Quantitative Modeler Cover Letter

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

In the previous role, I was responsible for advanced quantitative analytic support for all actuarial aspects of Fixed Indexed Annuity (FIA) Hedging, including Risk/P&L reporting, quantitative and qualitative analysis of financial risks embedded in FIA insurance guarantees, based on in-depth understanding of actuarial product features and their interactions with capital market risks.

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 building Fixed Income factor models and portfolio analytical models using Python and SQL
• Financial Risk Manager(FRM) or Certification in Quantitative Finance (CQF) Preferred
• Knowledge of stress testing and regulatory requirements related to model risk management (FRB/OCC SR 11-7), Basel II/III capital requirements, and Dodd-Frank Act Stress Testing (DFAST)
• Experience with industry best practice modeling techniques and demonstrable skills in prototyping, benchmarking and empirical analysis
• PhD in a Quantitative Field (Math, Finance, Engineering, Physics)
• Advanced econometric skill including time series, panel data, discrete event modeling
• Experience in mortgage performance modeling, property and financial asset valuation modeling is preferred
• Master or PhD in quantitative disciplines preferred, such as Economics, Finance, Mathematics, and

I submit this application to express my sincere interest in the quantitative modeler position.

In my previous role, I was responsible for a micro view of risk management in a particular business line and a macro view of risk management for the bank as a whole through rotational assignments.

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:

• Expert knowledge of the programming language Scala, C++ or Java
• Knowledge of or willingness to learn details of financial mathematical models
• Experience in a financial trading environment
• Experience with VaR frameworks and/or financial models
• Prior experience in derivatives modelling in at least one major asset class
• Solid quantitative and statistical modelling skills
• Solid programming skills, preferably C/C++ and F#
• Experience in working in the Financial/Banking industry or forecast applications preferred

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

In my previous role, I was responsible for the quantitative supports and analytical tools to investigate and understand the markets risks, liquidity risks, counterpart credit risks and stress scenarios risks.

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

• A previous experience in Risk Management, especially in modelling would be appreciated
• Knowledge of banking and financial industry, financial and lending products, and processes
• Sound knowledge of regulatory requirements, especially regarding CRD, CRR and IFRS9
• Strong IT competencies (Excel, Access, Business Object) and programming (VBA, SAS, SQL, Matlab)
• Highly team oriented, enthusiastic and proactive
• Well organized and able to complete tasks independently to high quality standards
• Regression methods
• PhD in other Science or engineering field, with an interest in finance modeling

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

In the previous role, I was responsible for a micro view of risk management in a particular business line and a macro view of risk management for the bank as a whole.

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

• Academic training or empirical experience on econometrics or statistics, including data preparation and model estimation
• Proficient in SAS and experienced with R
• Apply econometric techniques to market microstructure data to potentially
• Experience in working on FNMA internal pricing or loss forecast applications preferred
• Solid understanding of industry practices in modeling mortgage prepayments and other aspects of borrower behavior such as delinquencies and defaults
• Understanding of structured finance, such as MBS cash flows
• Coding with statistical or mathematical packages such as R and SAS
• Knowledge of risk management techniques and quantitative tools, such as VaR

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

Previously, I was responsible for support as needed for quantitative topics in asset allocation, security selection and risk management.

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

• Advanced statistical modeling experience
• Experience with statistical programming language such as SAS or R
• Familiarity with accounting rules related to charge-offs, recoveries, and non-accrual accounting
• Experience in Statistical model development methodologies
• Experience in Statistical model implementation
• Experience in major task,deliverables, formal methodologies and disciplines for credit risk modeling at a financial institution regulated by the OCC or Federal Reserve
• Experience with stress testing concepts and related regulatory guidance(such as Fed Letter SR 11-7)
• SQL Scripting and database experience