Quantitative Analyst

In this role you'll

• Develop and document models used for stress testing in alignment with regulatory requirements, including DFAST and Basel III.
• Develop, document, and maintain quantitative tools and models that measure risks to earnings and capital, including probability of default, loss given default, and exposure at default.
• Evaluate and enhance models to ensure relevance, accuracy, and ongoing compliance with regulatory expectations.
• Serve as a subject matter expert in risk quantification and modeling, collaborating with business partners, risk teams, and regulatory authorities.
• Prepare and provide data, model insights, and documentation for regulators, auditors, and consultants.
• Communicate model results, findings, and recommendations clearly and effectively to all levels of management.
• Analyze and translate data from multiple sources into meaningful business intelligence that supports sound financial and operational decisions.
• Ensure compliance with policies, procedures, security requirements, and relevant government regulations.

What we're looking for

• You have a Bachelor’s degree in Finance, Economics, Statistics, or Mathematics (Required).
• You have a Master’s degree (Preferred).
• You have 4 or more years of experience with SQL, R, and Power BI (Required).
• You have 2 or more years of experience in a modeling discipline within Banking or Capital Markets at a DFAST or CCAR institution or consulting firm (Preferred).
• You have 2 or more years of experience in financial and business analysis (Preferred).
• An equivalent combination of education and experience can be considered in lieu of a degree.

What helps you shine

• You bring strong interpersonal skills and enjoy collaborating with partners across the organization.
• You excel at managing projects and adapting to evolving requirements while meeting tight deadlines.
• You are proficient in at least one programming language, such as R.
• You have experience developing models in PPNR, Credit Risk, or Market Risk.
• You understand time‑series models, including ARCH/GARCH, and have experience with time‑series and panel data analysis.
• You are familiar with linear and nonlinear generalized linear mixed models.
• You understand interdependence between risk factors, including variance‑covariance methods and copulas, and can apply key statistical distributions in analysis.
• You are knowledgeable about federal and state laws related to accounting, financial reporting, and stress‑testing models.

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