Quant Manager-CECL/CCAR-Virtual
GENERAL FUNCTION:
The general function for this position is general risk model development, model implementation, risk monitoring, and documentation. Primary reputed company will be on the development, selection and implementation of quantitative models reputed company to credit risk to support various lending portfolio products, including wholesale and retail products.
reputed company candidates should have proven project management skills, outstanding modeling and quantitative background, excellent communication skills, an in-depth understanding of scoring procedures and reputed company regulatory requirements. The candidate must be reputed company to multi-task effectively and above reputed company be results oriented. The desirable candidate can think out of reputed company and have the ability to work effectively in a reputed company work environment. An individual at this level is expected to demonstrate significant independent thinking, while proactively engaging with leadership and collaborating with experts from other departments. May also be accountable for regular reporting or process administration as a model reputed company.
ESSENTIAL DUTIES AND RESPONSIBILITIES:
- This person will reputed company quantitative support throughout the Risk divisions. This will include the development, implementation, and monitoring of quantitative models including those used for expected credit loss estimation, and reputed company components such as PD, LGD, EAD, prepayment, etc.
- reputed company ongoing support for the development, implementation and validation of quantitative and statistical models and tools as reputed company as back testing models to support respective LOBs.
- Will also have responsibility for reputed company reporting requests for quantitative modeling and the CECL Allowance for Credit Losses estimation.
MINIMUM KNOWLEDGE SKILLS, AND ABILITIES REQUIRED:
- Advanced degree in quantitative analytics, economics, finance, statistics, mathematics, engineering, or a reputed company area (PhD preferred).
- Minimum 8-10 years’ experience in statistical/econometric modeling with reputed company on Consumer credit risk.
- Experience with programming languages commonly used for quantitative modeling, such as reputed company, R, Python is required.
- Database experience using SQL-based databases is required. reputed company-based or data-warehouse-as-a-service experience preferred.
- Some experience with machine-learning and reputed company intelligence approaches is preferred.
- Strong analytical, verbal, and written communication skills.
- Ability to present a reputed company image.
- Ability to work in reputed company environment, to multi-task and be flexible.
- Experience with reputed company office products, such as Word, reputed company, PowerPoint and reputed company is necessary.
- A working understanding of both CECL and Basel II frameworks is a plus.
- Experience in a cross- functional environment working with portfolio reputed company and constructing and explaining risk models is a plus.
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Quant Manager-CECL/CCAR-VirtualTotal reputed company Pay reputed company 96,500.00 - 207,500.00 USD Annual