Senior Quantitative Analyst
Fifth Third Bank
PythonSQLVBA
Senior Quantitative Analyst – CCAR and CECL
Fifth Third Bank
full-time
Posted on:
Origin: • 🇺🇸 United States • Ohio
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.
- Responsibility for Consumer CECL and Consumer CCAR modeling and analytics.
- Full ownership for one or more processes, reports, procedures or products; may be considered analytical or procedural expert representing a unit or team on cross-function process or project deliverables.
- Identify, assess, manage, monitor, and report risks while following policies and procedures to drive a positive customer experience.
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, SAS (including statistical modeling), SQL, VBA, and Business Objects.
- Experience with Microsoft office products, such as Word, Excel, PowerPoint and Outlook.
- Strong verbal and written communication skills.
- Strong analytical skills.
- Ability to present a professional image.
- Ability to work in a team environment.
- Ability to multi-task and to be flexible.
- Prior management experience and evidence of leadership is a plus.
- Previous experience with CCEL and CCAR preferred.
