicate analysis insights and progress on implementation
  • 3+ years financial or quantitative experience
  • 2-3 years experience programming in SAS, SQL
  • Demonstrated critical thinking and analytical aptitude
  • 3-5 years analytical or quantitative experience, preferably in retail credit risk
  • 3+ years experience programming in SAS, SQL and proven experience with relational databases
  • Ability to effectively communicate and present recommendations and solutions to business partners and internal team members
247

Quantitative Analyst Resume Examples & Samples

  • A bachelor's degree and 2-5 years of related work experience; or a graduate degree and approximately 3 years of related work experience
  • A degree in computer science, engineering, mathematics with a minor in economics, finance or a related field; MBA or MS degree preferred
  • Strong knowledge of and experience in executing all phases of the technology life cycle, based on proven project management and testing methodologies
248

Quantitative Analyst Resume Examples & Samples

  • Master’s degree (or equivalent) in Finance, Statistics, or a related quantitative field
  • In-depth knowledge of mathematical finance, derivative pricing and numerical techniques
  • Strong programming skills (SQL, VBA, C++)
249

Quantitative Analyst Resume Examples & Samples

  • 1) Improvement of the current risk methodologies used by the group, as well as researching new modeling and risk management techniques
  • 2) Prototyping, development and implementation of risk models for uncovered asset classes
  • 3) Analysis of historical data in order to determine trends within the hedge fund industry and produce reports to summarize this information for clients and senior management
  • 4) Analysis of time-series models in order to understand changing market conditions and assess the impact of new and existing business on the risk profile of the division
  • 1) 5+ years of experience in a related role in the industry is required
  • 2) A strong quantitative background. A PhD in a quantitative field such as mathematics, physics, statistics or econometrics is required
  • 3) Strong programming skills. Familiarity with a high level language such as C++ or Java, along with experience of numerical languages such as MATLAB or R is highly desirable
  • 4) Deep familiarity with market risk methodologies such as Value-at-risk, backtesting, derivative pricing, statistical analysis and stress testing is essential
  • 5) Strong communication skills and the ability to discuss ideas with colleagues at all levels of the organization is required
250

Quantitative Analyst Resume Examples & Samples

  • Develop and maintain working knowledge of Credit Risk databases to provide data and analytical support to Senior Management
  • Track portfolio performance and risk strategy results. Incorporate observations and data in to existing models to improve predictive results
  • Prepare exhibits and supporting materials and develop recommendations for credit policy
  • Contribute to loss forecasts, demographic and credit limit utilization analysis
  • Provide financial analysis and data support to other groups/departments including Finance,
  • Marketing, Funding, Collections and Corporate Development as needed
  • Perform Portfolio Management campaign tracking and analysis
  • Bachelor degree in Mathematics, Statistics, Quantitative Analysis or another technical discipline with minimum of 2 years relevant experience or in lieu of degree, a combined minimum of 6 years higher education and/or work experience to include a minimum of 2 years relevant experience
  • Previous Credit Analysis experience