Senior Quantitative Analyst - job 1 of 3

Job Summary

A company is looking for a Senior Quant Analyst - CCAR.

Key Responsibilities

• Develop, implement, and monitor quantitative models for credit risk estimation
• Support the validation and back testing of quantitative and statistical models
• Handle ad-hoc reporting requests related to Stress Testing and CECL estimation

Required Qualifications, Training, and Education

• Advanced degree in quantitative analytics, economics, finance, statistics, mathematics, engineering, or a related area (PhD preferred)
• Minimum 4+ years' experience in statistical/econometric modeling focused on consumer credit risk
• Proficiency in programming languages such as SAS, R, Python, or Matlab
• Experience with SQL-based databases; cloud-based experience preferred
• Familiarity with machine learning and AI approaches is preferred