Quantitative Analyst - Loss Forecasting

  • Competitive Base & Bonus
  • Washington D.C., DC, USA
  • Permanent, Full time
  • Ashton Lane Group
  • 28 Sep 16

Supporting the Quantitative model validation for a large financial institution

Responsibilities:

  • Validation of loss forecasting, stress testing and Basel-related models that are used to measure risk and calculate capital requirements
  • Assist in the methodologies and processes used by modeling teams to develop and manage their models, and identifying potential risk and the associated materiality of the risk
  • Contribute to model validation projects, in an analytical capacity
  • Support the benchmarking of model methodologies and performance by specifying and managing the development of alternative models
  • Provide constructive and actionable solutions to model issues identified
  • Research industry practices related to model methodologies
  • Document validation processes and results
  • Comply with the company’s model policy and regulatory requirements
  • Communicate validation results to management, model owners, regulators, and auditors
  • Contribute horizontally by knowledge sharing across validation teams 

Requirements:

  • 2+ years risk and modeling experience within financial services
  • Experience with Consumer/commercial risk, risk scoring, forecasting models and working with large datasets.
  • Exposure with validation of capital markets and stress testing models
  • Strong communication skills
  • Master’s degree in a quantitative discipline (e.g., statistics, physics, math)

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

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