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Statistical Model development analyst

Company Name:
Numeric Recruiting and Staffing
ob: #5675 Statistical Model Development Analyst, Treasury
Statistical Model Development Analyst, Treasury
Description:
Develop, maintain, document and defend quantitative financial models within the Corporate Treasury department

Responsibilities:
Develop financial models for forecasting, stress testing, valuation, interest rate, balance sheet management and other financial areas
Create, review and update model documentation for internal and external review
Oversee ongoing model monitoring and maintenance
Partner with Model Risk Management and model users to ensure proper model development and usage
Ensure the Bank's model risk management efforts meet industry best practices as well as regulatory requirements

Requirements:
Graduate degree in a quantitative discipline such as Statistics, Mathematics or Economics.
3+ years of experience developing models for financial services and using SAS for analysis
Demonstrated proficiency in understanding quantitative modeling requirements for risk management, valuation, forecasting, and financial reporting
Excellent communication skills to create model documentation for internal and external review and to make presentations to senior management
The following are preferred:
CFA charter or FRM designation
Specific modeling experience:
DCF valuation
Optimization (linear, nonlinear)
Time series econometrics & forecasting modeling
Monte Carlo simulation

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