Quantitative Analyst - Credit Risk, AML Models - REMOTE Quantitative Analyst - Credit Risk, AML Models -  …

Analytic Recruiting Inc.
in New York, NY
Permanent, Full time
Last application, 25 Nov 21
Competitive
Analytic Recruiting Inc.
in New York, NY
Permanent, Full time
Last application, 25 Nov 21
Competitive
Posted by:
Jim Geiger • Executive Recruiter
Posted by:
Jim Geiger
Executive Recruiter
A leading provider of asset-liability management (ALM) solutions for financial institutions is looking for a Quantitative Modeling Associate to work on Current Expected Credit Loss (CECL) models. The role will focus on model validation projects: modeling cash flows and identifying and mitigating risk across consumer, residential mortgage, and commercial mortgage loans and related securities, bank deposits and mortgage servicing rights.

Responsibilities:

  • Develop quantitative models that analyze credit losses (current expected credit loss) CECL
  • Develop CECL forecasting models, stress testing models and credit risk analytics
  • Review, validate, and develop financial cash flow models with prepayment and credit loss estimates for mortgages, credit cards, auto loans, student loans, leases, commercial and industrial loans, or guarantees
  • Work directly with institutional clients on risk analytic models and projects
  • Develop stress testing scenario analysis models
  • Provide Credit Risk consulting services to clients

Requirements:

  • 2-3 years of CECL model development and CCAR/DFAST stress testing experience
  • Must have an advanced Quantitative degree
  • Must have advanced quantitative statistical modeling skills (Regression, Time-Series, Data Mining, Survival Analysis, Sensitivity, Backtesting)
  • Must have advanced statistical programming in R and Python
  • Candidate must have experience with the following models: (Credit Risk, AML, BSA, Fraud,  Economic, CECL)
  • Must have superior communication skills and a desire to work closely with the firm’s clients

Keywords: Scenario Analysis, Stress Testing, CECL, Loan Loss Forecasting, CCAR, DFAST, Statistical Modeler, R

Please send resume to Jim Geiger jeg@analyticrecruiting.com

 

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