You are a strategic thinker passionate about driving solutions in  Analytics and Data Science  (CECL an CCAR Modelling) . You have found the right team.

As a Quant Analytics – Associate within our MIS and Platforms team, you will spend each day defining, refining and delivering set goals for our firm.

Job Responsibilities:

Scope, prioritize and co-ordinate activities  with Credit CFO  Finance Team .Run the quarterly mortgage stress testing model (e.g., CCAR), create associated reporting & analytics, and present results to managementRun quarterly CECL reserve setting model and analyze key drivers of quarter-over-quarter variancesPerform ad-hoc analysis and gain comfort in credit costs results for credit risk leadership team and understand and explain modeled results from mortgage credit analyticsInteract actively with the stress testing model team to understand, develop and enhance forecast frameworks for the mortgage businessDesign and develop datamining queries from large data sets (Both Structured and Unstructured) including Big Data . Experienced in conversion of data into information.Be proficient in Visualization and storytelling which can make an  impact to the business . 

Required qualifications, capabilities and skills

Self-starter, attention to details and results orientated, able to work under minimal guidance.Uses pertinent data and facts to identify and solve a range of problems within area of expertise.Proficient in stress testing models/methodologies and CCAR scenario forecast. Hands on experience with pandas and Spark/PySQL  stack. Experience on building data  extraction pipelines and working with large data sets in a big data environmentExperienced on   SQL (Snowflake, Databricks),  Python, MATLAB, R and TableauHaving mandatory experience in exploratory and regression data analysisAdvanced degree in a quantitative discipline (e.g. Economics, Finance, Statistics).  Different field of study, with significant professional experience in Analytics(CCAR/CCEL Modelling)  is acceptable Proficiency in Microsoft Word, Excel, PowerPoint, to clearly present analytical findingsExperience Required: 3+ years with exposure to Fixed Income and/or Credit . 

Preferred qualifications, capabilities and skills

Excellent communication skills – both written and oral – with the ability to communicate clearly and confidently with all levels of managementStrong collaborative, teamwork ethicUtilize judgment and discretion in working with highly confidential information