Quant Analytics – Associate

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