Quantitative Modeler Resume Samples

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K Ruecker

Kristina

Ruecker

5849 Anita Loaf

Houston

+1 (555) 228 5116

5849 Anita Loaf

Houston

Phone

p +1 (555) 228 5116

Experience Experience

Philadelphia, PA

Quantitative Modeler

Philadelphia, PA

Kutch LLC

Philadelphia, PA

Quantitative Modeler

Advance the development of the company’s next-generation investment platform and enterprise-wide risk system by assisting the conversion from their respective prototype models into production ready platforms in C++ or equivalent programming languages, as well as liaise with IT partners to achieve maximum efficiency in the data piping and storage
Assist with the management of code repository and source codes for all analytics performed by Aflac Global Investment Risk Management
Interact collegially and professionally with other members of the investment risk management team, as well as other departments such as accounting, actuarial, IT, etc
Provide subject matter expert advices on all asset model programming and coding related issues within Aflac Global Investment Risk Management
Quantitative analysis and model development for business financial planning and stress testing
Quantitative analysis and model development for business financial planning
Develops and analyzes rules and quantitative models;

Philadelphia, PA

Ccar Quantitative Modeler

Philadelphia, PA

Bauch-Kovacek

Philadelphia, PA

Ccar Quantitative Modeler

Responsible for assisting in analyzing data, development and implementation of Basel II models as part of an organization wide Basel II Implementation Program
Conduct quantitative portfolio analytics in coordination with the risk reporting units, the business units and workstream
Results driven approach to work
Work on various ad hoc quantitative modeling and programming assignments
Ensure comprehensive and detailed documentation
Adopt best practice modeling techniques,
Partner with internal IT to contribute to the integration of the models in production

present

Dallas, TX

Operational Risk Quantitative Modeler

Dallas, TX

Kunde and Sons

present

Dallas, TX

Operational Risk Quantitative Modeler

present

Execute the periodic performance monitoring for the current Operational loss projection models
Build/Review regression models, probabilistic models, conduct correlational analysis, and execute/interpret multicollinearity tests
Coordinate project efforts with the modeling team and direct work efforts of the team to meet deadlines and remediate modeling limitations
Maintain a state of the art model documentation and provide support for the annual model validation
Support the review of the results of the Operational Scenario Analysis workshops
Keep abreast of industry best practice standards for Operational Risk loss quantification
Explore the integration of Business Environment and Internal Control Factors (BEICF) measures in the process of projecting Operational losses for CCAR/DFAST

Education Education

Bachelor’s Degree in Statistics

The University of Texas at Austin

Bachelor’s Degree in Statistics

Skills Skills

Ability to build strong relationships with peers, line of business managers and colleagues across the Bank
Experience in macroeconomic forecasting, credit risk forecasting and incorporating macroeconomic variables in credit risk models is highly valued
Knowledge of metrics involved in credit decisioning, such as a credit score, loan-to-value, debt service coverage ratio, etc
Collaborate with Front Office representatives for model and variable selection and outcome analysis
Superior oral and written communication skills (esp. the ability to explain complex ideas in simple, non-technical language)
2+ years of financial services industry experience including working knowledge of capital markets
6+ years of financial services industry experience including working knowledge of capital markets
1+ years of financial services industry experience including working knowledge of capital markets
Product/business knowledge covering various Markets/IBD businesses
6 + years of financial services industry experience including working knowledge of capital markets

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5 Quantitative Modeler resume templates

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Principal Associate Quantitative Modeler Resume Examples & Samples

Development, enhancement and implementation of statistical and other quantitative models to support loss forecasting, Basel and economic capital calculations, and other business applications
Understanding technical issues in econometric and statistical modeling and applying these skills toward solving business problems
Full ownership of the model development process: from conceptualization through data exploration, model selection and validation, implementation, business user training
Monitoring statistical model performance and providing technical guidance to business leadership
Identifying opportunities to apply quantitative methods to improve business performance
Communicating technical subject matter clearly and concisely to individuals from various backgrounds
Masters Degree in Econometrics, Statistics, Mathematics or another related field of study
At least 2 years of experience in Statistics or related quantitative field
At least 2 years of experience in Risk Management
At least 1 year of experience in Statistical modeling techniques such as linear regression, logistic regression, decision trees, neural networks, survival analysis
PhD in Econometrics, Statistics, Mathematics or other related fields of study
Proficiency in key econometric and statistical techniques (predictive modeling, logistic regression, survival analysis, panel data models, design of experiments, decision trees, data mining methods, and other advanced statistical and econometric techniques)
Experience with very large datasets
Background and experience in consumer or commercial risk, especially scoring, and forecasting models
Authorization for continual employment in the United States
Ability to communicate effectively and influence others Recruiter: Howard Fishman

Quantitative Modeler Senior Resume Examples & Samples

Ensure proper technical and regulatory compliance documentation is kept up-to-date and readily available
Extensive experience in data exploration, data mining, data transformation, statistical estimation algorithms, and model design required. Advanced knowledge of SAS is preferred
Working knowledge of a variety of modeling techniques such as multivariate regressions, panel data analysis, models with categorical response variables, survival/hazard modeling, time series and vector auroregression analysis
Familiarity and hands-on experience developing, testing, and monitoring of the advanced approaches used for forecasting losses at loan-level, such as competing risk hazard/survival and Markov-chain type transition approaches, are a big plus
Demonstrated strengths in problem solving, planning and organizing and initiative

Ccar Quantitative Modeler Resume Examples & Samples

Responsible for assisting in analyzing data, development and implementation of Basel II models as part of an organization wide Basel II Implementation Program
Assess available historical (default, loss given default and exposure at default) and risk factor data to support Basel II requirements and model development
Will document the business, data and functional requirements to support the development of certain Basel II PD, LGD and EAD models
The incumbent will collaborate with business, risk personnel and a model implementation team to deliver data models and infrastructure required for Basel Compliance
Analysis of source data systems
Participate in Development, Testing, Implementation, Deployment, Monitoring, Reporting and Documentation of Models
Responsible for ongoing Maintenance and Performance Monitoring post implementation of model(s)
Will assist Senior Modelers and Managers in analytical research and model development

SAS Quantitative Modeler Resume Examples & Samples

Independently conduct quantitative analytics and complex modeling/model validation projects. Responsible for entire lifecycle of model development including project scoping, data collection, model building and implementation, and performance tracking
Performing stress testing, back testing, sensitivity analysis, scenario analysis, etc
Experience with Visual Basic and strong Excel formula and template creation proficiency
Experience with survival analysis and attrition models
Experience with decision trees and classification techniques
Business sense in order to understand quantitative results within the context of the bank's strategy

Sas Quantitative Modeler Intern Resume Examples & Samples

Support BUSA in its efforts to assist with the model development, deployment, and validation of statistical and financial models
Collaborate with key stakeholders to conduct analysis on various topics and help develop potential solutions and/or approaches
Assist in the preparation of regulatory document submissions and interact with regulatory bodies as needed
Prepare model documentation and validation reports as needed
Support efforts in the development of new models, analytic processes, or system approaches
Self-starter, ability to work independently in a fast paced environment and deliver solid action oriented results quickly
5+ years of experience in quantitative roles in Financial Services industry
5+ years of statistical analysis and modeling using statistical software using SAS
2+ years of experience with MS SQL or Toad
Graduate or post-graduate degree in a quantitative field including Statistics, Econometrics, Economics, Engineering, Mathematics or related field or equivalent experience
Strong verbal and written communication skills and strong interpersonal skills with the ability to articulate assumptions, methods, and results to peers and management

Quantitative Modeler Resume Examples & Samples

Manage and analyze large, complex data sets using statistical tools and techniques
Conduct econometric and statistical analysis of times series and panel data sets
Develop statistical models to quantify and forecast portfolio risk levels
6 to 8 years in a directly related modeler role

Quantitative Modeler Resume Examples & Samples

Minimum of bachelor's degree in a quantitative field or computer science or similar background
Advanced degree desireable but not required
Experience in developing and maintaining tools for analysis of large data sets, regression estimation, fitting algorithms, and time series analysis required
Prior development using SAS and SQL required
Experience in mortgage loan or mortgage backed securities valuation and risk highly desireable
Prior use of YieldBook preferred

Mortgage Prepayment & Junior Default Quantitative Modeler Resume Examples & Samples

Strong programming skills required
Ability to act as a bridge between several business areas
Must be a service oriented, team-player eager to assist colleagues and members of the department at all levels
Self-motivated, innovative, hard working individual, who can handle changing priorities and multiple tasks in a timely fashion

Mortgage Prepayment & Default Quantitative Modeler Resume Examples & Samples

Analytical skills, problem-solving skills, and detail orientation
Self-motivated, innovative, hardworking individual, who can handle changing priorities and multiple tasks in a timely fashion
Diligent and meticulous individual with the ability to “think outside the box”

Ccar Quantitative Modeler Resume Examples & Samples

3-5 years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST) - including both pure model development and analytics to support overlays to compensate for data and model limitations
Experience with dynamics of mortgage and other secured products, with international mortgages a strong plus
Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation
Exposure to Argus' LookAhead (formerly Interthinx/Strategic Analytics) Dual Time Dynamics modeling techniques and software a value-add as would exposure in the construction of segmented econometric models, econometrically conditioned roll rate models, and competing risk forecasting/stress loss models
Exposure to project management of model development initiatives

Consumer Lead Quantitative Modeler Senior Resume Examples & Samples

Responsible for development of statistical and econometrics models for loss forecasting and stress testing of the Bank's portfolio of loans
Ensure quantitative models and model-related artifacts are completed in a timely manner and appropriate documentation is in accordance with the Bank's latest model governance policies
Follow proper model monitoring and back-testing processes, model change control procedures and versioning protocols
Identify opportunities for future enhancements and model re-designs
Collaborate with production analytics team to implement and test the models and to continuously enhance analytic infrastructure
Bachelor’s Degree in quantitative field required
Master’s/Advanced Degree in Statistics, Economics, Math, Industrial Engineering or Operations Research; PhD preferred
8 to 10 years intensive hands-on experience developing statistical and econometrics models; Minimum of 5 years of experience leading large modeling projects
Alternative: Combination of education and experience (years /description) with an appropriate Masters Degree and 3 or more years directly related experience or PhD with 2 or more years of experience
Prior hands-on working experience with developing loan-level behavioral models on large data strongly preferred
Highly self-motivated, results oriented and capable of independent and critical thinking and problem solving

Senior Ccar Quantitative Modeler Secured Products Resume Examples & Samples

Obtain and conduct QA/QC on all data required for CCAR stress loss model development
Develop account level CCAR stress loss models, (e.g. state transition or competing risk hazard model)
5+ years’ work experience in the financial industry performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, or 3+ years performing econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)
Experience with secured consumer products (e.g. mortgage and home equity), with international experience a strong plus

Senior Quantitative Modeler Resume Examples & Samples

Bachelor’s degree and 6+ years of applicable experience or an advanced degree (Master's or Ph.D.) and 4+ years of experience
Experience in a quantitative analysis or development role for a bank or finance company
Knowledge of credit risk management, stress testing, and economic capital concepts
Demonstrated ability to work efficiently and independently
Knowledge of metrics involved in credit decisioning, such as a credit score, loan-to-value, debt service coverage ratio, etc
Experience working on multidisciplinary development teams

Quantitative Modeler Resume Examples & Samples

Master or Ph.D. degree in Economics, Statistics, Mathematics, Financial Mathematics, or related field
Data analysis and statistical modeling experience in school or work
Experience using programming languages commonly used in model development, such as SAS, Matlab, R, and Microsoft Excel, and database languages (e.g. SQL)
Experienced user of Microsoft Word, Excel, PowerPoint and related software applications
Ability to synthesize in detailed analysis and complex ideas into easy to understand written reports and presentations for multiple users
General banking and finance, and accounting knowledge
Demonstrated ability to work independently and as part of a team

Quantitative Modeler Resume Examples & Samples

Quantitative analysis and model development for business financial planning
Develop models and methodologies for forecasting business revenues
Analyze business revenue segmentation and business drivers for key businesses
Work with Finance and IT teams to source revenue data and check consistency
Develop tests, estimation and calibration procedures for revenue forecasting models
Implement the models and the estimation and calibration procedures in Barclays statistical model development framework
Work with internal and external teams on validating models and building challenger models
Provide rationale and justification for model choices to internal and external validation teams
Respond to any inquiries related to the models and perform further tests as required
Build challenger models based on alternative approaches such as top-down instead of bottom-up or different forecasting techniques
Ensure consistency between main and challenger models
Follow industry wide initiatives and regulatory guidelines that impact the models
Provide documentation for models and respond to internal and external inquiries
Write detailed documentation explaining the data validation, evolution of the models, alternatives considered, business inputs and rationales in modeling decisions
Work with other team members to ensure quality and consistency of the documentation
Prepare detailed response and analysis to any inquiries by validation teams or regulators
Basic Qualifications
4 Year Bachelors Degree
M.Sc. or Ph.D. in finance, econometrics, statistics or similar field from a top university
6 + years of financial services industry experience including working knowledge of capital markets
1+ years of experience with financial/statistical modeling or specific CCAR/PPNR modeling experience
Preferred Qualifications*
Programming and statistical software skills: R, RStudio,Python, C++
Hands-on experience in building statistical models/regression analysis
Product/business knowledge covering various Markets/IBD businesses

Ccar Quantitative Modeler Unsecured Products Resume Examples & Samples

Exposure to various CCAR modeling approaches at the segment or account level preferred
Exposure to project management of model development initiatives and prepare technical responses/presentations to internal model review functions and/or external regulators (e.g., FRB, OCC, FDIC) and internal audit functions
Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint

Ccar Quantitative Modeler Resume Examples & Samples

Advance the design, testing, approval and implementation of the models assigned
Develop and execute all aspects of Wholesale/AFS assigned models in compliance with regulatory requirements
Consult with IT and data teams to obtain data and required assistance
Support the efforts of the model build process through the various approval committees throughout the bank
Engage with internal and external stakeholders as required
Adopt best practice modeling techniques,
Ensure comprehensive and detailed documentation
Partner with internal IT to contribute to the integration of the models in production
Conduct quantitative portfolio analytics in coordination with the risk reporting units, the business units and workstream
Work on various ad hoc quantitative modeling and programming assignments
Understanding and knowledge of commercial banking products, including loans and Available for Sale and Held to Maturity securities
Programming skills required to support model development and implementation in development environment including SAS or R, (SQL, VB, C/C++ are a plus)
Very strong organizational and communication (both verbal and written) skills

EU Stress Test Quantitative Modeler Resume Examples & Samples

Credit and Operational Risk Analytics (CORA) is looking to add a senior model developer to lead a quantitative team with primary responsibilities for European Stress Testing. Stress testing is now increasingly viewed as a critical core competency requirement by internal management and the regulators. The successful candidate will lead a team of modelers and engage in all aspects of the model development life cycle, which includes interaction with New York based CORA staff, Senior Risk and Business Managers, Citi’s Model Validation Group, Internal and External Auditors, and external Regulators on a Global basis. This is a visible team lead role with growth potential
Provide thought leadership and oversight for a team of quantitative modelers
Research, develop, and implement stress testing models to for credit and operational risk using statistical tools (SAS or R)
Lead development of methodologies, algorithms and diagnostic tools for testing model robustness, stability and performance using statistical tools (SAS or R)
Perform reliability analysis and quality control of modeling data and model results
Lead in the development and maintenance of technical documentation for methodologies; including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls
Participate in the implementation of analytical tools by reporting functions, and the migration of models to the production environment
Engage business risk managers in the analysis and interpretation of results, incorporating their feedback as appropriate into models
Provide timely and accurate responses to clients, senior management and regulators
Participate in discussions with model validation, internal and external audits and regulatory reviews
Assist in preparation and delivery of training materials, presentations and reports on credit risk analytics for technical and non-technical audiences
PhD or Masters in Economics or Finance, or solid background in Engineering or Science with 5-7 years of hands-on experience buiding Credit or Operational Risk Models using statistical tools (SAS, R C++, Matlab, or similar packages)
Proven track record of leading a highly quantitative team
Experience in banking-book products, risk analytics for wholesale credit portfolios, credit loan loss reserves modeling, operational risk and risk management or related areas
Ability to meet deadlines for product deliverables in a timely, proactive and entrepreneurial manner
Working knowledge of credit data reliability analysis, quality controls and data processing
Experience in developing and maintaining detailed technical documentation for models, model validation, project plans and processes
Experience with audit reviews and regulatory exams
Excellent written and verbal communication skills and ability to discuss technical issues with clients, peers, auditors, regulators and senior management

EU Stress Test Quantitative Modeler Resume Examples & Samples

Credit and Operational Risk Analytics (CORA) is looking to add a model developer to be part of a quantitative team with primary responsibilities for European Stress Testing. Stress testing is now increasingly viewed as a critical core competency requirement by internal management and the regulators. The successful candidate will engage in all aspects of the model development life cycle, which includes interaction with New York based CORA staff, Senior Risk and Business Managers, Citi’s Model Validation Group, Internal and External Auditors, and external Regulators on a Global basis. This is a visible individual contributor role with growth potential
Assist in development of methodologies, algorithms and diagnostic tools for testing model robustness, stability and performance using statistical tools (SAS or R)
Assist in the development and maintenance of technical documentation for methodologies; including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls
PhD or Masters in Economics or Finance, or solid background in Engineering or Science with 1-3 years of hands-on experience buiding Credit or Operational Risk Models using statistical tools (SAS, R C++, Matlab, or similar packages)
Experience in financial sector. Experience with banking-book products, risk analytics for wholesale credit portfolios, credit loan loss reserves modeling, operational risk and risk management would be especially useful

Quantitative Modeler Mgr Resume Examples & Samples

Understanding of swap curve construction and discounting of forwards
Volatility surface Calibration with skew for Cap/Floors and Swaptions
Foreign Currency swap background is a plus
Understanding of Derivative Products is a must
Minimum of 8 years experience

Quantitative Modeler With Top Investment Bank Resume Examples & Samples

Quant Analyst/Modeler (with highly analytical graduate degree)
5 yr hands on data and modeling experience
Experience with Wholesale Credit Loss Modeling preferred but not necessary
Ability to conduct statistical tests (segmentation analysis, correlations studies, sensitivity analysis, attribution analysis, solid understanding of regression models (OLS, logistic, beta)
Technical skills in Python and SQL
Experience with Latex documentation

Quantitative Modeler Resume Examples & Samples

Bachelor’s degree and 5-7 years of applicable experience or an advanced degree (Master's or Ph.D.) with 2-5 years of experience
Degree in a quantitative discipline (e.g. Economics, Finance, Mathematics, Statistics, Physics)
Extensive hands-on data analysis and statistical modeling experience with large data sets
Ability to synthesize in depth analysis into reports for presentation to management to aid in making decisions
General finance, banking, and accounting knowledge
Strong background and practical experience in statistical or econometric modeling, model validation, Basel II requirements, and CCAR or DFAST stress testing methodologies is preferred
Experience in macroeconomic forecasting, credit risk forecasting and incorporating macroeconomic variables in credit risk models is highly valued
Ability to build strong relationships with peers, line of business managers and colleagues across the Bank
Superior oral and written communication skills (esp. the ability to explain complex ideas in simple, non-technical language)

Ppnr Senior Quantitative Modeler Manager Resume Examples & Samples

Build projection models for CCAR/DFAST scenario analysis
Participate in modeling specifications and design
Provide analysis and overview of investment models including analysis of output, model limitations, and plans for enhancements
Provide subject matter expertise to model validation teams
Interact with regulators on all aspects of investment division models
Part of a team that is continually stress testing investment models for accuracy

Quantitative Modeler Resume Examples & Samples

Develops and analyzes rules and quantitative models;　
Documents, defends, and supports models and modeling approaches to internal validators and the OCC; and　
Performs ad hoc data analytics in support of the business line.　
Bachelor's degree in a quantitative field, such as statistics, economics, mathematics, etc.　
Two-plus years of related experience　
Familiarity with statistical and quantitative techniques, including but not limited to, regression analysis, time series analysis, econometrics, and machine learning　
Experience in at least one: Matlab, R, Python, etc.　
Experience working with the Actimize IFM platform, AAE, and Policy Manager　- Three plus years working with fraud, ideally related to DDA accounts　
Three plus years of banking experience　
Masters or Doctoral degree in a quantitative field 　
Experience in data mining and working with large data sets　
Experience with SQL

Quantitative Modeler Resume Examples & Samples

Develops the underlying assumptions, theory, empirical evidence, and conceptual soundness of statistical and mathematical models
Applies statistical techniques to analyze trends and uncover risks and opportunities relative to portfolio management and originations
Liaisons with IT and other internal teams to define requirements and ensure the timely and accurate delivery of data elements required for analytic projects

Quantitative Modeler for Retail Risk Capital Resume Examples & Samples

Ph.D. or Masters in Quantitative field (Statistics, Mathematics, Physics, etc)
Solid understanding of applied statistics
Ability to meet deadlines for product deliverables in a timely and proactive fashion
Hand on knowledge of data analysis, quality controls and data processing
Experience with statistical analysis, modelling techniques and numerical implementations
Ability to work with large datasets
Ability to discuss technical issues with clients, peers, auditors, regulators, and senior management

Capital Planning Quantitative Modeler Resume Examples & Samples

Will assist Senior Modelers and Managers in all phases of analytical research, model development, testing, implementation and documentation of models including
A Bachelor’s degree in a quantitative field. Advanced Degree in a statistics, mathematics, engineering or economics preferred
Computer programming skills: R, SAS, SQL, VB
Credit lifecycle within a commercial/consumer bank
Experience with statistical modeling platforms such as R or SAS applied to large data sets is desirable
Knowledge of stress testing and regulatory requirement for banking industry is a plus

Quantitative Modeler Resume Examples & Samples

Quantitative analysis and model development for business financial planning and stress testing
Collaborate with Front Office representatives for model and variable selection and outcome analysis
Work with Finance and IT teams to source modelling data and check consistency
Build benchmark and challenger models using alternative approaches
Write detailed documentation explaining the data validation, model selection process, alternatives considered, business inputs and rationales in modeling decisions
6+ years of financial services industry experience including working knowledge of capital markets
2+ years of experience with financial/statistical modeling or specific CCAR/PPNR modeling experience

Senior Quantitative Modeler Resume Examples & Samples

Develops and analyzes rules and quantitative models
Documents, defends, and supports models and modeling approaches to internal validators and the OCC; and
Performs ad hoc data analytics in support of the business line
Bachelor’s degree in a quantitative field required with years five to eight years of relevant work experience
Master’s degree in a quantitative field, such as statistics, economics or mathematics
Two-plus years of related experience
Familiarity with statistical and quantitative techniques, including but not limited to, regression analysis, time series analysis, econometrics, and machine learning
Experience in at least one: Matlab, R, Python, etc
Three plus years of banking experience
Experience in data mining and working with large data sets and the tools used to do so (e.g. SAS, Matlab, R, Python)
Experience working with the Actimize IFM platform, AAE, and Policy Manager
Three plus years working with fraud, ideally related to DDA accounts

Senior Quantitative Modeler Resume Examples & Samples

Supervises the development of complex mathematical models – including credit origination and customer behavior scorecards - which directly support critical decision making processes and the company’s overall understanding of our business, the markets within which we operate, and our customers
Identifies modeling needs and communicates them to the Director Quantitative Modeling
Encapsulates analytic findings into executive-level summary documents to support senior management decision-making
Support Model Validation and documentation of models in accordance with Santander Consumer USA internal policies and U.S. Federal Reserve regulations (SR 11-07)

Operational Risk Quantitative Modeler Resume Examples & Samples

Build/Review regression models, probabilistic models, conduct correlational analysis, and execute/interpret multicollinearity tests
Run all components of the bank's stress models on a periodic basis
Coordinate project efforts with the modeling team and direct work efforts of the team to meet deadlines and remediate modeling limitations
Work with the OpRisk Workstream Lead and other modelers to recommend viable statistical approaches for addressing model limitations and effective approaches for sensitivity analysis
Build non-additive models by the use of interaction predictor variables and develop effective heteroscedasticity detection and correction schemes
Write/maintain model documentation
Requires a graduate degree in Actuarial Science, Economics, Finance, Mathematics, or Statistics (Ph.D. preferred) – emphasis on applied regression analysis is preferred
Experience in building complex multiple regression models
Experience within the financial services industry is a plus (not required)
Experience (academic or professional) in the design and/or documentation of a large scale modeling effort a plus
Financial risk management industry certifications a plus
Should be well-versed and experienced in applied multiple regression analysis
Should have a working knowledge of the role of capital risk-based ratios in stress forecasting
Should also have expertise in building or interpreting : Generalized linear models, Nonparametric models, and Principal components analysis models
Must have strong data management skills
Should have proficiency in each of the following packages/languages

Senior Quantitative Modeler, VP Resume Examples & Samples

Serve as credit risk modeling leader for Webster Bank's ALLL and CECL processes
Design, develop, back testing, and implement CECL models for Webster's commercial and consumer portfolios
Build model documentation and procedures for CECL and ALLL models
Responsible for performing analysis and making reserve recommendations to senior management
Coordinate with Treasury group to manage security CECL model development, implementation, and reserve recommendation
Adheres to model risk management procedures and SOX control and internal audit
Responsible for any external auditor's requests on modeling and data requests
5+ years of credit risk modeling experience for CCAR/DFAST/ALLL
5+ years banking industry experience preferred
5+ years of hands on work experience of advanced analytical skills in the areas of statistics, economic/econometrics modeling and data mining applicable to risk management in banking industry
5+ years of experience in programming languages and statistical software including SAS and SQL
5+ years of experience in manipulating and analyzing big data and structuring large and multiple database systems including Oracle Server
Basic working knowledge of database and relationship data is essential
Strong written, documentation, verbal and presentation skills
Ability to effectively communicate with senior leaders, outside auditors and regulators
Can do attitude, attention to details, and team player is a must

Quantitative Modeler Resume Examples & Samples

Advance the development of the company’s next-generation investment platform and enterprise-wide risk system by assisting the conversion from their respective prototype models into production ready platforms in C++ or equivalent programming languages, as well as liaise with IT partners to achieve maximum efficiency in the data piping and storage
Partner with IT partners to set up a multi-server / grid-based computational system for Aflac Global Investment Risk Management
Assist with the management of code repository and source codes for all analytics performed by Aflac Global Investment Risk Management
Provide subject matter expert advices on all asset model programming and coding related issues within Aflac Global Investment Risk Management
Interact collegially and professionally with other members of the investment risk management team, as well as other departments such as accounting, actuarial, IT, etc
5+ years of experience in building advanced quantitative models and databases for large financial institutions such as banks, insurers, fund managers, etc
Comprehensive understanding of applications of financial mathematics, statistical methods, quantitative return and risk analytics to investment oriented business problems
Ideally some experience, but at minimum strong theoretical understanding in valuation, stress testing and quantitative analytics for asset structures – vanilla and exotic; examples include complex embedded options in bonds, structured mortgage and credit assets, exotic derivatives, etc
Ability to write advanced computational algorithms for financial models in programming languages such as C++ / C# / QuantLib, Python, MatLab, etc. is essential
Knowledge of grid-based computing and have significant experience in setting up / operating quantitative models over multi-server / grid-based infrastructure is a plus
Sound business communications skills (in English) and be able to explain complex mathematical / statistical methods plainly and concisely
Advanced degrees in quantitative finance, financial mathematics, computer science, engineering or physics required; PhD degrees, especially in financial mathematics / computer science, would be considered a big plus; other investment industry accreditations such as CFA, FRM also viewed favorably
Intermediate level understanding of (investment) accounting principles would be viewed positively
Team oriented personality and willingness to multi-task in small project teams

Dfast Quantitative Modeler Resume Examples & Samples

Perform analytical research, model development, testing, implementation and documentation of models including
1-3 years of functional/professional experience in banking/financial services industry with relevant work in stress testing, credit analysis and or risk management
Computer programming skills: SAS, SQL, R, VB
Quantitative methods and tools supporting credit risk measurement and econometric modeling
Working knowledge of the Bank’s commercial/consumer loan products
Experience working with statistical modeling platforms such as SAS applied to large data sets
Knowledge of stress testing and regulatory requirement for banking industry is preferred
Effective interpersonal skills and ability to work well with others in a dynamic, team-oriented environment
Experience with leading projects and managing multiple tasks simultaneously along with the ability to operate under scheduled deadlines