Must have Minimum of Masters degree, or foreign equivalent, in Computational Finance, or related field, or related field and at least two 2 years of experience as a Quantitative Analyst or related occupation. Must have at least two 2 years of experience with each of the following required skills 1 Using Financial Econometrics and R programming; 2 Understanding CCAR, PPNR, and Bank of England Stress Tests to develop models across various regions; 3 Using Financial Modeling to understand Financial Statements for Revenue Forecasting and Stress testing Models; 4 Using Statistical Model Development and Financial Time Series Analysis to understand, analysis, and model information and build robust statistical models; 5 Using Monte Carlo Simulation Methods to implement Monte Carlo models and Model Validation of Credit Risk Models for multinational financial services corporation; 6 Ability to build and analyze linear and logistic regression models; 7 Understanding regulatory requirements such as SR117 for model risk management and develop and document models in accordance to such requirements; 8 Creating tools for data analysis and visualization.
Categories: eb3
0 Comments