Quantitative Finance Analyst Resume Samples
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Quantitative Finance Analyst Resume Samples
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CL
C Lemke
Clark
Lemke
16904 Amparo Courts
San Francisco
CA
+1 (555) 383 0467
16904 Amparo Courts
San Francisco
CA
Phone
p
+1 (555) 383 0467
Experience
Experience
Philadelphia, PA
Quantitative Finance Analyst
Philadelphia, PA
Lehner LLC
Philadelphia, PA
Quantitative Finance Analyst
- Leading capital model implementation projects for operational risk and strategic business risk models
- Preparing regulatory reports related to B3 advanced and B3 standardized RWA
- Identifying, specifying and managing retail credit risk model reference data issues, including historical and go-forward data defect remediation
- Verifying accuracy of model implementation
- Identifying, specifying and managing business risk model reference data issues, including historical and go-forward data defect remediation
- Assessing quality of model outputs through back testing against realized outcomes, benchmarking against alternative models and other relevant tests
- Liaising with the Rates class head to discuss the results of reviews, implementations and ongoing monitoring of models
Houston, TX
Quantitative Finance Analyst C++ Developer
Houston, TX
Kautzer Inc
Houston, TX
Quantitative Finance Analyst C++ Developer
- Participating in peer code reviews and collaborative development with other developers and quantitative finance analysts
- Supporting model users and assisting in development of production processes
- Testing and debugging code to ensure correctness over wide range of inputs
- Updating C++ and configuration files to match new/updated credit/prepayment/cash flow models
- Reviewing, refactoring and optimizing existing code
- Leading capital model implementation projects for retail credit risk models
- Conducting annual review and ongoing monitoring of existing models
present
Phoenix, AZ
VP, Quantitative Finance Analyst
Phoenix, AZ
Borer, Hermiston and Dickinson
present
Phoenix, AZ
VP, Quantitative Finance Analyst
present
- Assisting in the review of control procedures and development of written policies and procedures for risk management purposes
- Working with technology staff in design of any system to run models developed
- Leading efforts in development of new models, analytic processes or system approaches
- Creating documentation for all activities
- Conducting independently quantitative analytics and complex modelling projects
- Engaging professional in trading and risk management in frequent dialogue regarding portfolios, markets, positions, liquidity, funding, pricing, valuation, etc
- Developing and implementing new forecasting models or enhancing existing models
Education
Education
Bachelor’s Degree in Statistics
Bachelor’s Degree in Statistics
DePaul University
Bachelor’s Degree in Statistics
Skills
Skills
- Proficient in MS Office tools. Working knowledge of SQL and database query tools. Strong proficiency in SAS, R/S-PLUS or MATLAB
- Proficient in Excel and SQL, familiarity with VBA, Python programming highly desirable
- Knowledge of Financial Reporting, Commercial Credit Analysis, PD/LGD modeling are highly desirable
- Strong analytical mindset with accuracy to detail in work and ability to work with minimal supervision
- Demonstrated Strong Ability and Willingness to Continuously Learn - Through academic and/or professional accomplishment
- Proficiency in SQL/SAS/VBA/C++/python/Tableau or SSRS desirable
- Strong communication / interpersonal skills; demonstrate initiative and be able to make quick decisions
- Strong analytical mindset with accuracy to detail in workand ability to work with minimal supervision
- Strong finance or risk background with excellent quantitative skills and expert knowledge of stochastic calculus
- Strong organizational skills; good time management, capable under pressure and to responsibly manage to tight deadlines
13 Quantitative Finance Analyst resume templates
Read our complete resume writing guides
1
Quantitative Finance Analyst Resume Examples & Samples
- 2 to4 years of quantitative/analytical studies/work experience. Undergraduate degree in Math, Engineering, Operational Research or similar
- Undergraduate degree in Math, Engineering, Operational Research or similar prefferably with a working understanding of finance
- Strong Communicator - Clearly conveys technical & quantitative information & ideas through a variety of channels to individuals or groups in a way that engages and impacts the audience (puts into plain English)
- Teamwork - Ability to develop relationships and influence others; fosters collaboration among team members and business partners; shows skill and ease at working in groups; contributes ideas, opinions and skills toward the achievement of a common goal; views each success as a win for the organization
- Demonstrated Strong Ability and Willingness to Continuously Learn - Through academic and/or professional accomplishment
- Analytical Abilities / Financial Acumen - Systematic application of a combination of inductive and deductive reasoning to examine information, interpret results and arrive a well-founded logical conclusions. Understanding of accounting(debits / credits)
- Initiative - Possesses the intrinsic motivation and willingness to push ahead toward achieving a desired goal or end-state without suggestion or prompting by others; exhibits an ongoing desire to go beyond what is required
- Results Oriented - Exhibits strong drive for results and success; conveys a sense of urgency to achieve outcomes and exceed expectations; persists despite obstacles, setbacks and competing influences
- Resourceful - Systematically acquires relevant informationto support key decisions; is particularly resourceful in securing hard-to-getinformation from a variety of sources
- Organization / Time Management - Maintains an organized approach to managing daily activities; isable to simultaneously juggle multiple demands to achieve optimal efficiency and productivity
2
Quantitative Finance Analyst Resume Examples & Samples
- Candidate must demonstrate a combination of leadership, business acumen, quantitative modeling and analysis skills, strategic and creative thinking, and satisfactory written and oral communications skills
- Must have 2+ years of knowledge of databases, data warehousing and business intelligence tools, such as SAS, Matlab, SQL language or similar software
- Proficient in Microsoft Office applications (i.e. Word, Excel,PowerPoint, Project, and Access)
- Must also have strong problem solving skills, be able to work on multiple project ata time
3
Quantitative Finance Analyst Resume Examples & Samples
- You will be responsible for developing and validating quantitative models, applications in support of the firm's strategic efforts to mitigate money laundering and terrorist financing risk
- You should be able to: collaborate with AML Subject Matter Experts; develop and enhance methodologies of detecting money laundering; scanning Economic Sanction transactions and identifying the other suspicions patterns; validate and tune current models and scenarios through data analysis and intelligence discovery all of which should be done both on an ad hoc or recurring basis
- You should: have a thorough grasp of bank data; understand the content and assumptions underlying these data sources; possess a strong knowledge of extraction, transformation and loading data from different operating systems; have a constant eye for data quality and consistency
- You must be able to come up with an idea, plan a course of action, execute the plan in a reasonable amount of time and deliver results in a thorough and organized presentation. Teamwork is essential — the ability to function effectively in a cooperative environment is a requirement as is an ability to explain complex technical issues clearly and succinctly to people with limited quantitative knowledgeQualifications
- Candidates must demonstrate a combination of: leadership; business acumen; quantitative modeling and analysis skills; strategic and creative thinking; strong
- 2+ years of knowledge of: databases; data-warehousing and business intelligence tools, such as SAS, Matlab, SQL language or similar software
- Proficiency in Microsoft Office applications (i.e. Word, Excel, PowerPoint, Project, and Access)
- Strong problem solving skills and be able to work on multiple projects at a time
- Self-motivated worker who is comfortable and effective working with varying levels of guidance
- An understanding of, or d
4
Quantitative Finance Analyst Resume Examples & Samples
- Interview business partnersacrossvarious asset classes in Global Markets to assess relevant aspects of model governance, development, validation, and use
- Apply this understanding to the auditing of model governance, model development, model validation, andmodel use within various trading desks in Global Markets. Produce written evaluations based on these audits
- Periodically lead the team’s efforts for selected audits in Global Markets. In addition to producingone’s own written work products, this involves directing the efforts of the team and reading, commenting on, and revising team members’ contributions
- Provide quantitative modeling consultation to other audit teams and engage with business partners inensuring effective model risk management across the bank.Qualifications
- Ability to work well with and communicate with others, from teammates to executives, and to present findings to upper level management and executives
5
Quantitative Finance Analyst Resume Examples & Samples
- Excellent knowledge on derivative products with 2 years experience
- Strong computer skills (Office, VBA, SQL)
- Very strong communicator, written and verbal
- Good understanding of Monte Carlo Model 2 years experience
- Experience in portfolio optimization
- Tool development in Java and/or Phyton
- Master or PhD degree in a quantitative discipline or finance/economics
- Ability towork on multiple projects
6
Quantitative Finance Analyst Resume Examples & Samples
- Strong quantitative background with BS or MS degree in Statistics, Economics, Finance, Mathematics, Computational Finance, or related field
- Excellent knowledge in statistics, mathematics and financial modeling
- Strong technical skills and problem solving ability
- Proficient in SAS, Excel and VBA
7
Quantitative Finance Analyst Resume Examples & Samples
- Hands-on data and business analysis. Ability to research problems,determine root causes and propose information systems and programming solutions
- Leadership,project management, and effective liaison between business and technology teams
- Advanced ability to analyze, distill, decompose and summarize large volumes of quantitative information into concise, visual summaries of results and change impacts
- Strong written and verbal communication skills. Must be able to present information crispy and clearly to a variety of business and technical audiences including senior management and junior associates.
- Five or more years of experience in quantitative, risk modeling, business analysis,or capital reporting and analysis role
- Bachelors or higher college degree preferably in Financial Engineering, Statistics, or Economics
- Established knowledge of mortgage, credit card and other retail credit roducts, bank economic capital and Basel capital rules
- Working knowledge of Bank of America’s Teradata environment or Netezza
- Proficiency with software applications SAS, R, Matlab, Subversion and Tableau
- In addition, working experience with Linux operating system and Python scripting language
8
Quantitative Finance Analyst Resume Examples & Samples
- Quantitative background Masters level or above
- Basic understanding of credit risk and traded products
- Previous experience in related role
- Experience in quantitative financial analysis is required
- Advanced product knowledge is a plus
- Strong analytical mindset with accuracy to detail in work and ability to work with minimal supervision
- Demonstrates commitment to excellence by anticipating needs, mitigating risks and minimising potential problems
- Good team player with positive "can-do" attitude
- Excellent written and oral communication skills at all levels
9
Quantitative Finance Analyst Resume Examples & Samples
- Excellent knowledge on derivative products and financial market dynamics with 2-4 years experience
- Ability to work in multiple projects simultaneously
- Knowledgeexperience in portfolio optimization
- Master or PhD in a quantitative discipline or finance/economics
10
Quantitative Finance Analyst Resume Examples & Samples
- Advanced computing skills including SQL, Excel, Matlab, Python (or willingness to learn)and especially R
- Understanding of operational risk modeling, copulas, simulation, and diversification; financial risk management and risk-based capital concepts
- Five or more years of experience in quantitative, risk modeling, business analysis, or capital reporting and analysis role
- Working knowledge of bank accounting and Bank of America’s general ledger system
- Established knowledge of operational risk(Basel advanced approaches) concepts, bank economic capital and Basel capital rules
- Working knowledge of Basel capital rules related to operational and business risk
- Project Management: experience coordinating or participating in end-to-end large-scale data or model implementation project(s)as a project leader or business analyst
- Proficiency with software applications SAS, Subversion and Tableau
11
Quantitative Finance Analyst Resume Examples & Samples
- Quantitative background with BS or MS degree in Statistics, Economics, Finance, Mathematics, Computational Finance, or related field
- Extensive and solid SAS programming experiences to maintain SAS Macro Library and hands on experience modeling in SAS programming language
- Analytical mindset with attention to detail and ability to work with minimal supervision
- Demonstrates commitment to excellence by anticipating needs, mitigating risks and minimizing pote
12
Quantitative Finance Analyst Resume Examples & Samples
- Minimum of three years continuous working experience in a backtesting (monte carlo etc) environment adhering to Basel 3 requirements
- Masters (two-year course) or PhD degree in a quantitative discipline such as Mathematics, Physics or Statistics
- Excellent quantitative / analytic skills and experience in Statistics (specifically time series data)
- Computer skills (Microsoft Excel, VBA macros, SQL, python)
- Good knowledge of financial exposure models, sensitivities, stochastic calculus
- Product knowledge about credit asset classes
- Some understanding or experience of CCRA
13
Quantitative Finance Analyst Resume Examples & Samples
- The Reserve Analyst will be responsible for inputs into the computation of the Allowance for Credit Losses
- The inputs will be based upon the work of Global Risk Analytics-Capital in calculating Economic Capital/Expected Loss
- Analyst will be responsible for performing various ad-hoc requests of varying sizes relating to the Allowance process, including (but not limited to) scenario analysis, data mining, back-testing, process improvements, responding to management's questions, and others as needed
- Partner with Line of Business Allowance for Credit Losses Teams (LOB Teams) to understand and report on the drivers, decisions, risks and opportunities behind the reserve components for Forecast, Plan, and Actuals
- Partner with LOB Teams to provide transparency for the reserves through routine communication with Risk and Finance partners
- Prepare materials as needed for the Allowance for Credit Losses Committee for the reserves
- Maintain excellent workpaper documentation of work performed and conclusions reached (Sarbanes -Oxley audited area for which documentation standards are very high)
- Comply with electronic file filing policies and procedures standards for the reserve group
- Respond to Auditor/Regulator requests, providing necessary documentation.Qualifications
- SAS Programming (Base SAS) and/or Quantitative Finance Skills (understanding of basic statistics and quantitative methods, e.g. linear, multi-variant, and logistic regression, constrained optimization)
- 2 to 4 years of quantitative/analytical studies/work experience
- Undergraduate degree in Math, Engineering, Operational Research or similar preferably with a working understanding of finance
- Analytical Abilities / Financial Acumen - Systematic application of a combination of inductive and deductive reasoning to examine information, interpret results and arrive a well-founded logical conclusions. Understanding of accounting (debits / credits)
- Resourceful - Systematically acquires relevant information to support key decisions; is particularly resourceful in securing hard-to-get information from a variety of sources
- Organization / Time Management - Maintains an organized approach to managing daily activities; is able to simultaneously juggle multiple demands to achieve optimal efficiency and productivity
- Advanced Excel, understanding of VBA, SQL, database design/organization, and knowledge of Access
- Strong Business Acumen
- Familiarity with Teradata and SASPlex
- Knowledge of In$ight
14
Quantitative Finance Analyst Resume Examples & Samples
- Familiarity with statistical and analytical software such as SAS or Matlab
- Experience with CAQF
- MS or PhD in a quantitative discipline
- Familiarity with MKMV Risk Frontier model
15
Quantitative Finance Analyst Resume Examples & Samples
- Intermediate skills in Excel and SQL
- Working knowledge of Bank of America’s GL environments and intermediate or better skills using In$ight, eLedger mapping tools, eLedger BEx and EPM reporting tools
- Five or more years of experience in bank accounting and reconciliation, risk data analysis, or business analysis
- Working knowledge of reconciliation of bank credit exposure data to GL balances
- Hands-on data analysis. Research problems, determine root causes and propose solutions
- Continuous, aggressive development of knowledge and skills needed to work independently with success
- Bachelors or higher college degree preferably in Statistics, Accounting or Finance
- Strong understanding in bank accounting methods and treatments such as consolidations and eliminations
- General knowledge of financial markets and products, bank economic capital and Basel capital rules
- Knowledge of ECRIS/ BASEL data environment (especially Wholesale)
16
Quantitative Finance Analyst Resume Examples & Samples
- You must be able to come up with an idea, plan a course of action, execute the plan in a reasonable amount of time and deliver results in a thorough and organized presentation. Teamwork is essential — the ability to function effectively in a cooperative environment is a requirement as is an ability to explain complex technical issues clearly and succinctly to people with limited quantitative knowledgeQualifications Required Skills
- An understanding of, or demonstrable aptitude for, financial services and products and analytic experiences in AML
- Minimum qualifications of a Masters degree in Statistics, Mathematics, Operational Research or Econometrics
17
Quantitative Finance Analyst Resume Examples & Samples
- Validate CVA models developed by Front Office Quants and CCR models developed by Counterparty Credit Analytics Group. Coverage includes all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity and Credit, as well as collateral exposure modeling
- Identify and quantify model risk associated with the model being validated
- Prepare validation report and technical documents for the model being validated
18
Quantitative Finance Analyst Resume Examples & Samples
- Validate CVA models developed by Front Office Quants and CCR models developed by Counterparty Credit Analytics Group.Coverage includes all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity and Credit, as well as collateralexposure modeling
- Identify and quantify model riskassociated with the model being validated
- Assist market risk managers on trade approvals and finance onprice verification methodologies
19
Quantitative Finance Analyst Resume Examples & Samples
- Writing thorough technical reports for distribution and presentation to senior management, model developers, audit and bank regulatorsQualifications
- Ability to communicate clearly and effectively
- Ability to produce high quality technical documentation.
- SQL proficiency
- Experience with capital modeling or validation
- Knowledge of banking retail modeling, operational loss data and modeling techniques such as statistical distributions, Monte-Carlo simulation, EVT
- Familiarity with regulatory/Basel framework, OCC2011-12
20
Quantitative Finance Analyst Resume Examples & Samples
- Excellent knowledge on derivative products with 3+ years experience
- Good understanding of Montecarlo models
- Master or PhD degee in a quantitative discipline or finance/economics
21
Quantitative Finance Analyst Resume Examples & Samples
- High proficiency with MS Excel and exposure to either SAS or SQL
- Candidate must demonstrate a combination of business acumen, analysis skills, strategic and creative thinking, and satisfactory written/oral communications skills
- The ability to work well in a team environment a must
- 2-5 years of experience working with data or analytics, extrapolating meaningful insight from quantitative or technical results
- Evidence the following characteristics: assertiveness; attention to detail; initiative; leadership; strong work ethic; team focus
- Masters and/or MBA candidates considered
- Knowledge of Financial Reporting, Commercial Credit Analysis, PD/LGD modeling are highly desirable
22
Quantitative Finance Analyst Resume Examples & Samples
- Develop forecasting models driven by macro-economic and interest rate factors
- Leverage models and related empirical analysis to influence and drive strategic decision making
- Provide analytical support, and thought leadership on balance forecasting and interest rate risk management
- Clearly document and present analytical findings to both technical and non-technical audiences
- Excellent analytical, strategic planning, complex problem resolution and leadership skills
- Ability to translate complex business problems into discretequantifiable components
23
Quantitative Finance Analyst Resume Examples & Samples
- 2+years experience with SAS, SQL databases, data warehousing and business intelligence tools
- Master degree in Statistics, Mathematics, Operational Research or Econometrics
- Must have strong problem solving skills, be able to work on multiple project at a time
- Proficient in Microsoft Office applications (i.e. Word, Excel, PowerPoint, Project, and Access)
24
Quantitative Finance Analyst Resume Examples & Samples
- 1-3 years of experience in a similar field
- Familiarity w/ Basel rules
- Proficient with SQL and working with large databases/datasets
- Master's Degree in Math, Engineering, or sciences
- Knowledge of Bank’s internal systems including ECRIS and eLedger
- Experience with Credit Risk/Market Risk, Traded Products
25
Quantitative Finance Analyst Resume Examples & Samples
- 2 + years of consumer modeling experience (credit cards, home or auto loans), specifically regression models in a financial services company
- Ability to follow up with issues and summarize discussions
- Project management experiences a plus
26
Quantitative Finance Analyst Resume Examples & Samples
- Manage documentation library of VaR Methodology whitepapers, regulatory documentation, policies, and procedures for Portfolio Analysis, CPM, Market Data, and VaR Administration team
- Capture and document all VaR Change Approvals
- Manage regulatory submissions related to Market Risk and Methodology
- Support compliance, audit, and model validation inquires
- BA/BS or equivalent degree from a top university with emphasis in finance, economics or quantitative disciplines (progress toward CFA or FRM professional designation is a plus)
- Minimum 5 years of experience in related fields such as risk management, front office, finance and/or product control
- A broad knowledge across financial products and asset classes and a understanding of VaR and its use in the risk management
- Leadership ability including experience with managing small projects, tracking down issues and driving them to resolution
- Advanced desktop technology skills such as Excel and Powerpoint are required. VBA, SQL and Access skills are a plus but not required
- Excellent verbal and written communication skills, including well-developed presentation skills
- High attention to detail, self-starting mentality and enthusiastic personality
- MBA degree or progress toward CFA or FRM professional designation
- VBA, SQL, Database skills are a plus
- A broad knowledge base across financial products and asset classes and a understanding of VaR and its use in the risk management area
27
Quantitative Finance Analyst Resume Examples & Samples
- Must have 2+ years of knowledge of databases, data warehousing and business intelligence tools, such as SAS, Matlab, SQL
- Proficient inMicrosoft Office applications (i.e. Word, Excel, PowerPoint, Project, and Access)
- Must also have strong problem solving skills, be able to work on multiple project at a time
- Understanding of (or demonstrable aptitude for) financial services and products, analytic experiences in AML
- Master degree in Mathematics, Statistics, or Economics
28
Quantitative Finance Analyst Resume Examples & Samples
- BA in a Quantitative discipline - Applied Mathematics, Physics, or Engineering
- Good understanding VaR/S-VaR and other risk model models
- Proficient in Excel and SQL, familiarity with VBA, Python programming highly desirable
- Strong verbal and written communication skill
- Strong operational mindset
- Tenacious, self starter
- MS in a Quantitative discipline
- 3 years of Finance experience with significant exposure to Market Risk models for VaR/Stressed VaR, IRC, CRM and Stress Testing
29
Quantitative Finance Analyst Resume Examples & Samples
- MS degree in Statistics, Economics, Finance, Mathematics, Computational Finance, or related field ·
- Strong quantitative and econometrics background
- Excellent knowledge in macroeconomics, statistics, and mathematics
- Proficient in SAS, Excel and R
- Strong analytical mindset with accuracy to detail in workand ability to work with minimal supervision
- Demonstrates commitment to excellence by anticipating needs, mitigating risks and minimizing potential problems
- Good team player with positive "can-do"attitude
30
Quantitative Finance Analyst Resume Examples & Samples
- The group provides leadership and expertise in support of BAC’s risk management analytics, capital calculation models, including strategic framework for return analysis, and loss forecasting
- Global Risk analytics is a central enterprise level function with a very strong team of modelers / quants with diverse backgrounds, and in-depth industry and best-in-class modeling experience
- CCP Risk Modeling is a key strategic area of focus for the firm, as well as the industry in general and this role would offer the opportunity to be able to drive and be part of a leading-edge and topical modeling area for the industry
- Support the effort of overall assessment and modelling of the concentration risk BAML is exposed to for specific segmentations such as risk ratings, single-name obligor, country, and industry sectors
- Use PCA and other statistical techniques to identify the risk factors for the bank’s portfolio: macro factors which drive the entire economy as well as independent common unobservable factors
- Determine sensitivity of various components of the portfolio to various macro-economic risk factors and calibrating the sensitivities to portfolio pricing model inputs
- Develop a quantitative analytics to determining thresholds for single name risk concentration risk for various business lines such as Commercial Banking, Wealth Management, and Business Banking
- Develop tools for improving capabilities to measure country, industry, and enterprise-wide concentrations’
- Advanced quantitative modelling, statistical and analytical skills
- Proven ability in complex quantitative analysis and applied mathematical skills with stochastic calculus; Monte Carlo simulation; advanced statistical modelling (e.g. logistic regression, survival analysis, time series
- Minimum 3-5 years industry experience in a similar capacity, ideally with experience in modelling risk for CCPs
- Risk Modeling experience in CCPs, with particular emphasis on GCM default / contagion
- Experience in Margin and Guarantee Fund calculations, and in particular with prominent CCPs such as LCH, CME, ICE etc
31
Quantitative Finance Analyst Resume Examples & Samples
- Trade Flow analysis, Portfolio Analysis and Investigation
- Excellent knowledge on derivative products with approximately 2+ years experience
- Excellent understanding of counterparty risk models
- Very strong comunicator, written and verval
- Knowledgeexperience in portfolio analysis
- Master or PhD degee in a quatitative discipline or finance/economic
32
Quantitative Finance Analyst Resume Examples & Samples
- Analysis into the Risk Factors to be covered by the BT framework based on materiality
- Daily review of the Risk Factor BT batch execution
- Definition of the Trade Portfolio to be covered within each quarterly cycle
- Execution of the front to back process to generate the Trade & Portfolio BT results
- Detailed analysis into the Risk Factor, Trade and Portfolio results and causes of any failures
- Discussion with CCRA Model Development around the most appropriate remediation path
- Presentation of Backtesting results and conclusions to senior stakeholders & regulators
- Work with GRA Quant Projects and CCRA Model Development to extend and enhance the BT framework as necessary
33
VP, Quantitative Finance Analyst, Global Risk Resume Examples & Samples
- Providing overall exposure calculations (aggregation / collateral modelling), back testing methodology, on-boarding new trade types to the regressor framework
- Improving the modelling sophistication to a level where the firm gains IMM approval from the US regulators
- Valuation and development of models for emerging market trades
- Model calibration and pricing for Vanilla products
34
Quantitative Finance Analyst Resume Examples & Samples
- Clear and concise technical documentation
- Knowledge in scorecard building or PD/LGD/EAD modeling for credit related products
- Experience with SAS, SQL, R and other related software and hardware
- Proficient in project management, particularly in the development, implementation, application, and validation/back-testing of models or analytic processes
- Flexible, adaptive, and proactive learner
- Risk mindset with backbone to execute risk requirements
- Ability to integrate across complex set of stakeholders and support partners
35
VP, Quantitative Finance Analyst Resume Examples & Samples
- Conducting independently quantitative analytics and complex modelling projects
- Leading efforts in development of new models, analytic processes or system approaches
- Creating documentation for all activities
- Assisting in the review of control procedures and development of written policies and procedures for risk management purposes
- Working with technology staff in design of any system to run models developed
- Min. Masters or foreign equivalent in Computational Finance, Mathematics, Statistics, Physics or related degree
- Possess excellent quantitative / analytic skills
- Several years’ experience in financial markets
- Familiarity with exotic equity derivatives essential
- Graduate-level research experience / coursework in; derivatives modelling; stochastic calculus; Partial Differential Equations; Statistics; Probability; Real Analysis; Numerical Analysis; Monte Carlo Methods; VBA and C++
- Ability to influence strategic direction, as well as develop tactical plans
36
Quantitative Finance Analyst Resume Examples & Samples
- 3‑5 years experience leading technical or quantitative projects
- 3‑5 years of financial services industry experience
- Able to communicate abstract concepts effectively
- Able to write clearly and concisely
- Able to edit technical or quantitative documentation
- Able to deliver results in a dynamic environment with a commitment to deadlines
- Experience in capital management a strong plus
37
Quantitative Finance Analyst Resume Examples & Samples
- Develop quantitative/analytic models and applications in support of servicing activity forecasting and loss mitigation strategy
- Maintain and run various quantitative analyses and models, as well as data inputs preparation for projection of mortgage loan servicing activities
- Partner with various internal groups including Finance, Risk, Servicing and Model Risk Management to provide model transparency and enhancing forecast and analytics capability
- Complete ad-hoc credit risk analysis requests for various levels of internal management
- Ensure full compliance with all regulatory requirements pertaining to the loan servicing and model development, communicating the group’s commitment to compliance by continually expressing that message to all relevant parties within the assigned area of responsibility
- Minimum of 2 years of quantitative modeling experience
- Advanced degree in Finance, Economics, Statistics, Engineering, Mathematics, related subject
- Hands-on C++/C# development experience including design, implementation, debugging, etc
- Experience & proficiency with Microsoft Office Excel, SAS & SQL
- Understanding of object oriented concept, algorithm and data structure. Familiar with multithreading in C++ and C#
- Knowledge of Probabilities / Statistics
- Relevant work experience with consumer mortgage, credit card, or other financial products
- Prior experience with credit risk analytics
- Prior Risk Management and/or Loan Servicing experience
- Willingness to conduct independent research to come up with innovative solutions to business problems
- Familiar with developing C/C++ application in UNIX/Linux environment
38
Quantitative Finance Analyst Resume Examples & Samples
- Strong written and verbal communication to deliver results and produce technical documentation
- Experience building quantitative models
- Masters or equivalent training in a core applicable science field: Math / Statistics / Economics / Physics / Computational Engineering / Actuarial Science
- Experience writing technical documentation (white papers)
- Experience with SAS, SQL, R software
39
Quantitative Finance Analyst Resume Examples & Samples
- BA/BS or equivalent degree with emphasis in finance or quantitative disciplines (progress toward CFA or FRM professional designation is a plus) strongly desired but will consider proven relevant experience
- Minimum 1+ years of experience with significant exposure to Market Risk models for VaR/Stressed VaR, IRC, CRM and Stress Testing
- A broad knowledge across financial products and asset classes and a understanding of Value at Risk (VaR) and its use in the risk management area
- A understanding of capital regulations and how these apply to Market Risk
- Advanced desktop technology skills such as Excel and PowerPoint is a must (Bloomberg and Access skills are a plus but not required)
- Some experience in computer programming, VBA, SQL, Python
40
Quantitative Finance Analyst Resume Examples & Samples
- Test and monitor model performance through backtesting, benchmarking, sensitivity analyses, and other model diagnostics
- Provide feedback to developers through model reviews prior to independent validation
- 3 ‑ 5 years of financial services industry experience
41
Quantitative Finance Analyst Resume Examples & Samples
- Help team compile content for recurring senior management and board level reports on portfolio trends and special topics
- Support the team complete and socialize analytical work for BAC's Risk Appetite Statement and commercial concentration limits
- Help team develop and rollout new tools and functionality for portfolio informed analysis with respect to new business opportunities/strategies
- Help prepare and present training material of new concepts and capabilities for less quantitative audiences
- Help assess and quantify expected impact of business strategies on portfolio risk measures such as expected loss and tail risk
- Identify and sponsor technical and data related enhancements as business champion
- Contribute to other special projects and initiatives as needs arise
- Two (2) years of relevant work experience
- Strong verbal and written communication skills; ability to develop and present strategic proposals and obtain buy-in on
- Strong technical and analytical skills and comfort with statistics and portfolio theory
- Advanced Excel and basic SQL
- Familiarity with commercial credit products and capital markets
- Ability to efficiently mine, navigate and interpret large financial datasets
- Strong work ethic, ability to adapt to changing priorities and be team oriented
- BS/BA degree in relevant major
- Comfort in programming languages (SQL, SAS, etc.)
- Familiarity with credit portfolio modeling/monte carlo simulations
- Experience/ability to lead projects/initiatives with limited oversight
42
Quantitative Finance Analyst C++ Developer Resume Examples & Samples
- Supporting model users and assisting in development of production processes
- Bachelor's degree in a technical field (Finance, Math, Engineering, Physics, Computer Science)
- Unit/regression testing
- Experience using Perl/Python/Lua/R/awk/SAS/SQL
- Source control experience (SVN preferred, but Perforce/Git/etc useful)
43
Quantitative Finance Analyst Resume Examples & Samples
- Assessing quality of model outputs through back testing against realized outcomes, benchmarking against alternative models, sensitivity tests around assumptions and limitations, and other relevant tests
- Writing thorough technical reports for distribution and presentation to model developers, senior management, audit and bank regulators
- Minimum 2 years of experience in computational, engineering or scientific research or development roles
- Minimum 2 years of programming experience using SAS, R, and/or SQL Background and experience in PD/EAD/LGD credit risk models for retail products under the Advanced Approaches (A-IRB)
- Expertise in econometrics, time series, classification, decision modeling, statistical distributions, Monte-Carlo simulation
- Experience in risk management or quant group in a financial institution, vendor or regulator
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Quantitative Finance Analyst Resume Examples & Samples
- Assessing conceptual foundations of a model, model specification, underlying assumptions, limitations, variable selection, underlying data, developmental evidence, documentation
- Master's degree in Economics, Statistics, Mathematics, Finance, Engineering, Physics or related field
- Strong programming ability using SAS, R, Matlab and SQL
- Experience in computational, engineering or scientific research or development roles
- Programming experience using Python, C/C++ or Java
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Quantitative Finance Analyst Resume Examples & Samples
- Validate XVA/IM/CCR/IMM models developed by Quantitative Strategy Group and Global Risk Analytics. Coverage includes all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity and Credit, as well as collateral exposure modeling
- Work closely with the business, Market Risk, Finance/PVG and other control functions with respect to compensating controls of the models and communication of validation outcomes
- Maintain a sub-portfolio of model inventory and perform annual model reviews, on-going monitoring reviews, Required Actions Items closure
- In depth understanding of financial mathematics including stochastic differential equations, probability theory, statistical analysis, interest rates and credit risk modelling
- Well organized, detail-oriented with good communication skills (both written and verbal)
- Strong coding ability in R , Python and C++ is a plus
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Quantitative Finance Analyst Resume Examples & Samples
- Excellent knowledge of derivative products with approximately 2+ years experience with expertise in at least one asset class (FX, credit, rates, or equity)
- Excellent knowledge of counterparty risk measurement techniques on derivatives and financing transactions
- Experience interacting with trading, structuring and sales
- Strong computer skills (Office, VBA, Bloomberg, SQL)
- Good understanding of Monte Carlo models
- Knowledge of CVA and related hedging strategies
- Knowledge of CCP, Prime Brokerage, and Hedge Fund margin methodologies
- Tool development in Java and/or Python
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Quantitative Finance Analyst Resume Examples & Samples
- Minimum of 5 years of working experience with Risk or other financial model development or validation, including but not limited to backtesting
- Computer skills ( Python, Excel, VBA, SQL, Java)
- Excellent communication and documentation skills
- Excellent team player and be able to work independently
- Some experience of CCRA models and validation
- Strong Python and programming skills
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Quantitative Finance Analyst Resume Examples & Samples
- Excellent knowledge of derivative products, particularly Interest Rates and FX, and financial market dynamics with approximately 4-7 years experience
- Monte Carlo Simulation in Financial Modeling, Stochastic Calculus, Knowledge and Understanding of Advanced Modeling Theories
- Strong computer programming skills.( C++, Python, VBA, SQL)
- Ability to work on multiple projects simultaneously
- Quantitative experience in counterparty risk analytics and/or CVA
- PhD or M.S. degree in a quantitative discipline or finance/economics
- Familiarity with Basel III concepts and metrics
- Familiarity with LaTeX tools
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Quantitative Finance Analyst Resume Examples & Samples
- Experience in risk management
- Strong analytical and problem-solving skills; capable of analyzing risk exposure profiles and identifying key drivers of the result
- Strong knowledge of traded products; deep knowledge in at least one asset class – Equities, Rates, Credit, Commodities or FX
- Familiarity with stress testing concepts and practices
- Excellent interpersonal skills; capable of working collaboratively with diverse teams and being diplomatic in challenging situations
- Good presentation skills; capable of presenting stress results to management and in governance forums
- Strong organizational skills; good time management, capable under pressure and to responsibly manage to tight deadlines
- Strong technical computer skills - MS Office Excel, SQL, Access, Python (preferred)
- Experience in counterparty credit risk analysis preferred
- Master degree in a quantitative discipline or finance/economics
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Quantitative Finance Analyst Resume Examples & Samples
- Knowledge of derivative products with approximately 0 - 2 years experience with experience in at least one asset class (FX, credit, rates, or equity)
- Knowledge of counterparty risk measurement techniques on derivatives and financing transactions
- Ability to handle multiple projects at once and under time pressure while delivering accurate results
- Experience interacting with Credit Officers
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Quantitative Finance Analyst Resume Examples & Samples
- BA/BS or equivalent degree with emphasis in finance or quantitative disciplines (progress toward CFA or FRM professional designation is a plus)
- At least 1-2 years of experience in related fields such as risk management, finance and/or product control
- An understanding of capital regulations and how these apply to Market Risk
- Strong attention to details is a must
- Proven background of being detailed oriented
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Quantitative Finance Analyst Resume Examples & Samples
- Liaising with the Rates class head to discuss the results of reviews, implementations and ongoing monitoring of models
- PhD or Master in Computational Finance, Mathematics, Statistics, Physics or related degree along with a quantitative related thesis
- Strong finance or risk background with excellent quantitative skills and expert knowledge of stochastic calculus
- Extremely well organized and detail-oriented
- Experience of developing and testing models in Python
- Familiarity with the LaTeX document preparation system
- Quantitative modeling experience in rates or related area in a major trading or investment firm
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Quantitative Finance Analyst Resume Examples & Samples
- Masters or Ph.D. degree in Statistics, Math, Financial Math or Economics
- Demonstrable ability to work on multiple projects at any one time
- A proven project manager who is well organized
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Quantitative Finance Analyst Resume Examples & Samples
- Validate equity derivative models developed by Front Office Equity-Linked Quant Group
- Help on maintaining model inventory and conducting ongoing model performance monitoring
- 1+ years experience in financial markets
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Quantitative Finance Analyst Resume Examples & Samples
- BS/BA (Finance/Accounting strongly preferred)
- Excel and data manipulation skills
- Strong Analytical capabilities
- Experience with SQL and working with large databases Desired
- Insight
- SAP/eLedger
- Python exp
- VBA exp
- Forecast/Planning Experience
- Comfort working with complex Financial Products
- Experience writing variance commentary
- Knowledge of Securitization deal structures
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Quantitative Finance Analyst Resume Examples & Samples
- Financial/ Econometric modeling skills
- Good programming skills, including in R (preferred), VBA or SAS
- Background in economics or finance
- Must possess problem solving skills and be proactive in researching concepts they are unfamiliar with
- Detailed oriented, with strong analytical skills
- Ability to translate business concepts to financial impacts
- Broad exposure to financial products, concepts and businesses
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Quantitative Finance Analyst Resume Examples & Samples
- Bachelor’s degree required in economics
- Financial/ Econometric modeling experience
- Programming experience, preferably in R
- Detail oriented with strong analytical skills
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Quantitative Finance Analyst Resume Examples & Samples
- Read and understand financial regulatory guidance and technical publications
- Interview business partners in various lines of business and control functions to understand relevant aspects of model governance, development, validation, and use
- Expertise in one of R, SAS, C++, MatLab, Java Desired Skills
- Quantitative financial experience
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Quantitative Finance Analyst Resume Examples & Samples
- Responsible for independently conducting quantitative analytics and modeling projects
- Responsible for developing new models, analytic processes or systems approaches
- Creates documentation for all activities and works with Technology staff in design of any system to run models developed
- Incumbents possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products
- Required Education/Experience: Masters with 2-5 years of experience
- Strong programming skills in SAS and SQL
- Experience with very large data sets
- Ability to work in a time sensitive, market-driven environment
- Ability to multi-task various requests
- Strong mathematical skills, especially coursework or experience in statistics, economics, financial theory, derivatives pricing or stochastic calculus
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Quantitative Finance Analyst Resume Examples & Samples
- PD/EAD/LGD credit risk models for retail, wholesale and/or structured products under the Advanced Approaches (A-IRB, SFA)
- Market risk models for economic capital estimation
- Knowledge of the Basel regulatory framework preferred
- Understanding and knowledge of model performance measures
- Minimum 2 years of experience in financial risk modeling or validation, computational, engineering or scientific research or other model development roles using SAS, R, MATLAB, SQL or any other scientific/mathematical programming environment
- Experience in quantitative risk management in a financial institution, vendor or regulator preferred
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Quantitative Finance Analyst Resume Examples & Samples
- Evaluate, understand and process large data sets from multiple client and 3rd party data sources
- Design, build, and implement cutting edge quantitative risk management methodologies used to price products and to measure exposures in the Rates, Credit Derivatives, Commodities, FX, Swaps, and Swaptions
- Lead the computation and delivery of credit risk metrics like PFE, CVA, DVA, Effective EPE, Wrong way risk, FVA, etc for collateralized and uncollaterised counterparties. Refine accuracy and reporting process of these metrics
- Test and validate models
- Utilize analytics to develop insights and identify business opportunities or risks
- Bachelor’s Degree in math, statistics, computer science, engineering, or related field
- Five years of experience in financial services
- Customer-service oriented, with an ability to collaborate cross functionally with clients
- Strong written/oral communication and presentation/interpersonal skills. Highly self-motivated and able to work independently as well as in a team environment. Preferred experience also includes: 3+ years of related work experience in a combination of derivatives valuation, market risk metrics (VaR, Stress Test), counterparty risk metrics (PFE, CVA) of Foreign Exchange, commodities, and/or Commercial Swaps Curve construction (including basis, OIS, spread, default, recovery, cross-currency), volatility cube construction, interpolation techniques, and market data validation Track record of operating independently, demonstrating creativity, being detail-oriented, and delivering timely results in a highly organized manner. Data presentation, visualization and/or dashboard development abilities a plus. Completion of MFE coursework CFA
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Quantitative Finance Analyst Resume Examples & Samples
- Work closely with the business, Market Risk, Finance/PVG and other control functions with respect to compensating controls of the models and communication of validation outcome
- In depth understanding of financial mathematics including stochastic differential equations, probability theory, statistical analysis, interest rates and credit risk modeling
- Quantitative modelling and/or validation experience in IM/VaR models is preferred
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Quantitative Finance Analyst Resume Examples & Samples
- Strong and diversified quantitative skills
- Working knowledge of the main asset classes available on the market(equities, fixed-income securities, options)
- Working knowledge of derivative financial instruments and the numerical methods used to price them
- Working knowledge of stochastic processes and stochastic calculus/integration
- Working knowledge of optimization techniques, regression techniques and Monte Carlo simulation
- Ability to understand and communicate clearly and effectively at all levels
- Ability to learn and adapt in an unexplored field, if necessary
- Team player attitude Required Skills
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Quantitative Finance Analyst Resume Examples & Samples
- Review the underlying assumptions, theory,conceptual soundness, derivationof the models, empirical evidence, calibration, implementation and limitations of the model being validated
- Perform independent testing to identify/quantify model risks associated with the models being validated
- Work closely with the business, other stakeholders other control functions with respect to compensating controls of the models and communication of validation outcomes
- Master’s or PhD in quantitative fields such as computational finance, mathematics, statistics or equivalent
- In depth understanding of statistical concepts and model development & validation processes
- 3 to 5 years experience in financial services industry building or validating models
- Familiar with SR11-07 and related requirements on model risk
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Quantitative Finance Analyst Resume Examples & Samples
- Member of the VaR backtesting team based in NY
- Supporting the daily process around backtesting setup and maintenance, execution and exception analysis – liaising with Middle Office, Finance, Enterprise Capital Management and Market Risk Management
- Working with the VaR model development team to understand our VaR model implementation and assess the impact of model limitations on our backtesting results
- Supporting process improvement and automation initiatives
- Assisting in the production and presentation of reporting packages and analysis for senior management, governing committees and regulatory bodies
- Defining and prototyping the toolsets needed to run and analyse the FRTB Backtesting and P&L attribution tests
- Masters degree in quantitative fields such as mathematics, statistics, physics or equivalent
- 3+ years of work experience in Market Risk or Market Risk Analytics
- Strong knowledge of Var modeling techniques
- Experience in investigation of back-testing exceptions and data analysis
- Strong knowledge of traded products
- Ability to multitask with strong time management skills
- High level of attention to details
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Quantitative Finance Analyst Resume Examples & Samples
- Perform PPNR modeling, PPNR back-testing and stress testing reconciliation
- Responsible for mapping and populating DFAST result templates
- Assist in stress testing aggregation and capital projection
- Partner with business lines to ensure reasonableness of stress testing data, assumption and results
- Perform ad-hoc capital analyzes to support capital decision making process
- Maintain stress testing documentation and provide support for model validation, audit and supervisory reviews
- 3+ years ALM modeling or relevant experience
- Highly motivated with strong analytical skills
- High level computer proficiency (MS Excel, Access, SQL, AQT, PowerPoint)
- Understand and be able to use statistic regression to support stress test
- Ability to handle multiple tasks and work well in time-sensitive environment
- Communicate clearly and concisely in verbal & written form
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Quantitative Finance Analyst Resume Examples & Samples
- 5+ years in an application development role
- Object-oriented application development experience
- Python 2.65 or 2.7
- SQL development (writing queries, analysis of existing SQL queries)
- SQLServer, DB2, Teradata
- Excellent communications skills, both oral and written
- Testing (including unit tests) and reconciliation of results
- Experience handling large data sets
- Degree in a technical field (computer science, financial mathematics, engineering, physics)
- Experience with analytic finance, especially within a large financial institution
- C++ (other projects in the group are developed in C++ and this candidate may get opportunities to work on those projects)
- SAS programming (just to understand logic of existing SAS scripts)
- Excel/VBA (just to understand logic of existing Excel spreadsheets)
- Experience writing mathematical algorithms for scientific computing
- Experience with distributed computing
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Quantitative Finance Analyst Resume Examples & Samples
- Conduct detailed analyses of operational loss data; Develop scripts/code to automate data reviews, trend analyses, and outlier detection
- Challenging current data analysis and data collection assumptions as needed
- Developing code to conduct data reviews and independent testing of collected data
- Writing technical reports for distribution and presentation to senior management, model developers, audit and bank regulators
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Quantitative Finance Analyst Resume Examples & Samples
- Masters degree in a quantitative field with 2+ years of quantitative modeling experience or PhD in a quantitative field
- Knowledge of banking products and services
- Experiences with a statistical analysis package such as SAS or R
- Ability to interact with model implementation team
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Quantitative Finance Analyst Resume Examples & Samples
- Variance analysis and reporting of monthly and quarterly changes in wholesale capital
- Responsible for investigating and explaining key drivers
- Work closely together with the capital line of business teams to stay up to date about expected commercial portfolio changes
- Preparing regulatory reports related to B3 advanced and B3 standardized RWA
- Involved in setting up requirements for potential model changes
- Responsible for reviewing model changes. Working closely together with Technology team
- Indebt analysis of changes in upstream data that impact the wholesale capital calculator
- Responsible for complex finance activities around capital calculation, reporting and/or analysis to support the Bank's capital initiatives utilizing a thorough understanding of Basel III
- Understand changing regulatory capital framework and its impact on business, including the management of capital
- Estimate the capital impact for new or existing transactions and products
- Estimate the capital impact for potential changes in the Basel rules
- Bachelor or higher college degree in a financial or quantitative field
- Thorough analytical ability and problem solving capacity
- Experience with complex financial calculations
- Can work independently but delivers as a strong team player
- 2+ years of relevant banking/finance experience
- SQL experience or other programming language
- Masters degree in Accounting/Finance or CFA desired
- Knowledge of Basel III regulatory capital rules
- Familiarity with credit or market risk
- Good understanding of Commercial products
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Quantitative Finance Analyst Resume Examples & Samples
- Design, estimation, and execution of behavioral models
- Independently conducting quantitative analytics and complex modeling projects
- Leads efforts in development of new models, analytic processes or system approaches
- Creates documentation for all activities and may work with technology staff in design of any system to run models developed
- Incumbents possess strong quantitative/analytic skills and are able to influence strategic direction, as well as develop tactical plans
- Integrate seamlessly in a global organization of analytical associates dedicated to best in class modeling and analysis in support of world class risk management capabilities and culture
- Master’s degree in a quantitative field with 2+ years of quantitative modeling experience or PhD in a quantitative field
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Quantitative Finance Analyst Resume Examples & Samples
- Minimum of 1-3 years of quantitative modeling experience
- MS or PhD Degree in Economics, Econometrics, Statistics, Engineering, Mathematics, Operation Research, Finance, or related subject
- Experience & proficiency in programming languages such as SAS, R, Matlab
- Ph.D. preferred
- Relevant work experience in econometric modeling, macroeconomic forecasting, financial market analysis, statistical and or data analysis
- Strong technical skills preferably R and or SAS
- Knowledge of time series modeling
- Knowledge of financial market, CCAR and stress testing
- Ability to work in a time sensitive, market driven environment
- Ability to articulate technical details to varying audiences in both writing and verbal communication
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Quantitative Finance Analyst Resume Examples & Samples
- Highly numerical degree MSc or PhD(preferred) in Statistics, Financial Mathematics, Mathematics, Physics or Engineering
- Strong programming skills; Python, SQL, C++, VBA, LaTex, Statistical packages (e.g. SAS, R)
- The ideal candidate would have 0-2 years of industry experience working in a modeling focused role
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Quantitative Finance Analyst Resume Examples & Samples
- Provide subject matter expertise to the wider audit group
- Engaging professional in trading and risk management in frequent dialogue regarding portfolios, markets, positions, liquidity, funding, pricing, valuation, etc
- Advanced degree in a quantitative field (mathematics or physical sciences, engineering, etc.), finance, or economics
- Being able to travel up to 25% of the time
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Quantitative Finance Analyst Resume Examples & Samples
- Strong presentation skills; capable of presenting stress results to management and in stress testing governance forums
- Strong computer skills - MS Office, SQL, Access
- 3+ years experience in counterparty credit risk analysis preferred
- Master degree in a quantitative discipline or finance/economics, preferred, but not required
- Deep knowledge / subject matter expertise in at least one of these areas: OTC derivatives or Financing/Securities Lending products
- Experience with stress testing and/or CCAR preferred
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Quantitative Finance Analyst Resume Examples & Samples
- Validate XVA system models and feeder models of banks counterparty systems developed by Quantitative Strategy Group and Global Risk Analytics, including all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity, Credit, Mortgage, as well as collateral exposure modelling
- Work closely with the model stakeholders (business, Market Risk, Finance/PVG and other control functions) with respect to compensating controls of the models and communication of validation outcomes
- Maintain a sub-portfolio of model inventory and perform annual model reviews, on-going monitoring reviews, Required Actions Items closure and etc
- PhD in quantitative fields such as mathematics, statistics, physics or equivalent
- In depth understanding of financial mathematics including stochastic calculus and probability theory, as well as derivative pricing and risk models including interest rates and credit risk modelling
- Strong coding ability in C++, Python or R is a plus
- Being critical thinking, intellectually curious, detailed-oriented, well-organized, quick learning and a team player with good communication skills (both written and verbal)
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Quantitative Finance Analyst Resume Examples & Samples
- Develop dashboards to visualize the credit portfolio and recommend actions
- 2-3 years of relevant work experience
- Comfort in programming languages (SQL, R, SAS, etc.)
- Advanced Excel, SQL, Hadoop and Tableau expertise desired
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Quantitative Finance Analyst Resume Examples & Samples
- Executing model runs for model analytics/research and development purposes (e.g. impact analysis, tie-out, sensitivity analysis, model error decomposition analysis)
- Developing SAS/python/shell scripts to optimize and streamline model execution process and model result aggregation and reporting process to facilitate model research and testing
- Implementing portfolio, macro econ and model analytic report prototypes in Tableau, SSAS, SSRS, Excel etc and work with data and reporting team to productionalize reports
- Designing, developing and optimizing portfolio and model analytic tools
- Conducting model, actual, portfolio related research
- Candidate with expertise in programming required
- Degree in quantitative field
- Advanced Degree in quantitative field. PdH preferred
- Familiar with home equity and mortgage products
- Proficiency in SQL/SAS/VBA/C++/python/Tableau or SSRS desirable
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Quantitative Finance Analyst Resume Examples & Samples
- Masters or foreign equivalent in Computational Finance, Mathematics, Statistics, Physics or related fields
- 2+ years’ experience in financial markets
- Comprehensive knowledge in statistical analysis; time series analysis; Markov chain transition models and predictive modeling
- Experienced in mathematical package SAS, Matlab or R
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Quantitative Finance Analyst Resume Examples & Samples
- Leading the development efforts of new models and diagnostic tools,
- Define and enhance the bank credit and market risk methodologies,
- PhD in a quantitative field Mathematics, Physics, etc. (PhD in Statistics is preferred)
- 3-5+ (VP) 0-3 (AVP) years of experience working in developing quantitative models (Front office or Risk)
- Advanced knowledge of statistics and mathematical finance
- Direct experience in financial modeling implementation
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Quantitative Finance Analyst Resume Examples & Samples
- Is respectful of and curious about what he/she does not know
- Thinks holistically with business and economic intuition
- Listens and learns about model uses, data analysis and sources, technology implementation, credit risk and business , regulation and regulatory guidance, macro/market/credit economics, accounting, capital, stress testing, allowance for loan lease losses
- Executes and is over-prepared and under-whelmed
- Integrates seamlessly across complex set of stakeholders, internal partners, external resources
- Becomes aware and is flexible, adaptive, and proactive
- Is compelling in verbal, non-verbal and writing and communicates with intention
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Quantitative Finance Analyst Resume Examples & Samples
- Undergraduate of graduate degree in a quantitative discipline such as Mathematics, Physics or Economics
- Excel/VBA/SQL proficiency
- Some programming knowledge in languages such as python or C++
- Knowledge of FICC products mainly in credit, interest rates, and FX area
- Statistical programs such as R and some statistics knowledge
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Quantitative Finance Analyst Resume Examples & Samples
- MA/MS or equivalent degree with emphasis in finance or quantitative disciplines (progress toward CFA or FRM professional designation is a plus)
- At least 3-4 years of experience in related fields such as risk management, finance and/or product control
- Experience with pricing libraries and modules,
- Understanding of stress testing framework
- Coding skills: python, C++
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Quantitative Finance Analyst Resume Examples & Samples
- Developing and implementing new forecasting models or enhancing existing models
- Maintaining & developing the mathematical framework and code for loss forecasting models
- Producing clear and coherent technical documentation for internal and regulatory purposes
- MSc or PhD in Statistics, Econometrics, Mathematics or other scientific discipline
- 5+ years experience in credit risk preferable in
- IT skills: Python, Statistical packages (e.g. SAS, R), C++, VBA, LaTex
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Quantitative Finance Analyst Resume Examples & Samples
- Working on the model development of revenue forecasting for GBAM in the context of CCAR including
- In depth knowledge of statistics skills: good understanding of statistical models is needed, PhD in Statistics is a definite plus, and a specialisation in econometrics and time-series are highly desirable
- The projection engine is currently done in R, so experience coding in R would be a plus
- Good communication skills (both written and verbal): we will need to defend the models in front of model risk management (MRM) and explain them in an easy way to the business
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Quantitative Finance Analyst Resume Examples & Samples
- Proactively monitor and remediate any market data issues that is used in production risk measurement and reporting
- Ensure the completeness, validity, and accuracy of market data on a daily basis
- Work with business data users to define the use of data within various risk systems. Work closely with technology to ensure the timely and accurate data processing on biweekly (weekly) schedule
- Implement effective market data controls of our data processes and systems
- Participate in user acceptance testing of data control processes
- Work with other groups as needed, including Reporting, Back Testing, Enterprise Stress Testing and various Technology groups to ensure effective controls over market data for GBAM
- BA/BS or equivalent degree with emphasis in finance or quantitative disciplines strongly desired but will consider proven relevant experience
- A broad knowledge across financial products and asset classes and an understanding of Value at Risk (VaR) and its use in the risk management area
- Progress toward CFA or FRM professional designation is a plus
