Senior Quantitative Finance Analyst

Jobtailor; Charlotte (NC); On-site; USD 120,000 - 180,000; Full time

Job summary

Jobtailor seeks a senior professional to lead quantitative analytics and credit risk modeling in a highly controlled environment. You will develop advanced models, document methodologies, and design production-ready systems in collaboration with Technology teams.

You will perform end-to-end market risk stress testing, analyze scenario results, and provide insights to senior leaders while mentoring associates and shaping validation strategies.

Qualifications

• Master’s degree in a related field or equivalent work experience.
• Advanced (Master’s or PhD) degree in Math, Economics, Statistics, Engineering, Finance, Computer Science or similar discipline.
• 5+ years professional experience developing credit risk models.
• Strong programming skills, such as R, Python, SAS, SQL or another language.
• Experience with LaTeX.
• Experience using and developing cross-sectional models.
• Ability to create compelling data-driven stories and recommendations.
• Ability to present findings, data, and conclusions to influence senior leaders.
• Demonstrated leadership skills and ability to exert broad influence among peers.
• Ability to work in a large, complex organization and influence stakeholders and partners.
• Strong team-player capability and ability to work independently and collaboratively.
• Ability to work in a highly controlled and audited environment.
• Experience with complex data architecture, modeling and data science tools and libraries, data warehouses, and machine learning.
• Experience implementing models into production environments.
• Ability to extract, analyze, and merge data from disparate systems.
• Experience developing and maintaining complex databases and data sets.
• Experience using data mining and advanced analytical techniques.
• Experience managing large data sets using tools such as Hadoop

Responsibilities

• Lead development of quantitative analytics and complex modeling projects.
• Lead development of new models, analytic processes, and system approaches.
• Create technical documentation and white papers for developed models.
• Work with Technology staff to design systems for running models.
• Perform end-to-end market risk stress testing, including scenario design, implementation, results consolidation, and internal and external reporting.
• Analyze stress scenario results to identify key drivers.
• Develop wholesale credit risk models, including loss forecasting, commercial scorecards, behavioral scores, and regulatory capital models.
• Execute in-depth analysis of wholesale credit performance and financial data.
• Interact with internal model risk management, address concerns, and remediate model-related findings.
• Support post-implementation monitoring and stakeholder interaction.
• Plan quantitative work priorities in alignment with bank strategy.
• Identify continuous improvements through model development and validation reviews.
• Provide oversight of model development and model risk management.
• Provide methodological, analytical, and technical guidance on development and validation projects.
• Communicate submission and validation outcomes to model stakeholders and senior management.
• Perform statistical analysis on large datasets and interpret qualitative and quantitative results.
• May manage associates and perform managerial responsibilities including coaching, risk management, budgeting, talent leadership, and delegation.

Skills

Credit Risk Modeling

Statistical Analysis

R

Python

SAS

SQL

Data Mining

Machine Learning

Model Validation

Leadership

Education

Master’s degree in related field

Advanced degree in Math/Economics/Statistics/Engineering/CS/Finance

Tools

Hadoop

LaTeX

Data Warehouses

Data Science Tools

Job description

• Conduct quantitative analytics and complex modeling projects for business units or risk types
• Lead development of new models, analytic processes, and system approaches
• Create technical documentation and white papers for developed models
• Work with Technology staff to design systems for running models
• Perform end-to-end market risk stress testing, including scenario design, implementation, results consolidation, and internal and external reporting
• Analyze stress scenario results to identify key drivers
• Develop wholesale credit risk models, including loss forecasting, commercial scorecards, behavioral scores, and regulatory capital models
• Execute in-depth analysis of wholesale credit performance and financial data
• Interact with internal model risk management, address concerns, and remediate model-related findings
• Support post-implementation monitoring and stakeholder interaction
• Plan quantitative work priorities in alignment with bank strategy
• Identify continuous improvements through model development and validation reviews
• Provide oversight of model development and model risk management
• Provide methodological, analytical, and technical guidance on development and validation projects
• Communicate submission and validation outcomes to model stakeholders and senior management
• Perform statistical analysis on large datasets and interpret qualitative and quantitative results
• May manage associates and perform managerial responsibilities including coaching, risk management, budgeting, talent leadership, and delegation

Requirements

• Master’s degree in a related field or equivalent work experience
• Advanced (Master’s or PhD) degree in Math, Economics, Statistics, Engineering, Finance, Computer Science or similar discipline
• 5+ years professional experience developing credit risk models
• Strong programming skills, such as R, Python, SAS, SQL or another language
• Experience with LaTeX
• Experience using and developing cross-sectional models
• Ability to create compelling data-driven stories and recommendations
• Ability to present findings, data, and conclusions to influence senior leaders
• Demonstrated leadership skills and ability to exert broad influence among peers
• Ability to work in a large, complex organization and influence stakeholders and partners
• Strong team-player capability and ability to work independently and collaboratively
• Ability to work in a highly controlled and audited environment
• Experience with complex data architecture, modeling and data science tools and libraries, data warehouses, and machine learning
• Experience implementing models into production environments
• Ability to extract, analyze, and merge data from disparate systems
• Experience developing and maintaining complex databases and data sets
• Experience using data mining and advanced analytical techniques
• Experience managing large data sets using tools such as Hadoop

Core Competencies

Demonstrates expertise in developing and validating credit risk models, including loss forecasting and regulatory capital models, while effectively communicating findings to stakeholders. Proficient in quantitative analytics, statistical analysis, and managing complex data architectures within a highly controlled environment.

Highest-signal resume keywords

• Credit Risk Model Development
• Statistical Analysis
• Programming Skills (R, Python, SAS, SQL)
• Data Mining and Advanced Analytical Techniques
• Leadership and Stakeholder Influence

Hard Skills

• Credit Risk Modeling
• Statistical Analysis
• Data Analysis
• Model Validation
• Data Architecture
• Machine Learning
• Loss Forecasting
• Behavioral Scoring
• Regulatory Capital Models
• Cross-Sectional Models

Soft Skills

• Leadership Skills
• Team Collaboration
• Influencing Stakeholders
• Communication Skills
• Independent Work

Industry Keywords

• Quantitative Analytics
• Market Risk Stress Testing
• Model Risk Management
• Financial Data Analysis
• Complex Modeling Projects

Tools & Technologies

• Hadoop
• LaTeX
• Data Warehouses
• Data Science Tools
• Analytical Techniques