Statistical Quantitative Analyst-Risk Models (Multiple Openings) Statistical Quantitative Analyst-Risk Models  …

SunTrust Bank
in Atlanta, GA, United States
Permanent, Full time
Last application, 23 Jan 20
Competitive
SunTrust Bank
in Atlanta, GA, United States
Permanent, Full time
Last application, 23 Jan 20
Competitive
Statistical Quantitative Analyst-Risk Models (Multiple Openings)
Job Description :
Job Description
Position: Statistical Quantitative Analyst-Risk Models (Multiple Openings)

Location: 303 Peachtree Street NE, Atlanta, GA 30308

Description

• Responsible for the analysis and development of quantitative models both financial and non-financial in support of the company's quantitative analysis efforts including market, risk, and pricing efforts.
• Develop, maintain, and monitor statistical or valuation management models. Monitoring includes calibration, sensitivity analyses, and scenario testing.
• Consult with practitioners, the academic community, and other financial institution in researching the development of risk management models.
• Ensure that risks inherent in model development and usage are properly identified and managed.
• Review and update model documentation (methodology guide, user guide, policy documents, etc.).
• Develop and/or analyze quantitative models.
• Research best practices and new technologies. Perform complex analysis and draws conclusions.
• May oversee or assist less experienced analysts.

Qualifications
• Must have a Master's degree in Mathematics, Finance, Economics, Statistics or other related quantitative field.

• Must have 2 years of experience in research or quantitative analysis positions utilizing the following skills.

o Quantitative, financial, and statistical background, including use of software to support quantitative analysis.
o Technical proficiency in Probability and Statistics and Finance (including option adjusted spread (OAS), duration, negative convexity, Monte Carlo simulation, yield curve, interest rate risk concepts, and factors affecting prepayment)
o Programming skills with SAS, VBA, R, and Python.
o Mastery of quantitative modeling requirements for non-parametric type of models.
o Basic understanding of financial statements.
o Risk management for financial institutions, including banking and interest rate risk management, credit analysis, and hedging;
o Utilizing knowledge of fixed income analytics and/or mortgage banking;
o Building and maintaining models and ad hoc analytics & reporting;
o Building and managing complex processes; and
o Utilizing experience with different vendor platforms, including Bloomberg, QRM, and yield book.

Send resume to: Cheryl B. Williams, Talent Acquisition Office, SunTrust Banks, Inc., 41 Rachel Drive, Nashville, TN 37214.

Equal Opportunity Employer: SunTrust supports a diverse workforce and is a Drug Testing and Equal Opportunity Employer. SunTrust does not discriminate against individuals on the basis of race, creed, color, gender, religion, national origin, age, disability, veteran status, pregnancy, marital status, citizenship status, sexual orientation, gender identity, genetic information, or any other classification protected by applicable laws.

To review the EEO Poster, copy and paste the following link into your browser: http://www1.eeoc.gov/employers/upload/eeoc_self_print_poster.pdf http://www.dol.gov/ofccp/regs/compliance/posters/pdf/OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf
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