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Job

Quantitative Risk Analyst, VP

  • Location

    Dallas, TX

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Contact:

    Kelsy Rodriguez

  • Contact email:

    k.rodriguez@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    4 months ago

  • Expiry date:

    2021-06-24

  • Startdate:

    End of June

In this position, the Quantitative Analyst, VP will have the opportuntiy to lead the analytics and modeling team in one of the 50 largest U.S banks. The qualified candidate will use statistical and financial knowledge to make business decisions in support of the company's strategies. 

Responsibilities: 

  • Develop and implement models, identify risk and advise on appropriate mitigation strategies 
  • Use models to produce PD/LGD/EAD results
  • Utilize statistical models to support stress testing and back testing initiatives 
  • Interpret data findings to make conclusions that will support tactical decision making and ensure models are accurate when analyzing risk 
  • Ensure compliance with regulatory accounting standards 

Qualifications: 

  • Master's degree in related field (Math, Statistics, Economics, etc.) 
  • 7+ years experience in credit risk modeling in financial service industry 
  • 5+ years experience to regualtory environment (CECL/CCAR/ALLL/DFAST)
  • 2+ years experience in managing a team 
  • Strong knowledge of modeling methods and statistical and analytical software (SAS, SQL, MATLAB, Python, R, BI tools) 

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