Modeling / Scoring / Analysis Resume Samples
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Modeling / Scoring / Analysis Resume Samples
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DR
D Rippin
Dale
Rippin
575 Mckenna Summit
Houston
TX
+1 (555) 920 2708
575 Mckenna Summit
Houston
TX
Phone
p
+1 (555) 920 2708
Experience
Experience
San Francisco, CA
Modeling / Scoring / Analysis Analyst
San Francisco, CA
Daugherty and Sons
San Francisco, CA
Modeling / Scoring / Analysis Analyst
- Research, develop, and implement credit risk capital and loss forecasting models using C++ as the main tool for wholesale portfolios
- Assist in development and maintenance of technical documentation for risk capital methodologies and applications; including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls
- Participate in the implementation of analytical tools by reporting functions, and the migration of models to the production environment
- Provide timely and accurate responses to clients, senior management and regulators
- Participate in discussions with model validation, internal and external audits and regulatory reviews
- Assist in preparation and delivery of training materials, presentations and reports on credit risk analytics for technical and non-technical audiences
- Use sophisticated statistical techniques to develop scorecards, customer segmentation schemes, profiles, and other analytically based tools in day to day operations
Houston, TX
Modeling / Scoring / Analysis Manager
Houston, TX
Gibson, Buckridge and D'Amore
Houston, TX
Modeling / Scoring / Analysis Manager
- Performing stress testing, scenario, sensitivity, and other analysis
- Running the control processes for Risk Analytics group
- Performing independent model validation and review of various quantitative models
- Checking conceptual soundness, model assumptions, mathematical logic, etc
- Adopt best practice modeling techniques,
- Use sophisticated statistical techniques to develop scorecards, decision tree based customer segmentation schemes, profiling analyses, and other analytically based tools in day to day operations for Citi Retail Bank in International Markets
- Perform rigorous model testing for all production models, including backtesting, stress testing, and other testing involved in the model development process
present
Detroit, MI
Modeling / Scoring / Analysis Senior Manager
Detroit, MI
Runolfsson, Collier and Hansen
present
Detroit, MI
Modeling / Scoring / Analysis Senior Manager
present
- Working closely with partners in the first line who perform the validation to provide an effective challenge to the types of tests and the validation outcomes
- Supervise validation work, provide effective challenges, and ensure quality of validation
- Analyze and provide comprehensive explanation of testing results to model reviewers including model validation, risk managers, and senior management
- Support trading book credit risk management; Calculate portfolio level counterparty exposure such as EPE, EAD, CVA, used for both internal risk management and regulatory capital calculation
- Detailed dialogue with sponsor and developers to identify opportunities for retiring models and consolidating them Lead, manage, and develop a validation team
- Perform or direct research to challenge, support, or improve modeling approaches. Prototype or guide development of benchmark or confirming models. Perform data driven empirical analysis
- Research and develop Linux/C++ based counterparty credit exposure simulation and pricing models for OTC derivatives, covering all major asset types (EQ, IR/FX, Credit, Commodity)
Education
Education
Bachelor’s Degree in Statistics
Bachelor’s Degree in Statistics
Howard University
Bachelor’s Degree in Statistics
Skills
Skills
- Demonstrated proficiency in scorecard development
- Demonstrated proficiency in scorecard development would be
- Extensive coursework / experience in quantitative analysis & statistical modeling in consumer credit risk will be
- Train line and operating personnel in experimental design principles, data management, financial tracking practices, and model usage and problem detection
- Assist internal businesses in the ongoing management and validation of their scores and score-based strategies
- 4+ years’ experience in quantitative analysis & statistical modeling in consumer credit risk
- Participate in the implementation of sophisticated financial models in live operating environments within the organization
- Use sophisticated statistical techniques to develop scorecards, decision tree based customer segmentation schemes, profiling analyses, and other analytically based tools in day to day operations for Citi Retail Bank in International Markets
- Experience in consumer finance industry (Retail Banking), consulting for Retail Financial Services and exposure to International markets will be
- 3+ years experience in quantitative analysis & statistical modeling in consumer credit risk
15 Modeling / Scoring / Analysis resume templates
Read our complete resume writing guides
1
Modeling / Scoring / Analysis Analyst Manager Resume Examples & Samples
- Prefer previous role in financial institution with advanced model approvals
- Familiarity with market risk and counterparty credit risk concepts, practices, and models concordant with level of seniority
- Ability to interpret and articulate regulatory rules and requirements in relation to the use of internal risk models for regulatory capital purposes
- Prefer some background in Control, Audit, or Risk
- Some understanding of governance process
- Strong communication (written, verbal and interpersonal) skills, including tact, diplomacy, and ability to influence senior-level executives
- Strong academic record with some professional experience, which could have been garnered through paid/unpaid internships
2
Modeling / Scoring / Analysis Group Manager Resume Examples & Samples
- In addition to those described in the Job Purpose above, ability and interest to coordinate other professionals working in this area
- Strong academic record with at least 10 years of post-qualification experience
- A leader who will implement initiatives effectively and motivate others to contribute
- An eye for detail to perform basic quality control checks and an ability to synthesize complex technical materials into coherent packages
3
Avp-modeling Scoring Analysis Manager Resume Examples & Samples
- 5-10 years experience in developing predictive models in SAS for financial services industry
- Able to explain technical issues to non-technical audience
- Experiences in managing modeling projects and lead cross-functional efforts
- Quick learner and self starter
4
Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, etc.). Master or higher degree is strongly preferred
- Requires 3 years working experience in related fields (risk management, financial instrument valuation, etc.)
- Experience of Monte Carlo simulations, OTC derivatives valuation, numerical methods, and statistical hypotheses testing are required
- Excellent programming skill and data analysis capability are essential, especially in C/C , Perl, shell scripts, VBA and basic database skills in either Oracle or Sybase
- Keen interest in banking and finance, especially in the field of Risk Management
5
Modeling / Scoring / Analysis Group Manager Resume Examples & Samples
- Identify areas of future analysis and perform ad-hoc analysis or special projects as required – NIR/RUBY/ALM project essential
- Role requires the use of risk management judgment to make strategic decisions on the design of analysis and information systems
- Analyze and Explain variances : GSST, Risk Capital
- Clarify methodology issues
- OCI@Risk & FX NIH Analysis & Reporting
- Regulatory Interface
- 7 - 10 years’ experience working in financial services industry
- Treasury and Market Risk experience
- Accrual Risk knowledge
- Previous work experience in commercial banking with a broad product knowledge preferred
- International experience
- Understanding of Interest Rate Risk and Balance Sheet
- Bachelor’s degree required, a Master’s Degree is preferred
- Has the ability to be driven by, and respond to, goals with minimal supervision
6
Modeling / Scoring / Analysis Manager Resume Examples & Samples
- Masters in quantitative field (e.g. statistics, economics, physics, mathematics) required. PhD preferred
- Experience in modeling
- Financial services experience, knowledge of Basel II, and operational risk is helpful but not required
- Strong quantitative and programming skills. Matlab or SAS are particularly helpful
7
Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- Develop advanced CCAR/DFAST credit stress testing and RWA forecasting models for wholesale credit portfolios
- Develop methodologies, algorithms and diagnostic tools for testing model robustness, stability and performance
- Develop and maintain technical documentation for CCAR/DFAST methodologies and applications; including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls for RWA projections
- Engage business risk managers in the analysis and interpretation of results, incorporating their feedback as appropriate into models
- Provide timely and accurate response to clients, senior management and regulators
- Prepare and delivering training materials, presentations and reports on credit risk analytics for technical and non-technical audiences
- Masters in Economics or Finance, or solid background in Engineering or Science with 1 year experience in Finance or related field
- 1 year proven experience in banking-book products, risk analytics for wholesale stress testing for credit portfolios, Basel RWA projections, credit risk modeling and risk management or related areas
- Accountable for end-to-end deliverables. Prior experience in a role supervising or influencing quantitative staff and/or projects is a plus
- Ability to meet deadlines for product deliverables in a timely, proactive and entrepreneurial manor
- Extensive experience with statistical analysis, modeling techniques and numerical implementations (C/C++, VB, Java, SAS, SQL)
- Proven experience in developing and maintaining detailed technical documentation for models, model validation, project plans and processes
- Excellent written and verbal communication skills, and ability to discuss technical issues with clients, peers, auditors, regulators and senior management
8
Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- Develop advanced CCAR/DFAST credit stress testing and loss forecasting models for wholesale credit portfolios
- Develop and maintain technical documentation for CCAR/DFAST methodologies and applications; including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls
- 1 year proven experience in banking-book products, risk analytics for wholesale stress testing for credit portfolios, credit risk modeling and risk management or related areas
9
Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- MS or Ph.D. in statistics, econometrics, economics or related quantitative field
- Strong programming skills in SAS or other statistical packages such as R or MatLab
- Team work and commitment, strong communication skills are desired
10
Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- 2 - 3 years of finance industry experience with a quantitative focus
- Master's Degree or higher in quantitative field
- Knowledge of wholesale Basel regulations and parameter estimation modeling a significant plus
- Experience working with large datasets and programming (SAS, R, or similar)
- Diligent, precise and meticulous approach to modeling, testing and documentation
- Strong communication skills, both written and verbal. Ability to communicate technical information to non-technical audiences, as well as to highly technical audiences
- Ability to work as part of a team and support other initiatives
- Responsive to management and deadline oriented, with focus on high quality work
11
AML Modeling / Scoring / Analysis Manager Resume Examples & Samples
- Checking conceptual soundness, model assumptions, mathematical logic, etc
- Advanced degree in a quantitative discipline (econometrics, statistics, mathematics, physics, etc)
- Knowledge of advanced statistical methods
- Computer skills: SQL, VB, SAS
- Excellent writing and communication skills
- Regulatory or Compliance experience a plus
12
Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Advanced Degree (Masters or higher) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Engineering or other quantitative discipline
- 5 years experience in quantitative analysis & statistical modeling in consumer credit risk
- Experience in international markets is preferred
13
Modeling / Scoring / Analysis Manager Resume Examples & Samples
- Advanced (Master or higher)Degree in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Engineering or other quantitative discipline
- 3 years experience in quantitative analysis & statistical modeling in consumer credit risk
- Proficiency in structured programming languages (SAS experience will be preferred) and UNIX Operating system
- Demonstrated proficiency in scorecard development would be a plus
- Experience in consumer finance industry (Retail Banking), consulting for Retail Financial Services and exposure to International markets will be a plus
14
Modeling / Scoring / Analysis Manager Resume Examples & Samples
- Performing independent model validation and review of various quantitative models
- Performing stress testing, scenario, sensitivity, and other analysis
- Create and present model validation results
- Communication with senior management
- Minimum 3-6 years industry experience in banking or AML
15
Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- PhD in a quantitative field (statistics, econometrics, applied mathematics, physics, etc). MS with strong experiences will also be considered
- People with Master degrees, strong working experiences and demonstrated abilities will also be considered
- Experiences in risk modeling (wholesale credit, retail credit, operational risk, market risk -VaR, or treasury liquidity risk/deposit modeling) are necessary
- The individual should have a sound understanding of multivariate statistics, and the ability to work on large databases and to transform technical research into working models
- The implementation work will require a strong knowledge and demonstrable experience of programming in Matlab, SAS, R, C
- Team work, commitment, and hardworking are a must
- Minimum 2 years relevant experience is required
- Outstanding candidates with no industry experiences will be considered for lower level positions
16
Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, or other highly technical quantitative discipline
- 6+ years experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST) - inlcuding both pure model development and analytics to support overlays to compensate for data and model limitations
- Expertise in the dynamics of mortgage and other secured products, with international mortgages a strong plus
- Independantly delivering all of the analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconsilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation
- Expertise in employing Argus' LookAhead (formerly Interthinx/Stategic Analytics) Dual Time Dynamics modeling techniques and software a value-add as would expertise in the construction of segmented econometric models, econometrically conditioned roll rate models, and competing risk forecasting/stress loss models
- Expertise in project management of model development initiaitives
- Expertise in delivering technical presentations to and managing examinations and ongoing relationships with internal model review functions (e.g., Global Modeling Oversight) and/or external regulators (e.g., FRB, OCC, FDIC) and internal audit functions
- Strong capabilities in communicating technical information verbally and in writing to both technical and non-technical audiences
- Candidates who have performed comparable functions to those listed above for significant, complex financial institutions at a consulting company, vendor, or service provider would be strongly considered as well
17
Modeling / Scoring / Analysis Resume Examples & Samples
- 5–10 years of experience with wholesale credit risk modeling, as well as familiarity with wholesale products
- Master's Degree or higher in quantitative field, such as finance, math, econometrics
- Strong and proven analytical skills (decision making/problem solving)
- Experience working with large datasets and programming (SAS, C++, or similar)
- Ability to work on multiple projects and manage ad hoc requests as they arise
- Responsive to management and regulatory requests. Ability to deliver high quality work against deadlines
18
VP-modeling, Scoring & Analysis Resume Examples & Samples
- Conceptualize, design and develop risk models using advanced statistical techniques to drive business growth for Citi Cards portfolio
- Partner with credit policy teams to identify business needs and execute on modeling team agenda that aligns with the strategy
- Help to introduce best-in-class, cutting edge techniques of modeling/segmentation through innovation and usage of data/information
- Partner with Risk and Decision Management organizations to understand the source of new data and continue to improve the process of defining, extracting and utilizing the new data for building better risk models
- Provide leadership and guidance to junior modelers in the team
- Bachelor's degree in quantitative field such as statistics, economics, operations research or mathematics. Masters or Doctorate preferred
- 5+ years of related hands-on experience in financial services industry building credit risk models, scorecards and decisioning tools to optimize risk-reward
- 3+ years of experience with econometric modeling and/or statistical modeling
- 3+ years of advanced SQL, SAS and/or C programming in a UNIX environment
- 3+ years of data mining experience using decision trees, regressions, clustering etc
- Good communication skills with the ability to explain technical concepts to a diverse audience in business terms
- Strong team player with ability to coach and train junior modelers
19
Modeling, Scoring & Analysis Analyst Resume Examples & Samples
- Bachelor's degree in quantitative field such as statistics, econometrics ,or mathematics. Masters + preferred
- 2+ years hands-on experience in financial services industry
- 2 + years of SAS coding skills (datasteps, SQL, macros)
- Strong Loss forecasting background including some CCAR work and validation of loss models
- Ability and interest in building a variety of loss models. Experience with Basel a plus
- Interest in building credit scorecards supporting risk management
- Strong communication skills with the ability to explain technical concepts to a diverse audience in a coherent manner
- Strong ability to appreciate, assimilate and incorporate diverse ideas
- Keen learner with curiosity to explore new technologies, methodologies & risk functions
- Career focused individual who will take advantage of numerous learning opportunities/courses to build skillset
- Relocation offered to qualified candidates
20
Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- A graduate degree (PhD preferred) in a quantitative field, such as applied mathematics, statistics, econometrics or physics
- Good knowledge of the basic concepts in finance, such as bond math, common derivatives, Greeks, etc
- Strong computer skills including proficiency in a programming or scripting language such as C, C++, Python, or Perl; familiarity with a numerical computing environment such as R or Matlab; and experience with querying relational databases using SQL
21
Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- Credit and Operational Risk Analytics (CORA) is looking to add a Senior Model Developer to the Credit Risk Capital Team. The successful candidate will engage in all aspects of the model development life cycle, which includes interaction with Senior Risk and Business Managers, Citi’s Model Validation Group, Internal and External Auditors, and external Regulators on a Global basis. This is a highly visible individual contributor role with a growth potential
- Research, develop, and implement credit risk capital and loss forecasting models using C++ as the main tool for wholesale portfolios
- Assist in development of methodologies, algorithms and diagnostic tools for testing model robustness, stability and performance using C++
- Assist in development and maintenance of technical documentation for risk capital methodologies and applications; including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls
- Assist in preparation and delivery of training materials, presentations and reports on credit risk analytics for technical and non-technical audiences
- PhD or Masters in quantitative field, and solid background in Engineering or Science with hands-on experience buiding Credit Risk Models at a Rating Agency, Consulting Firm, and/or Financial Institution using C++ as the main tool
- Proven experience in banking-book products, risk analytics for wholesale credit portfolios, credit risk capital modeling and risk management or related areas
- Ability to meet deadlines for product deliverables in a timely, proactive and entrepreneurial manner
- Extensive experience with statistical analysis, modeling techniques and numerical implementations using C++. Experience with R is a plus
- Proven ability to write highly efficient C++ code to solve business problems
- Excellent written and verbal communication skills and ability to discuss technical issues with clients, peers, auditors, regulators and senior management
22
Modeling / Scoring / Analysis Group Manager Resume Examples & Samples
- 10 years in Credit Risk Analytics or Credit Risk Management required
- MBA, Masters or Ph. D
- CFA a plus
- Strong knowledge of corporate finance and accounting
- Strong understanding of public agency ratings and process
- Ability to work well with Risk and Portfolio Managers critical
- Experience as a credit analyst and in writing Credit Approval Memos (CAs) a plus
- Rating Agency experience a plus
- Background in Credit Risk Modeling a plus
23
Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Model evaluations
- Support team lead in model transactions
- Recognizing information and patterns in data that are not obvious, and focusing analytical efforts in pursuit of explanations, isolations of cause and effect
- Utilizing Microsoft Office products as well as SAS graphics, must be able to take analytical findings, consolidate to key points, prepare reports and presentations of work, verbally present findings and make recommendations
- 7+ years relevant consumer finance or credit card industry experience to include model development, maintenance, tracking and management
- Ability to lead people not necessarily with a management relationship
- Ability to analyze and reconcile large volume of data so that it can be summarized and eventually used for management decisions
24
Modeling / Scoring / Analysis Manager Resume Examples & Samples
- Use sophisticated statistical techniques to develop scorecards, decision tree based customer segmentation schemes, profiling analyses, and other analytically based tools in day to day operations for Citi Retail Bank in International Markets
- Design modules for advanced score development and analytical tools
- Participate in the implementation of sophisticated financial models in live operating environments within the organization
- 4+ years’ experience in quantitative analysis & statistical modeling in consumer credit risk
- Demonstrated proficiency in scorecard development
25
VP Modeling, Scoring & Analysis Resume Examples & Samples
- Oversee and execute end to end model development, validation, and deployment efforts
- Ensure the compliance of development and validation of models with respect to internal and external guidelines
- Bachelor's degree in Mathematics, Engineering, Statistics, Physics or quantitative fields such as statistics, economics, operations research or mathematics. Masters or Doctorate preferred
- 6+ years of related hands-on experience in financial services industry building credit risk models, scorecards and decisioning tools to optimize risk-reward
- Develop & execute strategies and decisioning logic using alternate (conventional and non-conventional) data sources
- Strong ability to appreciate, assimilate and incorporate diverse ideas into modeling techniques
26
Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Highly qualified to be a coach and mentor for team members consisting of Remedial Management transactors and analysts at varying professional levels to ensure continuous development within Remedial/Risk Management as well as to be prepared for other opportunities across the CCB organization and Citi
- Proven technical expertise and sound understanding of remedial management and associated risks; subject matter expert in the areas of problem loan recognition and recovery management including collateral and support structures
- Proficient in negotiating restructures with customers, bi-lateral lenders, and internal product/operational partners including Legal, Financial Control, AML, and MIS/Reporting
- Capable of compiling and benchmarking information from various parties with potential opposing views/agendas in a respectful, efficient, and detail-oriented manner
- Capable of communicating and influencing in a cross functional environment in settings that could involve conflicting priorities and timetables
- Ability to articulate “lessons learned” without alienating internal business partners
- Represents Citi in discussions with auditors and reviewers, e.g., FCR, IA
- Ability to set an excellent example for all team members, Business Partners and Risk Partners in terms of communications, integrity, strong work ethic, significant accomplishments, etc
- Strong analytical, commercial and remedial skills. In-depth knowledge about Citi’s commercial risk policies and procedures including classification and collateral management
- Proficient in valuation analyses applicable to the collateral classes that are typical with Business Banking structures
- Highly effective negotiating and presentation skills
- Strong communication skills with ability to provide an effective challenge in a logical and rational manner
- Ability to identify and analyze various remedial strategies (pros/cons) and execute strategies in an efficient and timely manner through the assigned transactors
- Ability to work well under pressure and multi-task and enable others on the team to follow by example
- Bachelor’s degree with 15+ years of commercial banking experience with remedial/risk management and people management of teams with diverse locations and staffing levels
27
Modeling / Scoring / Analysis Group Manager Resume Examples & Samples
- Develop, document and provide high-level support of Probability of Default (PD) models
- Research and apply enhancements to existing suite of models to improve accuracy
- Work closely with business and product management to provide value added solutions for the enhancement of risk-return tradeoff
- Participate in annual model reviews and performance testing
- Identify and mitigate emerging regulatory developments
- Mentor and coach team members
- 5-10 years experience in Corporate or Risk Modeling
- Strong Analytical Skills (Assessment Decision Making/Problem Solving)
- Excellent communication skills, verbal, and written
- Ability to work with a team, manage projects against deadlines
- Excellent quantitative skills and understanding of statistical tools (e.g. SAS)
- Strong working knowledge of Accounting and Corporate Finance a significant plus
- Project or team management a plus
- Second language a plus
- Master or PhD in Economics or Econometrics/Statistics or Finance (Accounting/Corporate Finance), Math or an Applied Science
28
Modeling, Scoring & Analysis Analyst Resume Examples & Samples
- Conduct hands on analytics to support the model validation, deployment, governance and control efforts across customer lifecycle (Acquisitions, Customer Management, Collections)
- Ensure the compliance of the validation of models with respect to Global Risk and external regulatory guidelines
- 1+ years of experience in an analytical capacity is required
29
Modeling, Scoring Analysis Manager Resume Examples & Samples
- Experience with project/process management
- Ability to manage effectively in a high pressure organization with multiple deadlines
- BA/BS or advanced degree in Statistics, Mathematics, or other quantitative discipline strongly preferred
30
Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Develop risk scoring or segmentation models, and decision logic to support risk management and business initiatives
- Participate in the model implementation, validation, and tracking in a production environment
- Support in-businesses risk teams in the ongoing development and implementation of their model-based strategies
- Identify modeling opportunities that yield measurable business results and provide solutions in a proactive manner
- Ensure model data quality and generating model specifications to be used in model implementation, monitoring performance of scorecards and analytical projects
- Advanced Degree (Masters or higher) in Statistics, Applied Mathematics, Operations Research, Computer Science, Economics, Engineering or other quantitative discipline
- 8+ years’ experience in statistical modeling or data mining
- Demonstrated proficiency in scorecard development and a thorough understanding of exploratory data analysis
- Strong SAS programming and technical documentation skills. R or Matlab are helpful
- Ability to initiate, manage and drive projects to completion with limited supervision
31
Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Research and develop Linux/C++ based counterparty credit exposure simulation and pricing models for OTC derivatives, covering all major asset types (EQ, IR/FX, Credit, Commodity)
- Analyze and provide comprehensive explanation of testing results to model reviewers including model validation, risk managers, and senior management
- Support trading book credit risk management; Calculate portfolio level counterparty exposure such as EPE, EAD, CVA, used for both internal risk management and regulatory capital calculation
- PhD degree in a quantitative field. Exceptional candidates with Master’s degrees will also be considered
- 3+ years of derivatives modeling experience for the VP role, or 6+ years of experience for the SVP role
- Strong knowledge of derivatives modeling, stochastic calculus, and statistics; be able to perform in-depth research and development of models
- For the SVP role, candidates should have some experience in derivatives counterparty risk analytics and modeling. Be familiar with EPE/EAD/CVA, Basel, CCAR, or other regulatory capital related concepts
32
Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- PhD with a strong quantitative background. At least two years of experience in quantitative finance
- Familiarity with typical financial products in rates, credit, mortgage and equities. Good understanding of the key market risk drivers of these products and the relevant risk factor sensitivities
- Familiarity with the latest Basel regulatory capital framework for market risk. Good understanding of the methodology to calculate various risk measures such as VaR, expected shortfall, IRC and CRM
- Ability to prioritize multiple projects, take ownership of tasks and work well independently or as part of a team
- Good communication skills and ability to translate complex concepts into “user-friendly” language for different audiences
33
Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- PhD in a quantitative field
- Strong applied mathematical, computer, and communication skills
- Experience in developing or validation of financial models is a benefit, but inexperienced candidates with strong background will be considered
- The individual should have a sound understanding of stochastic calculus and the ability to transform technical research into working models
- The implementation work will require a strong knowledge of programming, in C++, Python, Mathematica, and / or some other appropriate language
- Candidates will have to demonstrate a sound knowledge of Probability Theory, Stochastic Calculus, Partial Differential Equations and Numerical Methods
- Business knowledge would be beneficial but is not a pre-requisite
34
VP-modeling, Scoring & Analysis Manager Resume Examples & Samples
- Model development, validation, deployment and documentation efforts
- Ensure the compliance of development and validation of models with respect to internal and external policies and guidelines
- Provide mentorship to the junior members of the team
- BA/BS or advanced degree in Statistics, Mathematics, or other quantitative discipline required. Advanced degree in a quantitative discipline strongly preferred
- 5 - 8 years of related work experience required
- Strong track record in developing the best-in-class models for large financial institutions-especially the credit card industry
- Strong understanding of risk management and business strategies /actions and portfolio performance implications
- Experience with econometric modeling and statistical modeling or application risk scoring
- Experience working with regulators and compliance
35
Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Lead the design, testing, approval and implementation of the models which are assigned to the modeler
- Responsible for developing and executing all aspects of Wholesale/AFS assigned models and for ensuring full compliance with regulatory requirements
- Engage with internal and external stakeholders as required, facilitate discussion, drive agreement on model development approach, and communicate quantitative methods and results to various stakeholders,
- Ensure comprehensive and detailed documentation
- Work on various ad hoc quantitative modeling and programming assignments
- 4+ years of progressive experience in econometric/statistical modeling of credit losses within a commercial bank or a risk consulting firm
- Very strong organizational and communication (both verbal and written) skills
36
Modeling / Scoring / Analysis Manager Resume Examples & Samples
- Advance the design, testing, approval and implementation of the models assigned
- Develop and execute all aspects of Wholesale/AFS assigned models in compliance with regulatory requirements
- Consult with IT and data teams to obtain data and required assistance
- Support the efforts of the model build process through the various approval committees throughout the bank
- 2-4 years of progressive experience in econometric/statistical modeling of credit losses within a commercial bank or a risk consulting firm
- Programming skills required to support model development and implementation in development environment including SAS or R, (SQL, VB, C/C++ are a plus)
- Results driven approach to work
37
Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Represent the bank in interactions with US Regulators, as required. Comprehensive understanding of industry best practice and regulatory expectations on model development. This includes an understanding of the latest CCAR guidelines and expectations
- Analyze the impact of changes in macroeconomic indicators on portfolio/business performance and demonstrate proficiency in scenario analysis
- Present model validation findings to senior management, supervisory authorities, and model stakeholders
- Review model assumptions, verify the mathematical formulation, independently implement the business/desk model when needed, develop benchmark models to conduct effective challenge, and assess and quantifying model limitations to inform stakeholders of model risk to determine compensating controls
- Experienced in leading/managing independent validation reviews across a wide range of Scenario, Stress Testing and CCAR models used throughout the bank. This team manager must be able to guide all aspects of the modeling process - assumptions and associated limitations, performance and optimal use of the model, etc
- Perform or direct research to challenge, support, or improve modeling approaches. Prototype or guide development of benchmark or confirming models. Perform data driven empirical analysis
- PhD in a quantitative field (Statistics, Economics, Mathematics Physics etc.)
- Must have a strong statistical background, data-driven statistical modeling techniques, and the ability to work on large databases and to transform technical research into working models
- Strong communication skills are important for senior interaction and leading a team
- The successful candidate will review, verify, and validate existing risk, trading and valuation models for theoretical soundness as well as provide analytic risk support and analysis of the firm's valuation and risk models across all structured products, (CMBS, RMBS, ABS)
- Must have expertise in Mortgage modeling
- Technical skills: SAS, R, C++ Please note: Curiosity, diligence, and a healthy skepticism about received wisdom are all desirable
38
Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- Use sophisticated statistical techniques to develop scorecards, customer segmentation schemes, profiles, and other analytically based tools in day to day operations
- Train line and operating personnel in experimental design principles, data management, financial tracking practices, and model usage and problem detection
- Assist internal businesses in the ongoing management and validation of their scores and score-based strategies
- Advanced Degree (Masters) in Statistics, Applied Mathematics, Operations Research, Econometrics, Engineering or other quantitative discipline
- Doctoral (PhD) degree will be a plus
- Extensive coursework / experience in quantitative analysis & statistical modeling in consumer credit risk will be a plus
- Experience with UNIX environment
- Experience with Statistical Tools – SAS, Model Builder, Xeno, Knowledge Studio
- Excellent presentation skills and familiarity with Power Point, Excel, Visual Basic
- Experience in international markets will be a plus
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Modeling / Scoring / Analysis Manager Resume Examples & Samples
- Coordination of risk governance meetings/committees
- Preparation of responses to various regulators
- Running the control processes for Risk Analytics group
- Minimum - Bachelor’s degree
- Strong writing and editing skills
- Team player with ability to influence peers and senior management to bring tasks to completion. Interest in quantitative finance
- Preferred – Degree in Economics, Finance or a quantitative discipline
- Prior experience in Market or Counterparty Risk Management
- Understanding of Risk/Capital Modeling
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Modeling / Scoring / Analysis Manager Resume Examples & Samples
- Perform statistical analysis on large volume of financial data, such as historical data analysis and simulation model parameter calibration
- Build model prototypes and automate processes, using C++, R, Python or Matlab
- Present findings as needed and coordinate model development and implementation efforts across key functions including risk management, the businesses and technology
- Create detailed methodology documentation for all key models and analyses, and partner with model validation to reach model approval and to refine existing documentation as needed
- Perform quantitative analysis in response to regulatory and internal inquiries (Ex. Standardized Approach in comparison to Internally Modelled Approaches for Market Risk under the proposed Market Risk Framework)
- Solid programming skills in C++ and scripting language (e.g., Python, Perl)
- Strong knowledge of stochastic Calculus, Statistics and Derivatives Modeling
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Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- Perform time series analysis of market risk factors (e.g. interest rates, credit spreads, equity levels, inflation, asset correlations); calibrate stochastic scenario models including modeling “tail” scenarios
- Analyze and provide comprehensive explanation of testing and production results to risk managers, trading desks, model validation, senior management and regulators
- Be proactive and have a desire to explore new approaches in a team environment
- PhD degree or equivalent background (MS/MA with 3 years of relevant work experience). All degrees must be in a Quantitative field (Statistics, Physics, Mathematics, Economics etc.)
- Interest in learning more about Risk Management
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Modeling / Scoring / Analysis Analyst Resume Examples & Samples
- Masters’ degree (or higher) in a quantitative field (e.g. Statistics, Economics, Mathematics or Engineering) with strong applied statistics and computer/computational skills
- Sound knowledge of Statistics, Econometrics, Probability Theory and Data Mining Methods
- Good understanding of Basel requirements and wholesale/retail credit risks
- Statistical modelling and database experience or training in the area of credit risk management
- Must be able to work independently as well as collaborate with colleagues
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Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Minimum of a Master's degree, preferably a Ph.D., in a quantitative field (Mathematics, Physics, Statistics, Economics, Engineering, etc.) with strong applied mathematical and computer skills
- Sound knowledge of Probability Theory, Stochastic Calculus, Partial Differential Equations and Numerical Methods
- Understanding well derivatives valuation and counterparty credit risk and market risk
- The successful candidate will review risk models for conceptual soundness, verify model implementation, and assess model ongoing performance
- Programming skills: C++, Perl, Shell, SAS, Matlab
- Curiosity, diligence, and a healthy scepticism about received wisdom are all desirable
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VP-modeling, Scoring & Analysis Analyst Resume Examples & Samples
- Conduct hands on analytics to support the model validation, deployment, and governance and control efforts across customer lifecycle (Acquisitions, Customer Management, Collections)
- Interact with all levels of management to facilitate understanding of Model performance and usage, provide recommendations if any concerns and perform additional analysis if required
- Validate end-to-end analytic approaches/processes used to enhance the integration of business strategies, economic trends and portfolio dynamics and be able to provide recommendations to the business
- Ensure the compliance of development and validation of models with respect to Global Risk and external regulatory guidelines
- Interact with all levels of management to facilitate understanding of performance of risk models and inform on critical decisions
- Strong understanding of risk management and business strategies/actions and risk scoring
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Modeling / Scoring / Analysis Manager Resume Examples & Samples
- 3+ years of experience in Model Risk Management with model validation responsibilities
- Minimum of a Master degree, preferably a PhD, in a quantitative field (e.g. Statistics, Economics, Mathematics, Physics, Engineering, etc.) with strong applied statistics, mathematical and computer/computational skills
- Sound knowledge of Statistics, Econometrics, Probability Theory, Stochastic Calculus, and Data Mining Methods
- Good understanding of Basel requirements and Structured and Securitization products
- Statistical modeling and database experience or training in the area of risk management
- Ability to work independently as well as collaborate with colleagues
- Strong communication skills as the work involves frequent interaction with model developers, risk managers and other stakeholders, especially internal/external audit and regulators
- A successful candidate will review risk models on conceptual soundness, data quality, model implementation, and model ongoing performance
- Programming skills: SAS, R, C/C++, Unix, Oracle, Excel, Perl/Python
- Curiosity, diligence, and a healthy scepticism about received wisdom
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Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Lead, manage, and develop a validation team
- Supervise validation work, provide effective challenges, and ensure quality of validation
- Key liaison from MRM for the areas covered (as mentioned above)
- Identify issues and address /escalate them with proactive actions
- Provide training to team and stakeholders on MRM policy, procedures, and documentation requirements
- Support MRM initiatives and goals, such as enhancement in policy, supplement, process and documentation standards
- Support audit and regulatory requirements
- At least 5 years of experience in consumer predictive modeling, preferably some experience in Model Risk Management with model validation responsibilities
- Minimum of a Bachelor's degree, (preferably a PhD/Master's), in a quantitative field (e.g. Statistics, Economics, Mathematics, Physics, Engineering, etc.)
- Sound knowledge of Statistics/ Econometrics and Data Mining Methods
- Experience with managing a team and building partnership with business stakeholders
- Solid writing skills
- Strong communication skills as the work involves frequent interaction with model developers, risk managers and other stakeholders, as well as internal/external audit and regulators
- Ability to challenge models and identify model risk, especially on conceptual soundness, data quality, model development process
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Modeling / Scoring / Analysis, Manager Resume Examples & Samples
- Provide effective challenge on the technical soundness of the model
- Provide supervision and guidance to junior validators, and provide quality assurance for their work
- Conduct research and testing on adhoc technical topics, and deliver training or socialization of results
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Modeling / Scoring / Analysis Resume Examples & Samples
- Manage model risk across the model lifecycle including model validation, performance evaluation and annual model reviews
- Represent the bank in interactions with regulatory agencies, as required
- Present model validation findings to senior management and supervisory authorities
- Provide effective challenge to model assumptions, mathematical formulation, and implementation
- Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls
- Contribute to strategic, cross-functional initiatives within the model risk organization
- Minimum of a Master's degree in a quantitative field (physics, mathematics, computer science, etc.)
- Ideally experience in modeling of commodity derivative products
- Strong derivative pricing skills a must (stochastic calculus, numerical techniques, coding in C++/python)
- Strong communication skills with the ability to find practical solutions to challenging problems
- Team work and commitment a must
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Modeling / Scoring / Analysis Resume Examples & Samples
- Masters’ degree (or higher) in a quantitative field (e.g. Physics, Mathematics, Statistics, Economics or Engineering) with strong applied statistics and computer/computational skills
- Statistical modeling and database experience or training in the area of market risk management
- Strong communication skills are required as the work involves frequent interaction with model developers, risk managers, other stakeholders as well as internal/external audit and regulators
- The successful candidate will review risk models for conceptual soundness, data assessment, verify model implementation, and assess model ongoing performance
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Modeling / Scoring / Analysis Senior Manager Resume Examples & Samples
- Working closely with partners in the first line who perform the validation to provide an effective challenge to the types of tests and the validation outcomes
- Reviewing the universe of model limitations and ensuring the appropriate compensating controls are in place and monitored
- Providing periodic status updates in visual terms on the inventory and forewarning of any bottlenecks or slippages in timetables for validation of new models and annual model review and ongoing performance monitoring of existing models
- Detailed dialogue with sponsor and developers to identify opportunities for retiring models and consolidating them Lead, manage, and develop a validation team
