Does your dream job include the following?
* Friendly and respectful work environment.
* Open, supportive, collaborative, team focused environment.
* Opportunities to grow within your job and grow with the company.
* Recognition for initiative and ingenuity.
* Autonomy and job satisfaction.
* Solid benefits
We figured as much. Those are just some of the qualities that our client embodies.
Our client is looking for a Quantitative Modeler to develop models and methodologies for loss forecasting. The Quantitative Modeler will project balance sheet and income statement forecasts for DFAST (Dodd-Frank Act Stress Test, administered by FDIC). This position will involve the development of credit risk models, and models for non-interest income and expense forecasting and dynamic balance sheet. The position will come with project management and oversight responsibilities.
Key Responsibilities Include:
* You will develop analytic tools and models.
* You will manage and analyze large, complex data sets using statistical tools and techniques.
* You will perform analytical research, testing, implementation, and documentation.
* You will write detailed documentation explaining the data validation, business inputs, rationales, and alternatives considered.
* You will develop statistical models to quantify and forecast risk levels.
* You will follow industry wide initiatives and regulatory guidelines that impact the models.
* You will analyze source data systems to assess data attributes and evaluate historical data default and exposure to default data, in addition to other credit related attributes.
* You will assess and hedge the risks associated with the companys portfolios.
* You will conduct value-at-risk, stress testing, and direct analysis.
* You will prepare and give presentations of analysis and findings to management and regulators.
* You will coach, mentor, train others, and be the subject matter expert
* Masters or Advanced Degree in a quantitative technical field.
* Experience in developing tools for analysis of large data sets.
* Hands on experience in building statistical models and regression analysis.
* Experience in the banking and financial sector, with experience in stress testing, regulatory requirements, and credit lifecycle.
* Computer programming skills (SQL, SAS, VP, R
* Great team environment
* Advancement Opportunities
Eprion Staffing is an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.
To express your interest in this role please forward your application (Word format) to ***********************.
Please click the Apply Now button below.
To apply for this job please visit the following URL: http://itjobpro.com/68253 →