Provide quantitative analysis across risk and/or finance divisions of the bank. Implement, model and validate quantitative models including PD LGD, ALM, CCAR, QRM, MRM and economic capital. Develop, maintain, and back test models.
Master’s degree in Finance or related field of study with 3 months of experience (coursework or experience involving statistical modeling, SAS and Python). Coursework can be part of the Master’s degree.
Hybrid permissible.