Senior Quantitative Modeler
Company: VirtualVocations
Location: Staten Island
Posted on: January 28, 2025
|
|
|
Job Description:
A company is looking for a Sr. Quantitative Loss Forecasting
Modeler to analyze credit and prepayment risk and support financial
planning.
Key Responsibilities
Implement models for loan loss allowance, CECL, stress testing, and
prepayment for various loan products
Maintain documentation for key processes and model components,
ensuring compliance with model risk management and regulatory
requirements
Monitor performance of quantitative models and support independent
model validation efforts
Required Qualifications
7+ years of experience in quantitative modeling, development, or
implementation
Experience in PD/LGD/EAD framework is highly desired
Proficiency in SAS, R, Python, and experience with large
datasets
Extensive experience with various statistical and machine learning
techniques
Master's Degree in a Quantitative Field such as Statistics,
Mathematics, or Finance
Keywords: VirtualVocations, East Orange , Senior Quantitative Modeler, Accounting, Auditing , Staten Island, New Jersey
|
Click
here to apply!
|
