Job #: 2688
Title: Quant Risk Analyst
Quantitative consulting position for mortgage /asset back securities model development. Candidate will join Risk Analytics group that partakes in full life-cycle of model development: from methodology to design to implementation
Work with stakeholders across business and functional teams during model development process to collect internal data from the Bank’s private ABS deals
Help integrate vendor’s software with RA’s technology platform
Create tools which can enhance and improve the quality of market and credit risk-related data.
Perform quantitative research to implement model changes, enhancements and remediation plans.
Conduct analysis on ABS stress testing models.
Maintain, update and back-test risk models.
Develop Risk Analytics platform.
At least a Bachelor’s Degree in quantitative subject; Masters or PhD Degree is a plus.
Proficient programming skills in python and R (other languages such as C++, perl, C# is a plus).
Experience developing securitization quantitative models
Strong knowledge of securitization
Database expertise: SQL.
Proficient in analyzing large, complex dataset and state of the art analytics in data science.
Experience in mortgage /asset back securitization is a plus
Knowledge of Moodys SFW platform and analytics is a plus
Superior oral and written communication skills.