Senior Quantitative Analyst – CCAR and CECL
Fifth Third Bank
SQLVBA
Senior Quantitative Analyst
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
PythonSQLVBA
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.
- Develop, maintain, and back test models to support respective lines of business (LOBs).
- Responsibility for ad-hoc reporting requests for quantitative modeling.
- Own one or more processes, reports, procedures or products and represent the unit on cross-function process or project deliverables.
- Identify, assess, manage, monitor, and report risks while operating within the Bank's risk appetite.
- Interpret policies, guidelines or processes for complex problems or transactions.
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.
- Python.
- 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.
- Experience with implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital.
