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j***g
发帖数: 158 | 1 Main Function:
· Quantitative analysis and model development for business
financial planning.
Main Duties (summary):
· Develop models and methodologies for forecasting business
revenues.
· Work with internal and external teams on validating models and
building challenger models.
· Provide documentation for models and respond to internal and
external inquiries.
Basic qualifications:
· M.Sc. or Ph.D. in finance, econometrics, statistics or other
quantitative field
· 1+ years of experience with financial/statistical modeling or
specific CCAR/PPNR modeling experience
· 1+ years of experience working for a financial institution
Main Duties (detailed):
· 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. | j***g
发帖数: 158 | 2 不好意思，白天上班的时候没写清楚，职位在纽约。
【在 j***g 的大作中提到】
: Main Function:
: · Quantitative analysis and model development for business
: financial planning.
: Main Duties (summary):
: · Develop models and methodologies for forecasting business
: revenues.
: · Work with internal and external teams on validating models and
: building challenger models.
: · Provide documentation for models and respond to internal and
: external inquiries.
| d********t
发帖数: 9628 | 3 AVP是介于associate和VP之间吗
【在 j***g 的大作中提到】
: 不好意思，白天上班的时候没写清楚，职位在纽约。
| x*******o
发帖数: 74 | 4 请问招associate吗，fresh phd，谢谢！ |
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