Advanced Analytics Specialist

Company Name:
Numeric Recruiting and Staffing

- Model design, development and testing of the PD (Probability of Default) and Loss Given Default (LGD) models under the framework of Basel II (Development, design and maintenance of Credit Risk Grades).
- Documenting the models development processes including methodologies employed and analytics results.
- Performing ongoing monitoring summary reports and backtesting.
- Preparing ad-hoc analysis and reporting as requested.
- Collaborating with key business models users to ensure models are business driven, properly implemented and run.
- Responding to ongoing analytical requests from auditors and regulatory reviewers.

- Masters degree in a quantitative discipline such as decision sciences, economics, statistics, finance, and mathematics. (CFA or CPA preferred)
- Minimum 7 years of credit risk modeling/analytical experience in banking or financial services industry.
- Demonstrated experience developing PD and LGD models using regression models.
- Retail Basel II and/or Economic Capital modeling experience.
- Knowledge of bank stress test and Basel II requirements guidelines.
- Strong analytical and quantitative problem-solving skills, excellent oral and written communication skills and a results-driven attitude committed to the highest quality work.
- 5+ years SAS base, SAS macro, SAS SQL and SAS stat programming experience and skills with experience working with large datasets.
- Strong proficiency with MS Office Suite.
- Demonstrated ability to work across organizational boundaries.
- Familiarity with risk grades, model monitoring and risk measurement best practices and methodologies.

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