Analyst / Senior Quantitative Analyst Cover Letter

In response to your job posting for analyst / senior quantitative analyst, I am including this letter and my resume for your review.

Previously, I was responsible for subject matter expertise related to financial risk management, model development and/or model validation.

I reviewed the requirements of the job opening and I believe my candidacy is an excellent fit for this position. Some of the key requirements that I have extensive experience with include:

• Experience with QRM Balance Sheet Management software
• Source control experience (SVN/Perforce preferred)
• In a quantitative discipline preferred
• Include statistical analysis, modeling, mathematics, or other quantitative discipline
• Derivatives is preferred
• Proven experience in prepayment study and other behavior modelling preferred
• Advanced proficiency programming languages such as SAS, R, and MS SQL Server programming
• Excellent communication and presentation skills relevant to multiple levels in the Bank

I am excited to be applying for the position of analyst / senior quantitative analyst. Please accept this letter and the attached resume as my interest in this position.

In my previous role, I was responsible for timely and reliable intelligence on thematic issues of strategic fraud and financial crime importance to the bank, to inform Group risk appetite, risk management decisions and support risk model validation.

My experience is an excellent fit for the list of requirements in this job:

• Be able to develop complex models (including associated coding in VBA and SQL) and sense check outputs
• Opportunity to participate in the development of models for AIRB Parameters (PD, LGD, EADs)
• Researching, developing, prototyping and implementing new modelling, calculation and reporting approaches in a continuous improvement cycle
• Implement costing and portfolio analysis tools, in close cooperation with internal and external (IT-) functions, including testing, documentation
• Elaborate parameters used in costing and portfolio modelling
• Analyze data to support costing, underwriting and portfolio management
• Provide transactional support and training to credit & surety underwriting functions in Reinsurance and Corporate Solutions
• Solid programming know-how (experience in Java, Python), interest in working on implementation topics and proven analytical skills

Please consider me for the analyst / senior quantitative analyst opportunity. I am including my resume that lists my qualifications and experience.

In the previous role, I was responsible for holistic review of model technical documentation for a variety of PPNR and treasury models (including time series models, derivatives modeling, state-transition models, etc.) by assessing the adequacy and thoroughness of the model documentation.

I reviewed the requirements of the job opening and I believe my candidacy is an excellent fit for this position. Some of the key requirements that I have extensive experience with include:

• Work experience in credit risk management environment preferred
• Strong knowledge in credit scoring analysis, risk rating systems, and loan forecasting is preferred
• Proven experience in implementing credit risk systems and/or reporting functionalities preferred
• Advanced proficiency in MS Office suite including Excel (VBA preferred), Tableau, Alteryx, and MS SQL Server programming
• Computer programming (VBA and/or C++) and proficiency in SAS, Excel, Matlab, FinCad
• Using/implementing/customizing risk management vendor products including QRM, SAS Risk Dimensions, Algorithmics, and Sungard
• Using/implementing market data vendor products such as Bloomberg, Reuters, and/or Fitch
• Dealing with major market risk management functional groups, including front desk, back office, middle office, risk management, and treasury

In response to your job posting for analyst / senior quantitative analyst, I am including this letter and my resume for your review.

Previously, I was responsible for oversight and management of the governance and reporting functions of the Model Risk group under the direction of the Director of Model Risk Governance.

My experience is an excellent fit for the list of requirements in this job:

• VBA, Matlab or R
• Experience developing automated analytics tools, in-depth understanding of testing frameworks & evaluation methods
• Experience with Hive/Big Data and event tracking implementation preferred
• Organized but scrappy, creative, and enthusiastic about seeking new solutions to problems and opportunities
• Bonus points for Optimizely, Apptimize, Test & Target, SiteSpect or in-house A/B testing framework experience
• Practical experience and/or understanding of pricing, demand forecasting and settlement as they relate to retail electricity supply
• Practical experience and/or understanding of the operation of the wholesale electricity market
• Advanced excel with VBA and SQL

I would like to submit my application for the analyst / senior quantitative analyst opening. Please accept this letter and the attached resume.

In my previous role, I was responsible for advice and technical expertise on actuarial and risk quantification modeling approaches and implement routine cash flow model developments to ensure quality of model output.

Please consider my qualifications and experience:

• Good communication skills (verbal and written), with particular focus on complex or technical topics
• Strong scientific / analytical background
• Significant experience utilizing mathematical programming software packages such as Xpress, IBM ILOG CPLEX, or LINDO
• Proficiency in the use of Agent-based, System Dynamics, and Discrete Event simulation packages
• Knowledge & experience with Analytical models (classification, clustering, & association)
• Solid training in statistics methodology
• Intellectual curiosity and a willingness to learn new areas and skills
• A mature, self-starter with strong work ethic