Senior Quantitative Finance Analyst
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Location
Charlotte County
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Sector:
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Job type:
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Salary:
On Application
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Contact:
Kristen Price
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Contact email:
k.price@hamlynwilliams.com
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Salary high:
0
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Salary low:
0
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Job ref:
2/26/18
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Published:
about 2 months ago
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Expiry date:
2018-04-23
My client, a tier one banking corporation, is currently looking for an experienced Quantitative Finance Analyst, to independently conduct quantitative analytics and complex modeling projects. If you or someone you know has any interest, don't hesitate to get in touch.
Responsibilities:
- Assessing adequacy of model documentation
- Challenge model assumptions and approach as needed
- Verifying model implementation
- Assessing quality of model outputs through back testing against realized outcomes, benchmarking against alternative models, sensitivity tests around assumptions and limitations, and other relevant testing
- Coach junior staff members and leading validation projects
Qualifications:
- Master's or PhD in statistics, finance, mathematics, or related field
- Experience with multiple credit risk models including: PD/EAD/LGD
- Knowledge of Basel regulatory framework
- Experience in risk management or quant group in a financial institution
- Knowledge of retail products including: mortgage, credit card, auto loans
Job Type: FULL TIME
Please note that due to the high volume of applicants for this position, those who are interested are encouraged to apply ASAP.