You are a strategic thinker passionate about driving solutions in Analytics and Data Science (CECL an CCAR Modelling) . You have found the right team.
As a Quant Analytics – Associate within our MIS and Platforms team, you will spend each day defining, refining and delivering set goals for our firm.
Job Responsibilities:
- Scope, prioritize and co-ordinate activities with Credit CFO Finance Team .
- Run the quarterly mortgage stress testing model (e.g., CCAR), create associated reporting & analytics, and present results to management
- Run quarterly CECL reserve setting model and analyze key drivers of quarter-over-quarter variances
- Perform ad-hoc analysis and gain comfort in credit costs results for credit risk leadership team and understand and explain modeled results from mortgage credit analytics
- Interact actively with the stress testing model team to understand, develop and enhance forecast frameworks for the mortgage business
- Design and develop datamining queries from large data sets (Both Structured and Unstructured) including Big Data . Experienced in conversion of data into information.
- Be proficient in Visualization and storytelling which can make an impact to the business .
Required qualifications, capabilities and skills
- Self-starter, attention to details and results orientated, able to work under minimal guidance.
- Uses pertinent data and facts to identify and solve a range of problems within area of expertise.
- Proficient in stress testing models/methodologies and CCAR scenario forecast.
- Hands on experience with pandas and Spark/PySQL stack. Experience on building data extraction pipelines and working with large data sets in a big data environment
- Experienced on SQL (Snowflake, Databricks), Python, MATLAB, R and Tableau
- Having mandatory experience in exploratory and regression data analysis
- Advanced degree in a quantitative discipline (e.g. Economics, Finance, Statistics). Different field of study, with significant professional experience in Analytics(CCAR/CCEL Modelling) is acceptable
- Proficiency in Microsoft Word, Excel, PowerPoint, to clearly present analytical findings
- Experience Required: 3+ years with exposure to Fixed Income and/or Credit.
Preferred qualifications, capabilities and skills
- Excellent communication skills – both written and oral – with the ability to communicate clearly and confidently with all levels of management
- Strong collaborative, teamwork ethic
- Utilize judgment and discretion in working with highly confidential information