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Quantitative Finance Analyst 81 views

Job Overview

Job Description:

The successful candidate will join the Retail Quantitative Analysis team and be responsible for assisting in the design and development of econometric models (PD, EAD, LGD), for implementing and maintaining model input systems, performing statistical testing of the models, reporting and analysis, and data manipulation. The candidate would be asked to provide innovative, thorough and practical solutions to an extensive range of demanding problems. The group consists of twelve senior modelers, and the responsibilities include building behavioral models across the Retail space, including Mortgage, Credit Card, Auto, as well as Deposits and Overdrafts.

This role often possesses an advanced degree in economics, applied mathematics, statistics/probability or another heavy quantitative discipline. Quantitative analytic staff is focused on and responsible for the development of the theory and mathematics behind various models.

Required Education/Experience: Masters with 2+ years of experience.

Required Skills:

  • Strong programming skills in SAS and SQL
  • Experience with very large data sets
  • UNIX or Linux experience
  • Ability to work in a time sensitive, market-driven environment
  • Strong attention to detail
  • Strong economic intuition in analyzing data and solving problems
  • Ability to work in a cooperative environment
  • Ability to multi-task various requests
  • Ability to manage multiple priorities with minimal supervision

Desired Skills:

  • Programming skills in C++, Perl, R/S-Plus, experience with Python and Spark/Hadoop
  • Experience in the mortgage or credit industry
  • Database administration experience
  • Expertise using Excel for Windows
  • Strong mathematical skills, especially coursework or experience in statistics, economics, financial theory, derivatives pricing or stochastic calculus
  • Existing knowledge of BAC/CFC mortgage data (The W, Pysix, Lynx) and credit card data (Bacardi, SBIL)

Shift:

1st shift (United States of America)

Hours Per Week:

40

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Contact Us

Eltas EnterPrises Inc.
3978 Windgrove Crossing
Suite 200A
Suwanee, Georgia
30024, USA
contact@eltasjobs.com

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