Senior Quantitative Analyst – Credit Risk
Fifth Third Bank
full-time
Posted on:
Location Type: Office
Location: Cincinnati • Illinois, Ohio • 🇺🇸 United States
Visit company websiteSalary
💰 $80,500 - $169,100 per year
Job Level
Senior
Tech Stack
SQLVBA
About the role
- Provide quantitative support throughout the Risk or Finance divisions
- Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital
- Provide ongoing support to the development and implementation of quantitative and statistical models
- Developing, maintaining, and back testing models to support respective LOBs
- Responsibility for ad-hoc reporting requests for quantitative modeling
Requirements
- Advanced degree in quantitative analytics, economics, statistics, engineering, or a related area
- Minimum 4-5 years of experience in statistical/econometric modeling and database management
- Database experience in SAS, SQL, VBA, and Business Objects
- Proficiency in Microsoft Office products, such as Word, Excel, PowerPoint, and Outlook
- Strong analytical and verbal/written communication skills
- Ability to work in a team environment and multitask
Benefits
- Comprehensive benefits
- Differentiated compensation offerings
- Participation in an incentive compensation plan
- Support for physical, financial, emotional and social well-being
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
quantitative modelingstatistical modelingeconometric modelingdatabase managementback testingPDLGDALMCCARQRM
Soft skills
analytical skillsverbal communicationwritten communicationteamworkmultitasking