Quantitative Manager Resume Samples
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Quantitative Manager Resume Samples
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MR
M Reinger
Martina
Reinger
4645 Dena Underpass
Phoenix
AZ
+1 (555) 532 8608
4645 Dena Underpass
Phoenix
AZ
Phone
p
+1 (555) 532 8608
Experience
Experience
Houston, TX
Quantitative Manager
Houston, TX
O'Reilly-Bosco
Houston, TX
Quantitative Manager
- Working with clients in a problem solving environment utilizing existing tools or in some cases, developing new tools
- Assisting on business development opportunities which may include “proof of concept” studies for clients
- Performing asset and derivative valuations using various valuation tools & methods
- Reviews model results and provides model insights
- Providing insight and commentary on various approaches, advantages and shortcomings of modeling price behavior, plant characteristics with technically correct approaches that acknowledge the constraints and limitations of the real commodity markets
- Conducts complex quantitative analysis as it applies to areas of responsibility such as key business areas or specific types of models at a high level of complexity and risk
- Hire, supervise, and coach quantitative analysts. Provide mentoring and training to accelerate development of technical, modeling process, and business knowledge
Los Angeles, CA
Market Risk Quantitative Manager
Los Angeles, CA
Bernhard-Dietrich
Los Angeles, CA
Market Risk Quantitative Manager
- Construct test data, design and perform systems tests, identify and correct performance deficiencies, and document accordingly
- Utilize advanced SQL to perform data-mining of historical data
- Perform other duties and responsibilities as assigned by the Chief Risk Officer
- Create and maintain analytical tools for monitoring portfolio hedging and risks
- Provide recommendations on enhancing existing analytical models and designing new models
- Establish and monitor risk-based exposure limits and report exceptions within and across firm's trading groups
- Perform analyses of daily risk reports, reconciling, investigating, and correcting data/position anomalies
present
Philadelphia, PA
Risk Quantitative Development Project Manager
Philadelphia, PA
Keebler-Terry
present
Philadelphia, PA
Risk Quantitative Development Project Manager
present
- Identify and communicate process improvement opportunities working with the LOB(s) on the Client Migration implementation
- Establish and maintain project metrics for the Americas
- Establish project governance forum(s)
- Delivering through the standard based framework tool for portfolio and reporting such as Clarity
- Supporting the product and business development and execution of plans for a successful implementation
- Liaise with functional streams to ensure alignment with overall roadmap plans and evolving business priority agenda
- Demonstrated success in delivering projects on-time and on-budget
Education
Education
Bachelor’s Degree in Statistics
Bachelor’s Degree in Statistics
Hofstra University
Bachelor’s Degree in Statistics
Skills
Skills
- Ability to distill complex mathematical concepts into actionable results for senior management
- Demonstrated proficiency in basic computer applications, such as Microsoft Office software products
- Strong work ethic; promote and conduct continued development of personal and associate knowledge base and technical skills
- Strong problem solving skills
- Ability to travel, occasionally overnight
- Strong written and verbal communication skills
- Ability to manage projects and teams to successful outcomes
- Eight years of relevant experience, or equivalent financial industry experience developing, documenting, implementing, or validating quantitative models
- Effectively communicate and manage competing organizational priorities
- Seven years SAS experience with demonstrated application to large data problems of Data Step, SQL, SAS Macros, and relevant statistical procedures
13 Quantitative Manager resume templates
Read our complete resume writing guides
1
Quantitative Fixed Income Risk Manager Resume Examples & Samples
- Regularly monitoring risks in the portfolios and presenting pertinent analyses on risk and performance to senior risk managers and portfolio management teams
- Helping portfolio managers apply proprietary portfolio construction and alpha generation techniques
- Performing ad-hoc analyses to help address real-time demands of senior members of the team
- Performing quantitative analysis across fixed income asset classes to help improve investment process
- Helping to define the analytical and risk management’s needs for adequately monitoring risks
- Industry work experience of 3-5 years in risk management, research or portfolio management
- Knowledge of fixed income markets, fixed income analytics
- Understanding of fixed income investment and portfolio construction
- Excellent quantitative and analytical skills
- Familiarity with BRS Aladdin investment management platform is desirable
2
Tax Senior Manager National Tax-international Tax Quantitative Services Resume Examples & Samples
- A bachelor's degree in accounting and approximately 8 years of related work experience; or a graduate degree in law or tax and approximately 7 years of related work experience
- A minimum of5 years of relevant tax experience with a Big 4 public accounting firm or equivalent experience in business or industry
- CPA certification
- Excellent quantitative and modeling skills
- Excellent managerial, organizational, technology and verbal/written communication skills
3
Tax Manager National Tax Quantitative Services Resume Examples & Samples
- Possessing or being capable of developing a broad tax technical fluency across the full suite of QS services, while having an identified “fast ball” in one or two specific QS services
- Possessing or being capable of developing a thorough understanding of QS methodologies and tools to enhance service delivery; keeping team members informed of work status; proactively seeking assignments when unassigned; challenging traditional procedures used in the past; and attempting to find new, efficient approaches
- Manage key components of multiple tax engagements, including strategy, planning, risk assessment, team management, engagement economics and delivery of timely and high-quality work product that exceeds internal/external client expectations
- Building strong and lasting client relationships by providing exceptional client service
- Passionately develop and guide staff and other junior tax professionals by ensuring team responsibilities are consistent with skills and developmental goals
- A bachelor's degree with an emphasis in accounting, finance, or a related field and a minimum of 4 years of relevant tax experience or equivalent experience in business or industry
4
Tax Senior Manager National Tax Quantitative Services Resume Examples & Samples
- Possessing a broad tax technical fluency across the full suite of QS services, while having an identified “fast ball” in one or two specific QS services
- Possessing a thorough understanding of QS methodologies and tools to enhance service delivery; keeping team members informed of work status; proactively seeking to assign work to those with availability; challenging traditional procedures used in the past; and attempting to find new, efficient approaches
- Continually building tax technical competence of QS service offerings by keeping up to date on trends, developments, and technical authorities and by looking for opportunities to apply that knowledge
- Identifying those companies who may benefit from one or more QS services and initiating conversations with them regarding EY capabilties and benefits of using EY resulting in new engagements
- Oversee key components of multiple tax engagements, including strategy, planning, risk assessment, team management, engagement economics and delivery of timely and high-quality work product that exceeds internal/external client expectations
- A bachelor's degree with an emphasis in accounting, finance, or a related field and a minimum of 8 years of relevant tax experience or equivalent experience in business or industry
- CPA, JD or Enrolled Agent certification
5
Quantitative Financial Manager Resume Examples & Samples
- PhD in a quantitative field (statistics, econometrics, applied mathematics, physics, etc). MS with strong experiences will also be considered
- People with Master degrees, strong working experiences and demonstrated abilities will also be considered
- Experiences in risk modeling (wholesale credit, retail credit, operational risk, market risk -VaR, or treasury liquidity risk/deposit modeling) are necessary
- The individual should have a sound understanding of multivariate statistics, and the ability to work on large databases and to transform technical research into working models
- The implementation work will require a strong knowledge and demonstrable experience of programming in Matlab, SAS, R, C
- Team work, commitment, and hardworking are a must
- Minimum 2 years relevant experience is required
- Outstanding candidates with no industry experiences will be considered for lower level positions
6
Senior Quantitative Technology Integration Manager Resume Examples & Samples
- Work with business partners and quant modelers in understanding the business needs, strategic direction on analytical needs and how the work in hand fits with broader objectives of the group
- Understand basic aspects of analytical model and different types of design principles to effectively design and deliver solutions to integrate quant models into various applications
- Deliver end to end technology solutions to meet key business needs and stakeholder expectations
- Lead & manage technology teams to build solutions that are modular, flexible and resilient
- Lead & manage teams to build the necessary data repositories for research and implementation of quant models and applications. Researching data needs for model innovation
- 10 - 15 years of professional experience in development and/or technology delivery role of larger projects/ programs
- Masters in Computer Science, Management Information Systems, Financial Engineering or Mathematics
- Development experience with each of the following
7
Release Manager, Rates Quantitative Analysis Resume Examples & Samples
- Monitoring tests on all platforms and releasing daily builds to global locations
- Managing UAT and Production releases
- Monitoring builds in TeamCity on solaris, linux and windows
- Recording and assigning user enquiries to the group
- Managing our Excel and python test framework
- Some tools enhancement and development (python, VBA) Extensive training will be given and it is expected that some of this will require travel to London for a few days at a time for the first 3-6 months as a minimum
- Experience of Excel, Python and Subversion would be useful
- Experience of Linux/Solaris would be helpful
- Experience of Access, Jira would be useful but not essential
- Experience of VBA/C++ development would be useful but not essential
- Proven attention to detail
- A numerate background Competencies
- Good written and spoken English with good interpersonal skills
- A key requirement for this role will be the ability to work effectively with people
8
Manager, Quantitative Audit Resume Examples & Samples
- Assessment of logic designed to monitor model behaviour for robustness and completeness
- Masters degree in Statistics, Mathematics, Mathematical Finance, Physics, Engineering or other relevant background required
- Experience in people management preferred
9
Market Risk Quantitative Manager Resume Examples & Samples
- Independently measure and monitor, via profit/loss distributions, stress tests, and scenario analyses, all material market and credit risk exposures in the firm's equity, fixed income, and interest rate derivative trading books, and report those exposures to senior level management and the Board so as to protect the firm's capital from excessive risk-taking in its revenue generating activities
- Establish and monitor risk-based exposure limits and report exceptions within and across firm's trading groups
- Design, develop, and implement a wide variety of theoretical and market-based pricing approaches using third-party and internally-developed pricing tools to validate fair value estimates of interest rate and equity derivatives, such as swaps, swaptions, caps, floors, and equity options, and a wide variety of complex and illiquid fixed income securities, including auction rate securities and highly structured mortgage products
- Interact with Accounting, Finance, Financial Reporting, internal and external auditors, Trading Operations, and individual traders and trading desk managers as final arbiter of FAS 157 fair value for all securities and derivatives positions in the firm
- Provide quantitative modeling and product expertise in developing enterprise net interest income and capital models with senior management and the Enterprise Risk team
- Independently validate discounted cash flow pricing models and factor evolution models employed at the bank
- Participate in bank's ALCO and Investment Committee meetings, providing opinions on ALM assumptions and models concerning term structure and valuation of structured private-label mortgage backed securities
- Generate measures of counterparty credit risk, including potential future exposure, peak exposure, and exposure profiles, for over-the-counter derivatives positions held in the derivatives trading book and at the bank
- Develop exposure measures for Credit Risk Team of settlement risk of equity and fixed income trading books
- Identify existing trends and potential threats to the firm stemming from movements in market factors and report them to the Chief Risk Officer
- Perform risk analyses that differentiate between trading-based and empirically-derived valuation assumptions
- Design, develop, and implement frequentist-type probability models of multivariate time series data
- Design, develop, and implement subjective, a priori Bayesian probability models that recognize parameter uncertainty due to limited relevant data
- Implement combinations of frequentist and subjective probability models when projecting potential losses on trading positions and other assets and liabilities under adverse market movements
- Perform daily market risk analysis including generation of daily operational reports and analysis of VaR, stress tests, and other market risk exposures, including key rate durations, key rate 01s, and spread 01s
- Perform analyses of daily risk reports, reconciling, investigating, and correcting data/position anomalies
- Validate independently that fixed income trading books are appropriately marked-to-market on a regular basis
- Provide recommendations on enhancing existing analytical models and designing new models
- Develop methodologies for satisfying upcoming U.S. regulatory requirements
- Create and maintain analytical tools for monitoring portfolio hedging and risks
- Evaluate, validate, develop, and implement credit and market risk measurement models and applications
- Assess business strategies and related risk/control infrastructures
- Prepare, distribute, and support existing credit and market risk reports
- Communicate with third party vendors
- Design and implement market risk exposures within credit risk reporting
- Liaise with IT in designing and implementing an enterprise-wide credit risk system
- Utilize advanced SQL to perform data-mining of historical data
- Maintain historical data of market and credit risk reporting
- Develop derivative and capital market instrument pricing methodologies and tools
- Perform due diligence, product design, and pricing studies for products
- Identify technical and industry trends and related solutions
- Construct test data, design and perform systems tests, identify and correct performance deficiencies, and document accordingly
- Perform other duties and responsibilities as assigned by the Chief Risk Officer
- Mathematical finance, statistics, econometrics, financial economics, and actuarial mathematics
- Derivatives pricing, option theory, interest rate term structure modeling, Value at Risk (VaR), asset/liability management, and structural and reduced form credit risk portfolio modeling
- Stochastic Calculus, Brownian Motion, PDE Modeling, GARCH dynamic volatility models, extreme value theory, fractals, basics of multivariate modeling including copulas and other measures of dependence, as well as dimension reduction techniques such as principal components analysis (PCA.)
- Banking, finance, and securities industry operations from the perspective of banks as well as broker/dealers
- Financial markets, with advanced understanding of fixed income derivatives and structured mortgage products
- Advanced concepts, practices and procedures of systems analysis and programming, organizational functions, and business processes
- Visual Basic, VBA/Excel, Access, SQL, C/C++
- Implementing advanced risk theories and concepts in workable models
- Utilizing high-level computational mathematical skills including numerical techniques such as finite differences and Monte Carlo simulation methods
- Identifying system requirements and developing technology solutions
- Identifying program interactions and interfaces
- Writing systems specifications
- Developing new or modifying existing analytical tools and data management/access/querying systems
- Developing files, input documents, reports, screens and user procedures
- Critical thinking, problem solving, creativity
- Conduct research to assess probability and severity of risk
- Conduct statistical analysis to evaluate risk, incorporating both frequentist and Bayesian methods
- Stay abreast of industry best practices, procedures, and techniques
- Analyze business processes and procedures to identify improvement opportunities
- Provide technical advice and training
- Communicate effectively, both orally and in writing
- Remain adaptable and resilient while working in a sometimes high-stress environment
- Develop and maintain an effective working relationship with external and internal clients
- Integrate third-party risk management software and processes
- Acquire competence in quantitative methods for time series modeling and credit risk
- Partner with other functional areas to accomplish objectives
- Incorporate needs, wants, and goals from different business unit perspectives into system designs
- Provide high level customer service
- Comply with established standards and procedures
- Determine appropriate actions in emergency situations to maintain data security
- Establish and maintain effective working relationships at all levels of the organization
- Bachelor's Degree in Finance, Computer Science, or Economics and a minimum of ten (10) years relevant analysis experience in a financial services environment
10
Manager, Quantitative Credit Risk Resume Examples & Samples
- Minimum 5 years of experience in a risk quantitative position required
- Minimum 5 years of technical experience obtaining information from disparate sources, including production and ad hoc systems, linking and analyzing the information, performing data integrity checks and exploratory data analysis required
- Minimum 5 years of experience with SAS or other modeling or statistical software required
- Must be in good standing under “The Secure and Fair Enforcement for Mortgage Licensing Act of 2008” (Safe Act) and must be registered/licensed with the “Nationwide Mortgage Licensing System and Registry”; or must be able to be registered under the Safe Act
- Advanced degree in statistics/finance/economics or other quantitative field preferred
- Database experience, SAS or Statistical (including statistical modeling), SQL, VBA, and Business Objects
- Knowledge of general lending products (specifically for commercial lending)
- Experience in quantitative analysis, preferably in the financial services industry with an emphasis in the area of risk management
- Strong background and practical experience in statistical or econometric modeling, model validation, DFAST, Basel II, economic capital and stress testing methodologies
- Experience in macroeconomic forecasting, credit risk forecasting and incorporating macroeconomic variables in credit risk models
11
Quantitative Manager Resume Examples & Samples
- Working with clients in a problem solving environment utilizing existing tools or in some cases, developing new tools
- Assisting on business development opportunities which may include “proof of concept” studies for clients
- Financial modeling including the use of Black-Scholes and similar GBM approaches for derivative and physical valuation
- Theoretical understanding/experience in stochastic processes beyond GBM or mean-reverting lognormal processes desired
- Valuation, risk and financial depiction of power, natural gas, oil, transport, storage and processing Qualifications
- Theoretical understanding/experience in LP modeling for refineries desired
- Processing large quantities of data via spreadsheet / VBA and other means
- Wholesale financial and physical instruments in power, gas, petroleum and other commodity markets
- Working knowledge of retail product structures offered in the power and gas markets and typical approaches in determining risk and searching for optimal hedges
12
Quantitative Valuation Manager Resume Examples & Samples
- Manage engagements including all financial aspects
- Show good understanding of all solution areas in the business modelling team and develop opportunities for selling wider modelling services both internally and externally
- Respond quickly to client requests for information or guidance, referring the issue to more senior staff where appropriate
- Recognize opportunities to contribute to client issues when they arise and assist in providing solutions
- Build effective working relationships with individuals, organizations, clients and EY teams
- Be actively involved in sales proposals to our target clients; attend and participate in sales presentations
- Apply a basic range of EY services and products in meeting clients' needs; identify broader opportunities for EY
- Help people to develop through effectively supervising, coaching, mentoring and providing feedback for all levels of staff
- Participate fully in the group's internal training programs
- Determine own learning and career development objectives, agree and manage own development plan
- Contribute to the EY knowledge database and specific knowledge sharing initiatives
- Support recruitment activity for the team
- Analytical in approach
- Likely to be a subject-matter (solution or industry) expert in one or more fields
- Ideally possess an accounting qualification
- High degree of personal drive and motivation to succeed
- Proficiency in Arabic language skills are highly desirable
13
Tax Manager Quantitative Services St Louis Resume Examples & Samples
- A bachelor's degree and approximately 5 years of related work experience; or a graduate degree and approximately 4 years of related work experience
- A degree, preferably with an emphasis in accounting, finance, or a related field; an advanced degree in tax or law preferred
- Broad exposure to federal income taxation
- Familiarity or skill in IRS tax controversy and statistical sampling desired
14
Tax Manager Quantitative Services Financial Services Office Resume Examples & Samples
- A minimum of 4 years of relevant tax experience or equivalent experience in business or industry
- Excellent managerial, organizational, project management, and verbal/written communication skills
- The ability to work well in a team environment and be comfortable supervising teams of EY personnel and client personnel
15
Senior Manager, Quantitative Assurance Resume Examples & Samples
- Performing an engagement leadership role on derivative valuation and market risk assignments, including negotiating scope and budgets, managing and contributing to delivery, performing technical review of work completed and ensuring deliverables meet both client expectations and EY standards
- Developing new market offerings and propositions in the derivatives valuation space
- Managing financial aspects of client engagements and communicate significant issues, fees, and estimates to complete to partners and clients
- Assisting partners and directors with generating new business opportunities and building client networks and relationships. You may be called on to Contribute or lead proposals for advisory and assurance work
- Understanding all our service offerings and actively identify opportunities to better serve clients and Build strong internal relationships with Assurance/Advisory and across other services
- Experience gained in a consulting organisation preferably on assurance support is advantageous
- Deep experience and know how around practical derivative pricing and risk models preferably gained at an investment bank
- Familiarity with the structure and process supporting derivative and market risk models
16
Manager, Quantitative Assurance Resume Examples & Samples
- Develop and enhance valuation models and validation processes. Acting as a reviewer to the various reports and model valuations produced
- Document and communicate through technical reporting findings and recommendations of the engagement
- Ensure timely delivery of analysis and solutions within a project management framework
- Develop and manage various aspects of the client engagements covering fees, issues and completions times to clients, senior management and audit
- Develop people through effectively supervising, coaching, and mentoring all levels of staff
- Project management experience preferably within a financial institution
- Deep experience and know how around practical derivative pricing and risk models preferably gained at an investment bank or large financial institution
17
Risk Quantitative Development Project Manager Resume Examples & Samples
- Ensure assigned client migrations are completed within agreed upon timelines and with full accountability for end-to-end process
- Coordination with the business work groups and CCB SAS Steering Committee to address further changes to requirements, priorities or reallocation of current platform capacity throughout the program
- Managing detailed plans and timelines for the initiation, requirements, design and build phases of the program
- Driving the execution of environment testing for system integration, user acceptance for internal JP Morgan and clients
- Leading/participating in meetings at the operational, project and executive level, providing continuous feedback on project status; offering constructive options to ensure projects track to business expectations
- Identifying resourcing/scheduling conflicts/changes to project scope
- Functioning as an escalation point to keep all parties aware of overall project impact, facilitating management decisions at the earliest possible time. Also, recognizing key issues and risks and facilitating teams to solution or escalate to senior management
- Delivering through the standard based framework tool for portfolio and reporting such as Clarity
- Supporting the product and business development and execution of plans for a successful implementation
- Manage PM’s establishment of project plan, working closely with business partners, including technology, Finance, Product, Operations and Cross-Business teams formalize project team, define deliverables, milestones and dates
- Identify and communicate process improvement opportunities working with the LOB(s) on the Client Migration implementation
- Liaise with functional streams to ensure alignment with overall roadmap plans and evolving business priority agenda
- Establish project governance forum(s)
- Monitor and report on portfolio and project progress leveraging Clarity as required for compliance
- Identify, manage, and where appropriate, escalate, project risks. These can include cost over-runs, scope creep, and resource contention
- Establish and maintain project metrics for the Americas
- Participate in the annual Investment Initiative process
- Provide periodic status reporting to CCB PMO as needed
- 7+ years of related industry experience in support of Programs and Projects in the financial services industry. Experience in delivery of the technology realm of financial services is a key advantage
- Demonstrated ability to work in a team environment, yet ability to navigate the landscape
- Strong project management and leadership skills
- Ability to work in a deadline driven, result oriented environment
- Demonstrated success in delivering projects on-time and on-budget
- Strong time management skills. Well organized and able to multi-task
- Good management skills, with ability to work well across disciplines, business lines, and geographies
- Excellent analytic skills, with a focus on risk identification and mitigation
- Excellent knowledge of MS Office applications especially MS Project, Project Server
- Excellent knowledge of Clarity a plus
- Ability to navigate JPMorgan and familiarity with JPMorgan's project lifecycle process a definite plus
- Knowledge of SAS preferred
18
Tax Services Senior Manager National Tax-international Tax Quantitative Services Resume Examples & Samples
- Design and execute complex ITqS projects with clients. Projects will include assisting clients with US international information reporting, computing US tax attributes related to international operations, modelling the impact of proposed US international tax legislation, and advising clients on improvements to their tax provision process
- Develop and implement quantitative tools and processes
- Provide thought leadership by drafting Tax Alerts and articles on ITqS technical developments for internal and external publication and teaching internal EY training courses on international taxation
- A bachelor's, masters or Ph. D in business, finance, economics, management, policy analysis or allied field (e.g. quantitative methods)
- Must have either a US CPA license or be a member of US State bar
- Minimum of 8 years of work experience in a professional services or professional tax organization,
- Excellent verbal/ written communications skills
- Ability to work in fast paced professional services environment
19
AML SAS Quantitative Review Manager Resume Examples & Samples
- Provide subject matter expertise of transaction monitoring scenarios algorithms and analytical queries in support of the bank's strategic efforts to mitigate money laundering and terrorist financing risk
- Oversee activities related to AML/ATF scenario performance review and tuning methdology
- Create and maintain a structured documentation process to demonstrate an effective scenario review program to satisfy audit, compliance, and regulatory requirements
- Provide solutions where there is a need for advanced quantitative, statistical, and analytical skills
- Build and maintain an effective work environment by prioritization of work, clarification of next steps, and effective delegation in order to meet multiple deadlines and achieve desired results
- Encourage and foster positive working relationships with internal business partners and an environment of ongoing employee development and feedback
- Coach, develop and conduct performance reviews for direct reports
20
Quantitative Database Manager & Developer Resume Examples & Samples
- Strong quantitative programming skills (preferred: Matlab/R, SAS)
- Strong data analysis skills (working with incomplete, mismatched and erroneous data), formal statistical training is preferred
- Experience working with financial data (Factset, Bloomberg, Thomson Reuters Quantitative Analytics, I/B/E/S, Compustat, or Worldscope)
- Expertise in database design, query optimization and SQL development (Oracle preferred)
- Experience in working with large databases (financial preferred)
- Advanced knowledge of technology architecture and best practices
- Attention to detail and quality outcomes
- Be a team player with a co-operative can-do attitude
21
Quantitative Manager Resume Examples & Samples
- Hire, supervise, and coach quantitative analysts. Provide mentoring and training to accelerate development of technical, modeling process, and business knowledge
- Facilitate effective corporate governance and oversight through active participation in the management of the model lifecycle. Develop, maintain, and supervise monitoring, performance reporting, and change-management processes. Work with stakeholders to ensure models fulfill the business objectives set for them
- Act as an effective advocate to ensure user understanding and acceptance of models and analysis, including written and verbal presentations to model users, stakeholders, managers, and oversight groups
- Ensure projects and processes comply with BB&T requirements for model documentation, validation and other policy requirements; manage validation issue remediation and work performed to address validation recommendations
- Meet with and respond to inquiries from internal and external audit teams. Ensure models and processes are in compliance with applicable guidance and standards
- Direct (perform as necessary) other analytical activities, as requested by executive management
- Participate on cross-functional teams to support organizational objectives as required. Negotiate positive outcomes through interactions with Senior Management, business partners, and assurance functions
- Continuously broaden and deepen expertise in analytical and management methods via self-directed research and training
- For model validation roles, provide guidance and feedback for analyst validation reports, ensure model validation plans and timelines are met and provide model and model governance updates and status for the Chief Model Risk Officer and Executive Management
- Eight years of relevant experience, or equivalent financial industry experience developing, documenting, implementing, or validating quantitative models
- Seven years SAS experience with demonstrated application to large data problems of Data Step, SQL, SAS Macros, and relevant statistical procedures
- Strong work ethic; promote and conduct continued development of personal and associate knowledge base and technical skills
- Recruit, maintain, and manage a team of quantitative analysts; delegate effectively to resolve organizational requirements
- Ability to distill complex mathematical concepts into actionable results for senior management
- Effectively communicate and manage competing organizational priorities
- Ability to manage projects and teams to successful outcomes
- Master’s degree/PhD
- BB&T Leadership Institute – Mastering Leadership Dynamics (FARR)
22
Manager, Quantitative Analysis Resume Examples & Samples
- Performing economic, financial, and statistical analyses
- Maintaining high work quality
- Presenting material to internal and external clients
- Managing workload for specific projects to ensure high quality work is performed and high quality deliverables submitted in accordance with project schedule
- Preparing reports, presentations and other documents for clients
- Monitoring and communicating industry developments concerning the electric segment of the energy industry
- Review and supervision of data entry and database creation
- Ability to travel and work overtime hours as needed
- Manage staffing teams for projects and mentoring junior staff to foster development
- Pursue business development opportunities consistent with ICF’s goals. This will include indirect sales opportunities such as presenting at conferences, publishing articles, and pursuing direct sales opportunities
- Manage technical proposals for small to medium sized projects
- Manage day-to-day client relationships, ensures client satisfaction and works to develop long-term relationships
- Master's Degree or PhD in Economics, Mathematics, Operations Research, Engineering, or related degree
- 7+ years of related energy industry experience
- Strong interest in economics/finance/policy and the energy industry
- Advanced knowledge of power markets in the U.S
- Highly specialized business and functional skills
- Must be able to establish influential partnerships at all levels
- Experience with business development and client development
- Proficiency with production cost modeling and power flow analysis
- Demonstrated quantitative and modeling skills
- Previous consulting experience is also an advantage
- Exceptional research skills, including qualitative and quantitative data collection and analysis skills
- Exceptional writing skills
- Organizes written work in a manner that is clear, easy to follow, and tailored for the intended audience
23
Senior Manager, Quantitative Audit Resume Examples & Samples
- Model review, independent validation and re-performances
- Review of model validation documentation
- Independent validation of model input data for availability, quality and completeness and assessing testing frameworks
- Review of process relating to model parameter choices, either model-driven or trader marked
- Quantitative support for other internal audit teams including independent logic validation of quantitative approaches identified during audit work, development of routines for independent data sourcing from trading systems for audit work and risk report generation
- Investigation work relating to potential product valuation issues and quantitative process issues
- Validation of non-model based valuation approaches including analysis of appropriateness of trader marks of infrequently traded products and model parameters
- Experience in the implementation of a risk-based audit methodology using the COSO Framework preferred
- Strong interpersonal and communication skills required for the candidate to interact with senior members in the Corporate Audit Department and throughout The Bank and to build consensus on identified control deficiencies and appropriate remedial actions
- Experience managing a team of professional staff preferred
- Ability to effectively manage multiple competing priorities, tight deadlines and sometimes conflicting demands from multiple stakeholders
24
Quantitative Manager, Risk Management Resume Examples & Samples
- Conduct independent research and analysis across various areas to enable better understanding of risks facing the Bank and their impact
- Work within the Bank Risk Management function to conduct risk assessments and lend, where applicable, analytical basis to findings
- Work with line of business partners in identifying, assessing and managing risk within stated risk appetite
- Assist in the design, formulation and communication of risk appetite targets and thresholds
- Assist partners in establishing appropriate thresholds for monitoring performance
- Lead development of various methodologies for specific Bank requirements including ALLL, IRR, yield curve interpolation, etc
- Identify emerging risks and trends both internally and externally (market, industry, etc.) that could have a negative impact on the ability to achieve the goals and objectives of the FSB
- Oversee and advise on the development of risk models, guideline frameworks, risk exception reporting and value-added services such as benchmark research, product and portfolio construction, market analysis, etc
- Ensure the capture of appropriate risk-related data to support the measurement and management of risk within the FSB and Enterprise Risk Management
- Interact with LOB partners and advise on risks and their implication to business activities and financial performance
- Bachelor’s Degree is required; Master’s Degree is strongly preferred
- Experience with statistical and financial modeling and analytics is required
- Prior experience supporting risk or compliance processes or functions is required
- Demonstrated experience in project management or program management or product management is required
- Strong Excel and database skills are required
- Experience with Knowledge Studio, and other statistical or data management software is preferred
- Risk management software and systems is preferred
- Experience with Capital at Risk is preferred
- Demonstrated ability to work in a quickly changing environment with competing priorities and timelines
25
Senior Quantitative Manager Resume Examples & Samples
- Independently cover one or multiple businesses, risk types, or other large projects
- Independently review the models under his own business coverage or being assigned, fully understand the model theory and model assumptions, and verify the formula derivation
- Develop independent models to validate the model implementation and identify the model shortcoming, limitation, and approximations
- Develop alternative models to study the model risk
- Analyze the model behavior and risk profiles
- Perform model sensitivity testing and stress testing
- Communicate the model review findings with model developer and owners
- Write high quality model appraisal reports, including conclusion, recommendation, and detailed analysis in model theory, formula, and testing
- Participate in model control, governance, and monitoring (via PALMS/GMIS)
- Participate PDD/TAP/PIR review and sign-off
- Participate the audits or regulatory exams on the covered businesses
- A second line defense function on model review, model risk management, model governance, control and monitoring
- This role will be part of 30 + quantitative analysts in Markets IMR Americas and 70+ resources in Global Markets IMR
- The role requires maintaining key controls and constructive challenge
- The job holder will frequently contact various departments and will need to ensure that he has accurate and timely information
- The role requires good communication skills
- Demonstrate strong leadership and project management skills. Able to independently cover the model reviews on market risk models, counterparty risk models, and valuation models in HSBC Canada; Experience on Asset Liability Management models and Asset Management models will be big plus
- Broad background and deep understanding of one or more derivative asset classes including credit derivatives, emerging market derivatives, structured fund derivatives, MBS, BSM, ALM, interest rate derivatives, equity derivatives, metal derivatives, etc., asset management, hedge fund administration and valuation, and traded risk models, methodologies, and processes
- Excellent communication and written skills. Must be able to explain complex and/or technical subjects clearly, accurately and concisely. Need daily interaction with senior management, business heads, traders, desk quants, model review members, market risk and credit risk managers, product controller, and senior IT developers
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Economic Risk Capital Quantitative Development Manager Resume Examples & Samples
- Making sure that the model adhere to internal and external expectations
- Describing and documenting the model following internal and external standards; and
- Establishing policies and processes covering risks attached to the model
- Implement and maintain ERC models in an IT prototype environment, using C#
- Proactively contribute towards proposals for methodology enhancements
- Develop unit tests for changes
- Take an active interest in data sourcing & work with data teams to achieve further automation. Proactively manage this forward
- LI-NG1*
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Quantitative Operations Manager Resume Examples & Samples
- Bachelor's degree or 8-10 years of Operations/compliance experience preferred, including 3-6 years supervisory experience
- Ability to coordinate cross-functional group collaboration
- Excellent ability to communicate clearly and effectively with people at all levels of the organization, both verbally and in writing.
- Awareness of Six Sigma/Lean practices and change management preferred
- Knowledge of Model Risk Management Regulatory compliance procedures
- Exposure to statistical models/scorecards
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Quantitative Operations Manager Resume Examples & Samples
- MBA (or related) degree, or equivalent study and experience
- Statistical Modeling
- Several years experience in management consulting
- Knowledge of consumer lending
- Experience working with statisticians, data scientists, programmers, and technical writers
- Fluent in at least one programming language, e.g. C++, Python, SAS
- Clear, concise, and compelling writing and communication skills
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OTC Quantitative Analysis Manager Resume Examples & Samples
- Management of mutual expectations from interaction with other areas (e.g. IT, Global Markets Quants)
- Provision of direction & support to project team members
- Development of deep understanding of Calypso configuration of pricing-relevant functionality
- Support of investigation of valuation issues escalated by Valuation Controllers
- Awareness of IT release approach for changes to the Calypso platform
- The position requires a combination of modelling & product knowledge and interest software configuration
- 3rd level degree in a finance, economics or a numerical subject
- Relevant experience in a closely related role
- Demonstrate technical knowledge in financial instrument pricing, popular approaches and related assumptions as well as their practical limitations
- Good understanding of recent industry developments affecting modelling
- Ability to reverse-engineer derivative valuations & value certain structures from first principles
- Ability to communicate effectively across multiple skill-sets / departments and globally diverse teams
- Interest in programming for development of prototypes and efficiency gains would be
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Manager, Quantitative Marketing Research Resume Examples & Samples
- Seasoned marketing research and data leader, with exceptional quantitative marketing and analysis skills typically obtained during 5+ years of experience in a similar progressively responsible role
- In-depth experience designing and conducting quantitative primary and secondary market research
- Proven experience with complex organizations and experience with consumer marketing, advertising, and media planning is strongly preferred
- Specific Health Care Marketing Research experience strongly preferred
- Proven leadership in setting direction for and achieving research and analytics business objectives, with extensive hands-on experience in interpreting customer insights, business analysis, and audience segmentation to make informed business decisions and applying marketing analytic concepts, to drive improvements in products, marketing campaigns and processes
- Demonstrated experience in statistical analysis, particularly multivariate regression based analysis, predictive and marketing mix modeling, factor analysis, response prediction, marketing channel/vehicle measurement, advertising effectiveness, lifetime value analysis, consumer profiling and ROI valuation
- Strong experience working with healthcare transactional data and other health related data sets as well as knowledge of federal and state laws pertaining to healthcare information privacy and security
- Strong strategic thinker who understands the critical role of marketing research in developing and optimizing marketing, branding and consumer marketing strategies and tactics
- Advanced understanding of advanced analytical techniques such as marketing mix or attribution modeling is highly desirable
- Deep working knowledge in the following areas: consumer and trade research qualitative and quantitative methodologies; Web analytics and systems; advertising impact research; media channels (paid display, paid search); cross-functional management; and analytic modeling to deliver business impact
- Proficient in a wide range and application of analytical, quantitative, and statistical techniques, algorithms, tools and software to derive insights from large, complex data environments, including Microstrategy, SAS, SQL, SPSS, Business Objects, MS Access and MS Excel
- Strong business acumen, financial expertise, and exceptional analytic skills with the proven ability to provide innovative solutions to complex problems and to meet marketing objectives
- Proven understanding of healthcare marketing trends and the quickly evolving digital/social media environment to provide the necessary analytics and metrics to drive informed business decisions while building an understanding of consumer life-cycles and purchasing behavior
- Solid understanding of online marketing and key performance metrics (CPL, CPA, ROI)
- Understanding of and experience with Lean or other process improvement philosophies and methodologies desired
- Excellent project management skills and the ability to meet tight deadlines in a dynamic environment of competing and changing priorities, including strong task management skills such as planning, prioritization, objective setting, and meeting management and plan execution
- Strong data analytical and interpretive expertise with engaging data presentation and visualization skills that meaningfully portray and effectively communicate complex quantitative data in an easy-to-understand formats while helping diverse audiences gain analytic insights
- Excellent interpersonal skills with ability to lead, interact with, influence others, focus, resolve conflict and drive consensus among individuals from a variety of cultures and disciplines by fostering productive and collaborative working relationships with internal and external constituencies
- Strong communication and presentation skills with an ability to efficiently and productively communicate both orally and in writing both to peers and senior management
- Exceptional strategic planning skills, data interpretation skills, experience in statistical analysis, statistical packages and predictive modeling methodology, including database management and experimental design
- High level of proficiency in Microsoft Word, Excel, and PowerPoint; conversant in Access, Visio, data management (Powerview, VBA, or CRM), and statistical analysis packages (SAS, SPSS, and others) and data visualization software such as Cognos or Business Objects
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Center Senior Manager of Quantitative Analysis Resume Examples & Samples
- Interpersonal Skills: Demonstrates the ability to work well with Stanford colleagues and clients and with external organizations
- Promote Culture of Safety: Demonstrates commitment to personal responsibility and value for safety; communicates safety concerns; uses and promotes safe behaviors based on training and lessons learned
- Subject to and expected to comply with all applicable University policies and procedures, including but not limited to the personnel policies and other policies found in the University's Administrative Guide, http://adminguide.stanford.edu
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Senior Quantitative Manager Resume Examples & Samples
- Working knowledge of valuation principles for linear and non-linear products across Rates and FX
- Understanding of PnL attribution and risk dynamics understanding
- Continuous Improvement Focus – ability and enthusiasm to work independently
- Working knowledge of xVA pricing and industry implications
- Very Strong written and verbal communication skills
- Good university degree in related area (mathematics, financial mathematics, finance etc)
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Senior Manager Quantitative Analysis Resume Examples & Samples
- 5-10 years of progressive experience in econometric/statistical modeling of credit risk/PPNR within a commercial bank or a consulting firm
- 3+ years of managerial experience
- Working knowledge of commercial and retail banking products, operations and business processes
- Strong time-series modeling skills and proven experience in econometrics
- High attention to detail and strong ability to multitask as this position will lead the development of numerous models at once
- Master degree in a quantitative discipline, such as Economics, Finance, and Statistics
- Ph.D. a plus
- CFA, FRM a plus
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Manager Quantitative Analysis Resume Examples & Samples
- Supervises anywhere from 1- 15 quantitative analysts of various levels
- Conducts project planning and resource management; allocates resources to the appropriate projects based on strengths, and best fit for the overall team
- Provides management services such as employee performance reviews, corrective action documentation, staff development, and recruiting
- Confers with and advises staff on administrative policies and procedures
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Research Manager, Quantitative Resume Examples & Samples
- Manage/mentor the executive research team
- To train and develop quality research skill
- To improve profitability of projects
- Support in building and maintaining client relationships
- BS/BA degree, preferably in Social Sciences, Economics, Epidemiology , Governance, Psychology,
- 4+ years of research experience in evaluations and formative research in both local and international development projects is a MUST. Specific experience in Evaluations, behavioral change studies, experimental designs and citizen engagement and satisfaction studies are desirable
- Competent knowledge of research processes, methodologies, project design, research techniques and models
- Proficient in sampling and survey methodology design including randomized control methods, quasi-experimental design and longitudinal surveys are desirable
- Must have knowledge and experience in managing large quantitative complex surveys and qualitative studies
- Excellent project management, data analysis and interpretation skills
- Strong writing skills in proposals and reporting
- Strong interpersonal, analytical thinking and problem solving skills
- Desire to work in a fast-paced environment
- Good command in written and spoken English
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Quantitative Manager Resume Examples & Samples
- Utilize analytics to identify new growth opportunities, including business case creation and partnering with functional partners and business leaders on implementation
- Translate organizational goals and objectives into analytic opportunities
- Be the domain expert for segmentation, modeling and targeting to support business unit objectives
- Utilize innovative analytic methods to develop unique customer and product segmentation, client target models and profitability analysis that optimize business investment and resource decisions
- Support strategic and ad hoc analysis to quantify “what”, “how” and “why” customer behavior shifts are occurring
- Interface regularly with senior stakeholders and communicate analytic results to non-technical partners
- Bachelor’s Degree required in quantitative areas (Statistics, Mathematics, Operations Research, Economics, or other related fields). Advanced degree is preferred
- Minimum of 3-5 years’ experience in predictive analysis and statistical modeling in the financial services industry. 7+ years of total experience required
- Independent thinker that can stretch the boundaries of traditional analytic problem solving
- Strong track record of analytics innovation, data science and new solution development
- Experience working with large volumes of data
- Strong project management and partnership skills. Must be able to communicate analytic results to non-technical partners
- Solid consumer and SME P&L knowledge required
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Ccar Quantitative Manager Resume Examples & Samples
- Bachelors or Equivalent FRM or CFA preferred
- Minimum 4 year degree in a quantitative discipline (statistics, mathematics, economics, etc.)
- Advanced degree in a quantitative discipline strongly preferred. 7+ years experience in credit risk management
- Solid understanding of statistics. Familiarity with statistical software packages such as SAS, Stata, R, SPSS, or Minitab, Python would be a plus
- Comfortable explaining and defending these forecasts and methodologies to a wide range of internal and external audiences, including senior Bank executives and Bank Regulatory Agencies
- Ability to independently brainstorm and design solutions to highly complex, data intensive problems and successfully manage large projects which require the coordination of resources from many different areas of the Bank, such as Methodology, Treasury, Management Control, and Market Risk
- Demonstrate strong leadership skills and be able to motivate, develop, and retain a team of highly sophisticated risk professionals
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Quantitative Analysis Manager Loss Forecasting Resume Examples & Samples
- Exposure to retail credit risk functions preferably with multi-product knowledge
- Prior experience with retail Loss Forecasting utilizing vintage curves and techniques like roll-rate analysis preferred
- 5 to 8 years of relevant product experience
- Creative analytic problem-solving skills that call upon a wide range of methods and information
- Outstanding technical skills including Word, Power Point, spreadsheets, and analytic tools such as SAS, SQL
- Knowledge of advanced techniques such as Logistic regression, Classification Tree, Principle Components and Cluster Analysis is preferred
- Exceptional written and presentation abilities
- Bachelor’s Degree required (STEM, Finance, Economics)
- Master’s Degree preferred
39
Quantitative Strategy Manager Resume Examples & Samples
- Entrepreneurial and risk-taker
- Practical experience of systematic trading
- Ability to code in Python
- High integrity standards
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Manager Quantitative Analysis Resume Examples & Samples
- Research and develop all ad-hoc modeling requests from Bank management, including exploration of loss given default and probability of default models, analysis of portfolio concentrations, etc
- Develop and maintain statistical models for enterprise-wide stress testing using scenarios as prescribed by Senior Management and/or the Federal Reserve Board. Owns development and implementation of the back-testing program to test the accuracy of models in production and evaluate potential models
- Works closely with Risk Analytics Technical Writer to ensure all processes related to model development and variable selection are clearly and adequately documented
- Effectively partners with numerous regulatory agencies and auditors including the Federal Reserve, the FDIC, and the North Carolina Commissioner of Banks for requests related to modeling processes
- Manage Risk Analytics Consultants to include: Recruit vacant and new positions; coach and mentor staff; provide performance feedback, annual performance evaluations, salary reviews, goal setting and individual development plans. Basic Qualifications
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Manager Quantitative Insights Resume Examples & Samples
- Identify business areas based on their potential to drive statistically sound ROI optimized strategies
- Articulate, present and coordinate valid test designs across a diverse range of clients. Areas include power and effect size calculations, annualize results, use of holdouts, etc
- Collect and analyze uni/multivariate testing data; identifying where customer treatments are most effective and estimating the long term benefits
- Lead corporate initiatives identifying profitable customer segmentation and air-time strategies, including product optimization, performance forecasting,
- Provide direct response marketing segmentation and targeting strategies and insights
- Define, analyze, and report on key business and technology metrics, builds a strong narrative element into presentations
- Work with cross functional teams to implement solutions on a variety of platforms ranging from SQL to BI based approaches
- Perform ad-hoc analysis to predict, measure, and interpret business trends and inform key decisions
- Research and execute new ways for modeling different advertising and airtime allocation business models
- Develop and present strategic recommendations from complex analytics in an easy and engaging manner to an executive audience
- Manage RFP process and identify strategic modeling partners from the vendor community who can help execute advanced analytics engagements
- Coordinate and leverage a multi-person/multi-department team to manage complex monthly direct response initiatives and effectively deliver projects that are on-time, within budget and of superior quality
- Manage and mentor team leads in a variety of activities ranging from analysis, modeling to educational programs, conferences, succession planning
- Manage by example : be able to provide insights, code, platform expertise (UNIX) as necessary for all reporting teams
- Mentor vendor analysts, manage and train data providers so they deliver high quality work and data
- Work with management and internal teams to accurately scope workload and plan for appropriate resource allocation for on-going support and project-based assignments
- MA, MS or PhD in statistics, economics, computer or behavioral sciences
- Extensive coursework and experience in data mining, statistics, experimental design (DOE), and optimization
- Proficiency with databases and scripting languages, expertise in extracting and manipulating extremely large datasets
- Demonstrated ability to apply statistical techniques to solve real problems
- Extensive experience with data analysis and statistical tools (e.g. SAS, R, SPSS) on a UNIX platform
- Familiarity with various BI tools including Microstrategy, Tableau or others. Ability to export data and strategies to these platforms
- Understanding of financial metrics and reporting
- Abreast in current statistical programming, analytics, BI and graphical technologies
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Audit Manager Quantitative Audit Resume Examples & Samples
- To support IA’s Quant Audit team in London to provide independent assurance over the risks associated with the use of models across a wide range of applications (e.g. Derivatives Valuation, Market Risk, Counterparty Credit Risk, Credit Risk, Operational Risk, Initial and Variation Margin, Stress Testing, Treasury) across RBS divisions by applying quantitative and models expertise to design and deliver effective audit assignments, continuous monitoring activity, follow up on the remediation of control weaknesses and to contribute to annual audit planning and related audit opinions
- To work across a number of areas of quant and model audit activity as prioritised through the audit planning process
- To drive a flexible entity plan that delivers more assurance
- To deliver audit assurance over risks associated with the use of models through performing effective audit assignments in line with the audit plan as agreed with the Senior Audit Manager
- To manage own time and assigned team members, optimising performance and realising potential through effective coaching and feedback mechanisms
- To support the development of the training strategy and program for technical training for IA teams
- To proactively identify resourcing challenges and contribute to developing flexible solutions
- To develop model audit expertise and to contribute to the development of audit approaches to manage model risk
- To establish and maintain effective ongoing dialogue with key internal stakeholders, keeping abreast of strategic direction and the changing risk environment, and of 2nd line/1st line Risk & Compliance concerns and activities
- To support the Senior Audit Manager represent IA in risk and control forums, providing IA updates as required
- To manage time & resources and ensure high productivity levels
- 5y+ Quantitative Audit experience within an investment banking / trading environment focusing on valuation and/or risk models, complimented with a suitable academic background and/or industry qualifications; OR
- 5y+ business experience in a relevant role working with quantitative valuation and/or risk models, complimented with a suitable academic background and/or industry qualifications
- A suitable quantitative qualification (e.g. Mathematics, Physics, Financial Mathematics, Operational Research). Ideally a PhD although, exceptionally, a Masters or equivalent may be considered for candidates with deeper industry experience and understanding
- A working knowledge and understanding of Mathematical Finance, Stochastic Calculus, Econometrics or Mathematical Statistics and it’s application in valuation or risk management across multiple asset classes and risk types
- Industry qualification e.g. FRM, CQF; Auditing / accounting qualification desirable
- A working knowledge of Financial Markets, Instruments, Valuation and Risk Management techniques and current and emerging issues and developments. This should ideally span multiple asset classes or model types and have been gained through relevant experience
- An understanding of the regulatory requirements and developments relating to valuation and/or risk models
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Quantitative Credit Risk Manager Resume Examples & Samples
- Quantitative and qualitative analysis of counterparty credit quality, risk and exposure
- Understanding of market and credit risk modelling and margin methodologies
- Development and improvement of management information
- Design and implementation of improved counterparty risk limits and frameworks
- Design and implementation of stress tests and scenario analysis tools
- Ad hoc risk analysis of emergent market and macroeconomic events
- Contribution to the continuous improvement of risk systems and tools
- Presentation of analysis and results to senior management as necessary
- Significant experience in a counterparty credit risk or related risk management role
- In-depth risk management experience across asset classes
- Excellent product knowledge across derivative and financing markets
- Broad understanding of global capital markets
- Deep technical understanding of portfolio risk modelling including PFE and VaR modelling and stress testing approaches
- Expert Excel – VBA & SQL preferred
- Previous experience delivering a BAU risk function in a management role
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Quantitative Support Infrastructure Support Manager Resume Examples & Samples
- Organizing Continuity of Business tests
- Organizing hardware procurement and upgrades
- Development and maintenance of the infrastructure, databases and productivity tools
- Implementing automated monitoring systems to simplify support activities
- Developing and supporting batch processes and databases used for Relative Value analysis
- Experience of databases (preferable Sybase)
- Experience of LINUX server administration
- Experience of scripting languages such as Perl / Python
- Knowledge of shell scripting, preferably bash
- Thorough and detailed approach to accuracy are essential
- BSc / MSc Degree in Engineering or Computer Science
45
Research Manager Quantitative Resume Examples & Samples
- Accountable for achievement of annual targets and profitability
- Generate proposals for local and international projects
- Accountable for overall quality of proposals/pitches
- Manage and supervise research projects. This includes drawing up a realistic timeline, completing all the necessary administrative procedures and liaise with service departments to ensure process is effectively executed. This includes briefing the relevant service departments, oversee that timelines are adhered to and regular feedback is obtained. (Service departments include project co-ordinators, sampling, translations, field workers, and telephonic interviewers and DP)
- Strong marketing (research) knowledge – at least 5 yrs experience, at least 3 years in managing teams
- Responsible for developing senior staff by acting as a role model
- Good communication and social skills, gravitas and authority with clients
- A team builder – builds and maintains strong relationships with staff
- Excellent client relationship development skills
- Actively listen and communicate openly with clients and internal teams
- Ability to be a full consultant to client in terms of their category and brands
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Quantitative Counterparty Exposure Risk Manager Resume Examples & Samples
- Assist with the testing and validation of risk sensitivities through each technology release
- Review and verify the risk sensitivities that are used for IM computation
- Identify and Establish control processes that will mitigate future risk calculation errors
- Work directly with the front office and technology teams on issues discovered through technology testing and risk review
- Validate and explain drivers of day over day changes in sensitivities to FO and technology
- Work with technology teams to guide risk measure reporting and control requirements
- Gain strong industry knowledge on the UMR program
- Deepen your OTC derivative knowledge in asset classes you may not have previous exposure to
- Experience pricing OTC derivative products including futures, options, swaps, credit default swaps, forward rate agreements and swaptions
- Strong knowledge of market & credit risk
- Previous management experience desired
47
Manager, Model Risk-quantitative Analysis Resume Examples & Samples
- Contributing to model validation plans, in a collaborative, leadership, or analytic capacity
- Complying with the company’s model policy and regulatory requirements
- Understanding business processes and portfolios related with model use, and the nature of model use within those methods
- Contributing horizontally by knowledge sharing across validation teams
- Documenting validation processes and results
- Evaluating the methodologies and processes used by modeling teams to progress and manage their models, and detecting possible risk and the accompanying materiality of the risk
- Benchmarking model methodologies and performance by specifying and managing the expansion of different models
- Solving problems with limited data and making conclusions with analytical justifications
- Providing constructive and actionable solutions to model issues identified
- Researching industry practices related to model methodologies
- Communicating validation results to management, model owners, regulators, and auditors
- Leveraging education, colleagues and training opportunities to develop solutions to business problems
- Bachelor’s degree in mathematics, statistics, business, accounting, finance, quantitative analysis, or related areas
- Four or more years’ experience in quantitative analysis with Statistics, Econometrics or Financial Risk Management in banking or a related industry
- Excellent analytical skills that consist of statistical analysis, model validation/development/execution
- Outstanding experience using statistical programming languages such as SAS, SQL and R
- Exceptional oral and written communication skills, including presentation skills, the capacity to create concise. model documentation, as well as the ability to critically review and edit documents? a writing sample may be requested
- Ability to effectively communicate with peers, senior management and partners
- Capacity to work under pressure and organize, manage and prioritize multiple deliverables
- Four or more years of experience in quantitative analysis related to Statistics, Econometrics or Financial Risk Management
- Master’s degree in Statistics, Economics, Financial Engineering, Operational Research, Physics or Mathematics
- Doctorate in a quantitative field such as Statistics, Economics, or Mathematics
- Three or more years of experience working with QRM software
- Three or more years of experience developing and managing models at a Large and Complex bank
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Quantitative Operations Manager Resume Examples & Samples
- Financial control/budgeting and consolidation
- Personnel processes
- Audit/compliance
- Coordination and management of key projects
- Associate training
- Service quality
- Process improvement
- Governance
- Business continuity
- Strategic development
- Executive communication
- 5 years experience working for a financial institution
- Demonstrates strong business acumen
- Proven ability to lead complex and challenging projects
- Collaborator and team builder
- Advanced proficiency with Excel, PowerPoint, and Word
- Masters degree in a business quantitative area (i.e. finance, economics, statistics, analytics, etc.)
- Experience in data analysis
- Risk Management - Operations, Procedures, and Controls
- Experience managing priorities in a quantitative model centered environment
- Experience interfacing with audit and compliance professionals
- Familiarity with project management tools
- Experience with financial controls and budgeting
- Familiarity with CCAR, BASEL, CECL
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Manager Quantitative Development Resume Examples & Samples
- Code development of new quantitative risk models within the CME C++ production risk library (based on mathematical specifications and research code)
- Writing unit and functional test cases and obtaining test data from systems or other groups
- Work with the QA teams to ensure correctness not only within the risk library itself but also the integration into the wider system infrastructure (e.g. data integrity, correct usage)
- Work with IT teams to help bring the code into production
- Agreeing on time lines, milestones, interfaces, required data, format, and providing documentation and usage assistance
- Lead or manage junior quantitative developers and mentor/develop skills among junior quant developers
- Responsible for code reviews, design discussions and documentation
- Collaborate with offshore development teams and coordinate projects to guarantee a timely delivery
- Master’s degree in Computer Science, Financial Engineering, (Financial) Mathematics or related field
- Experience (2+ years) in developing finance related software with an emphasis on (numerical) algorithms (e.g. pricing or calibration)
- Possession of good analytical, mathematical, and problem solving skills, with good quantitative skills being a plus
- Ability to read and understand mathematical and algorithmic specifications
- Excellent knowledge of C++ and 4+ years of experience
- Good knowledge of Java and/or C#
- Working knowledge of versioning systems (e.g. git) and development environments (e.g. Visual Studio, Eclipse)
- System experience with Linux/Unix environments, databases, Latex documentation system is a plus
- Ability to manage or lead junior developers (onshore and offshore) and to collaborate with other teams (onshore and offshore)
- Good presentation/writing skills on code documentation, white papers, etc. as well as strong oral and written communication skills
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Quantitative Market Risk Manager Resume Examples & Samples
- Salary:£120k to £130k dependant on experience + flexible benefits
- Location: Central London
- Closing Date: 9th May 2017
- Create a strong risk presence and promote risk discussion on the trading floor, alongside building strong relationships across the EM&T business
- Provide timely risk insights into the trading portfolio to traders and senior management
- Maintain and share strong knowledge of trading portfolios and keep abreast of developments in the energy markets
- Quantitatively analyse new deals and identify embedded risks using simulation based modelling and other methods. Author new business reviews and strategic papers, and present the analysis in risk committee forums
- Work with relevant business teams to formulate new business and product frameworks and integrate changes into the current policies, processes and systems
- Lead analytical reviews and deliver improvements to market risk processes, models and methodologies
- Coach and oversee development and work of Market Risk Analysts
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Quantitative Credit Risk Manager Resume Examples & Samples
- Bachelor's degree
- 5 years of experience in a risk quantitative position required
- Minimum five years technical experience obtaining information from disparate sources, including production and ad hoc systems, linking and analyzing the information, performing data integrity checks and exploratory data analysis required
- Minimum five years of experience with SAS or other modeling or statistical software required
- Must be in good standing under "The Secure and Fair Enforcement for Mortgage Licensing Act of 2008" (Safe Act) and must be registered/licensed with the "Nationwide Mortgage Licensing System and Registry"; or must be able to be registered under the Safe Act
- Experience in statistical/econometric modeling and database management
- Five years of experience in quantitative analysis, preferably in the financial services industry with an emphasis in the area of risk management
