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发帖数: 44 | 1 【 以下文字转载自 JobMarket 讨论区 】
发信人: thebodyshop (body...), 信区: JobMarket
标 题: [招人]Quantitative Modeler
发信站: BBS 未名空间站 (Tue Apr 19 18:04:40 2016, 美东)
https://recruiting.ultipro.com/PAC1009/JobBoard/37e95049-80e2-1
f826b780e4d6/Opportunity/OpportunityDetail?opportunityId=f704b3aa-41a1-4f73-
a726-a331cf574b24
RESPONSIBILITIES:
• Obtain and conduct data analysis required for stress testing model
development
• Developing and executing primary and benchmark DFAST stress loss
models for credit risk and PPNR
• Perform all required tests and measures of developed models (e.g.,
sensitivity, accuracy, volatility)
• Deliver comprehensive model documentation (e.g., Model Approval
Packages, Technical Review Documents)
• Work close with line of business, finance, accounting, & credit team
• Utilize your quantitative skills to analyze and summarize data,
formulate findings, and provide recommendations
• Assist others with conducting business research by gathering data,
identifying options, and creating non-routine reports with detailed analyses
.
• Perform additional duties as required.
POSITION REQUIREMENTS:
• Advanced degree in a quant discipline like Mathematics, Statistics,
Economics, Operations Research, or related field
• 3+ years relevant work experience
• Proficiency in a statistical software package such as R, SAS, SQL or
Python etc.
• Proficiency in Excel and PowerPoint or equivalent substitution.
• Solid oral / written communication skills.
• Solid interpersonal skills and the ability to work in a team
environment as well as independently |
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