Develop and document models used for stress testing in alignment with regulatory requirements, including DFAST and Basel III.
Develop, document, and maintain quantitative tools and models that measure risks to earnings and capital, including probability of default, loss given default, and exposure at default.
Evaluate and enhance models to ensure relevance, accuracy, and ongoing compliance with regulatory expectations.
Serve as a subject matter expert in risk quantification and modeling, collaborating with business partners, risk teams, and regulatory authorities.
Prepare and provide data, model insights, and documentation for regulators, auditors, and consultants.
Communicate model results, findings, and recommendations clearly and effectively to all levels of management.
Analyze and translate data from multiple sources into meaningful business intelligence that supports sound financial and operational decisions.
Ensure compliance with policies, procedures, security requirements, and relevant government regulations.

Requirements

You have a Bachelor’s degree in Finance, Economics, Statistics, or Mathematics (Required).
You have a Master’s degree (Preferred).
You have 4 or more years of experience with SQL, R, and Power BI (Required).
You have 2 or more years of experience in a modeling discipline within Banking or Capital Markets at a DFAST or CCAR institution or consulting firm (Preferred).
You have 2 or more years of experience in financial and business analysis (Preferred).
An equivalent combination of education and experience can be considered in lieu of a degree.

Benefits

Annual incentive potential
Comprehensive employee benefits, including: medical, dental, vision, LTD, STD and life
Paid vacation time, sick time and 11 company paid holidays
401k (with up to 4% match)
Tuition reimbursement

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

stress testingrisk quantificationmodelingquantitative toolsprobability of defaultloss given defaultexposure at defaultfinancial analysisbusiness analysisSQL

Soft Skills

communicationcollaborationanalytical thinkingproblem-solvingdocumentation