Quantitative Analyst - NYC
The Hagan-RIcci Group (HRG) | New York, New York | Posted: February 1, 2013
JOB DESCRIPTIONresponsibilities: * Develop advanced credit risk capital, stress testing and loss forecasting models for wholesale credit portfolios. * Develop methodologies, algorithms and diagnostic tools for testing model robustness, stability and performance. • Develop and maintain technical documentation for methodologies and applications * Provide oversight of junior analysts, and lead their training and professional development * Oversee appropriate implementation of analytical tools by reporting functions, and the migration of models to the production environment.
Email MS Word attached resume to: email@example.com Reference LDF190-AT, Quant Analyst on subject line.
Additional InfoQualifications: * Ph.D. or Masters in Economics or Finance, or solid background in Engineering or Science * 5-10 years proven experience in banking-book products, risk analytics for wholesale credit portfolios, credit risk modeling and risk management or related areas. * Ability to meet deadlines for product deliverables in a timely, proactive and entrepreneurial manor * Working knowledge of credit data reliability analysis, quality controls and data processing. * Extensive experience with statistical analysis, modeling techniques and numerical implementations (C/C++, VB, Java, SAS, SQL). * Proven experience in developing and maintaining detailed technical documentation for models, model validation, project plans and processes. * Excellent written and verbal communication skills, and ability to discuss technical issues with clients, peers, auditors, regulators and senior management.