Quantitative Risk Analyst Cover Letter

I submit this application to express my sincere interest in the quantitative risk analyst position.

In my previous role, I was responsible for support to help build presentations and to help develop or enhance risk management policies and procedures.

Please consider my qualifications and experience:

• A self starter and creative thinker
• Forecast credit losses at regular intervals using a variety of software and business insight
• Develop analytical tools and methods to expand forecasting base and increase level of accuracy
• Assist with integrating business planning activities with stress testing exercises (DFAST, PRA, CCAR) future regulatory enhancements (IFRS9)
• Ensure analytics are accurate and error free while generating the necessary documentation to support audit and review
• Extensive experience in credit card banking particularly with competencies in collections, new account underwriting and loss forecasting
• Experience with loss forecasting software such as Look Ahead or a SAS based equivalent
• Familiarity with BASEL influenced regulatory measures specific to GAAP and IFRS accounting principles such as IFRS9, CCAR, DFAST and PRA

I am excited to be applying for the position of quantitative risk analyst. Please accept this letter and the attached resume as my interest in this position.

In the previous role, I was responsible for support to risk managers for ongoing monitoring and reporting risk exposures for line of businesses including all data entry and documentation.

I reviewed the requirements of the job opening and I believe my candidacy is an excellent fit for this position. Some of the key requirements that I have extensive experience with include:

• Create and maintain strong relationships with key internal stakeholders, regulators and external and Internal Audit
• Proficiency in Excel, Visual Basic and Matlab (and/or R) are essential
• Experience in quantitative finance is essential
• Acting as a leader within the credit team for the development of suitable default risk and portfolio credit risk models
• Develop credit models for portfolios covering credit exposures arising from wholesale power, gas, oil, solar and wind energy portfolio
• Develop and design liquidity and economic capital models
• Research, design and lead the development of new quantitative credit risk models to predict potential credit losses
• Enhance and maintain existing quantitative credit risk models

In response to your job posting for quantitative risk analyst, I am including this letter and my resume for your review.

Previously, I was responsible for risk expertise while working with the businesses and other risk partners to proactively identify risk exposures across BNY Mellon.

My experience is an excellent fit for the list of requirements in this job:

• Excellent verbal and written communication skills to facilitate in-depth risk discussions with first-line business managers/leaders and present risk strategies/recommendations to the senior management at various levels of committees
• High proficiency with MS Office suite – Excel (incl
• Understanding of financial market instruments, including derivatives, across asset classes, credit risk (stemming from both asset exposure and credit underwriting) would be advantageous
• In-depth understanding of capital markets instruments and concepts
• Proficiency in statistical software packages such as SAS, proficiency in data mining and understanding of relational databases
• Knowledge of the finance and lending industry including instrument structures/types and financial markets knowledge
• Knowledge of the current regulatory framework on risk modeling
• Basic applied statistics, machine learning techniques (supervised / unsupervised techniques)

I would like to submit my application for the quantitative risk analyst opening. Please accept this letter and the attached resume.

In the previous role, I was responsible for risk analytics and analyzes portfolio exposures to coordinate the risk of multi-asset class mandates.

Please consider my experience and qualifications for this position:

• Experience with Blackrock’s Aladdin suite of Risk analytics and reporting tools is desirable but not essential
• Experience in coding in quantitative area
• Experience in establishing and maintaining statistical models, monitoring their input parameters, and ensuring that the models are documented and validated consistent with industry best practice and company policy
• Demonstrated understanding of market-relevant measures of risk
• Advanced knowledge of the fixed income markets and their associated derivative instruments
• Significant programming experience in languages such as SQL, R, Matlab, VBA, C++, Java, and Python
• Diverse experience in Risk & Finance preferred
• Minimum of M

I am excited to be applying for the position of quantitative risk analyst. Please accept this letter and the attached resume as my interest in this position.

In the previous role, I was responsible for client support and subject matter expertise, educating clients on Zenefits financial and risk related policies and processes as well as Zenefits financial product usage.

My experience is an excellent fit for the list of requirements in this job:

• Ensures accuracy of underlying system data and acts as liaison for PFE modeling
• Strong understanding of market relevant measures of credit risk
• Knowledge of programming language(s) in SQL, SAS, R or other analysis software is helpful
• Strong understanding of quantitative credit risk modeling, including PDs, LGDs, EADs, vintage analysis, migration matrices, /li>
• Excellent quantitative and financial modeling and analytical skills, including mathematical programming experience, SAS preferred
• Extensive experience with advanced Excel functions
• Solid understanding of model validation basics, particularly surrounding documentation, and control environment processes
• Intermediate to advanced Microsoft Excel modeling skills with knowledge of VBA coding and Access databases