Description
A Tier 1 Investment Bank in central New York City, has an number of vacancies open for Quantitative Developers with CCAR Regulatory experience.
This will be a Quantitative Analyst/Developer role, focused around developing CCAR/DFAST stress loss models on a 12 month C2C basis. This will be as part of a large scale CCAR programme designed to link up the data feeds into the stress testing models.
Main responsibilities include:
- Build international primary and benchmark CCAR stress loss models.
- Deliver comprehensive model documentation.
- Development of 9Q Balance Sheet Models - PPNR, RWA.
Key Skills Required:
- Advanced Degree (Masters or PhD) in a highly technical quantitative discipline.
- Experience in performing quantitative analysis, statistical modelling, loss forecasting and econometric modelling of consumer credit risk stress losses (eg, CCAR/DFAST).
- Technical Skills in - C++/C#, Excel, SQL preferred.
This is an exciting contract opportunity working with a top tier Investment Bank in New York city centre. If you feel you meet the requirements, please send in your Resume for review.
Quantitative Developer - Modeling - CCAR - Investment Banking - New York