Quantitative Analyst Resume Samples

The Guide To Resume Tailoring

Guide the recruiter to the conclusion that you are the best candidate for the quantitative analyst job. It’s actually very simple. Tailor your resume by picking relevant responsibilities from the examples below and then add your accomplishments. This way, you can position yourself in the best way to get hired.

Craft your perfect resume by picking job responsibilities written by professional recruiters

Pick from the thousands of curated job responsibilities used by the leading companies

Tailor your resume & cover letter with wording that best fits for each job you apply

Resume Builder

Create a Resume in Minutes with Professional Resume Templates

CHOOSE THE BEST TEMPLATE - Choose from 15 Leading Templates. No need to think about design details.

USE PRE-WRITTEN BULLET POINTS - Select from thousands of pre-written bullet points.

SAVE YOUR DOCUMENTS IN PDF FILES - Instantly download in PDF format or share a custom link.

Create a Resume in Minutes

J King

Jaquelin

King

2452 McClure Squares

Los Angeles

+1 (555) 179 3003

2452 McClure Squares

Los Angeles

Phone

p +1 (555) 179 3003

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

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

Create a Resume in Minutes

15 Quantitative Analyst resume templates

Read our complete resume writing guides

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

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

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

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

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

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

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

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

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

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)

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

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

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++

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

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<

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

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

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

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

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

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

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

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

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

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,

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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.)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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)

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

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

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+

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

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

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

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

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

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

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

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

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

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

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)

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

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

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

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

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

Download Quantitative Analyst Resume Sample as Image file

Related Job Titles

Quantitative Risk Analyst Resume Sample

Quantitative Research Analyst Resume Sample

Risk Quantitative Analyst Resume Sample

Quantitative Finance Analyst Resume Sample

Senior Quantitative Fin Analyst Resume Sample

Senior Quantitative Finance Analyst Resume Sample

Ecommerce Business Analyst Resume Sample

BI Data Analyst Resume Sample

AR Analyst Resume Sample

Quantitative Strategies Resume Sample

Analyst / Senior Quantitative Analyst Resume Sample

Quantitative Analyst / Quantitative Analyst Resume Sample

Browse More

Quantitative Analyst Resume Samples

The Guide To Resume Tailoring

Craft your perfect resume by picking job responsibilities written by professional recruiters

Pick from the thousands of curated job responsibilities used by the leading companies

Tailor your resume & cover letter with wording that best fits for each job you apply

Resume Builder

Resume Builder

15 Quantitative Analyst resume templates

Read our complete resume writing guides

How to Tailor Your Resume

How to Make a Resume

How to Mention Achievements

Work Experience in Resume

50+ Skills to Put on a Resume

How and Why Put Hobbies

Top 22 Fonts for Your Resume

50 Best Resume Tips

200+ Action Words to Use

Internship Resume

Killer Resume Summary

Write a Resume Objective

What to Put on a Resume

How Long Should a Resume Be

The Best Resume Format

How to List Education

CV vs. Resume: The Difference

Include Contact Information

Resume Format PDF vs Word

How to Write a Student Resume

Junior Quantitative Analyst Resume Examples & Samples

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

Quantitative Analyst, VP Resume Examples & Samples

MBS Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Senior Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Senior Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Junior Quantitative Analyst Resume Examples & Samples

Tradebook Quantitative Analyst Resume Examples & Samples

Markets Automated Trading Desk-quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

CIB Securitized Portfolio Derivatives Modeling Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Insurance Risk Modeller & Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Equities Risk Methodology Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst / Developer Resume Examples & Samples

Senior Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Derivative & Funding Quantitative Analyst Resume Examples & Samples

Senior Quantitative Analyst Resume Examples & Samples

Senior Quantitative Analyst Resume Examples & Samples

Quantitative Analyst Resume Examples & Samples

Ppnr Modeling Quantitative Analyst Resume Examples & Samples

Mortgage Quantitative Analyst Resume Examples & Samples

How to Make
a Resume

50 Best
Resume Tips

200+ Action
Words to Use

Internship
Resume