Sr Quantitative Analyst
Virtual - New York
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GENERAL FUNCTION:
The Sr Quantitative Analyst is responsible for resolution of complex problems or transactions, where expertise is required to interpret against policies, guidelines or processes. Role at this level usually has fullownershipforoneormore processes, reports, procedures or products, and may also be considered analytical or procedural experts representing a unit or team on cross-function process or project deliverables.
Responsible and accountable for risk by openly exchanging ideas and opinions, elevating concerns, and personally following policies and procedures as defined. Accountable for always doing the right thing for customers and colleagues, andensuresthatactions and behaviors drive a
positive customer experience. While operating within the Bank's risk appetite, achieves results by consistently identifying, assessing, managing, monitoring, and reporting risks of all types.
ESSENTIAL DUTIES AND RESPONSIBILITIES:
- Provide quantitative support throughout the Risk or Finance divisions.
- Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital.
- Provide ongoing support to the development and implementation of quantitative and statistical models.
- Developing, maintaining, and back testing models to support respective LOBs.
- Responsibility for ad-hoc reporting requests for quantitative modeling.
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MINIMUM KNOWLEDGE, SKILLS AND ABILITIES REQUIRED:
- Advanced degree in quantitative analytics, economics, statistics, engineering, or a related area.
- Minimum 4-5 years of experience in statistical/econometric modeling and database management.
- Database experience, SAS (including statistical modeling), SQL, VBA, and Python
- Experience with Microsoft office products, such as Word, Excel, PowerPoint and Outlook is necessary.
- Strong verbal and written communication skills.
- Strong analytical skills.
- Ability to present a professional image.
- Ability to work in a team environment.
- Ability to multi-task and to be flexible.
- Prior management experience and evidence of leadership is a plus.
Fifth Third Bank, National Association is proud to have an engaged and inclusive culture and to promote and ensure equal employment opportunity in all employment decisions regardless of race, color, gender, national origin, religion, age, disability, sexual orientation, gender identity, military status, veteran status or any other legally protected status.
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Equal employment opportunity Inclusive culture
Tasks- Ad-hoc reporting
- Implement and validate models
- Provide quantitative support
- Reporting
Analytical Analytics Banking Communication Customer Experience Database Management Economics Engineering Excel Leadership Microsoft Office Modeling PowerPoint Procedures Python Quantitative analytics Reporting SAS SQL Statistical modeling Statistics Testing VBA Word Written communication
Experience4-5 years
EducationAdvanced degree Economics Engineering Finance
TimezonesAmerica/Anchorage America/Chicago America/Denver America/Los_Angeles America/New_York Pacific/Honolulu UTC-10 UTC-5 UTC-6 UTC-7 UTC-8 UTC-9