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Sr. Quantitative Analyst

Company: SitusAMC Holdings Corporation
Location: Denver
Posted on: November 22, 2021

Job Description:

At SitusAMC, we are looking to match your unique experience with one of our amazing careers, so that we can help you realize your potential and career growth within the Real Estate Industry. If you are someone who can be yourself, advocate for others, stay nimble, dream big, own every outcome and think global but act local - come join our team! We are currently looking for a Sr.--Quantitative Analyst-- Position Overview: This position will interface with clients and focus on a variety of challenging analytical model validation projects, particularly in current expected credit loss models, stress testing, risk measurement, valuation, BSA/AML and Fraud modeling. The ideal candidate will have experience modeling the cash flows and risks associated with one or more of the following balance sheet categories: consumer, residential mortgage, and commercial mortgage related loans and securities; consumer deposits; mortgage servicing rights. The role requires effective challenge of model's conceptual framework, variable selection, data integrity, process verification and testing and model documentation and governance.This role requires development and drafting quantitative reports of complex and sophisticated quantitative models used by financial institutions.This position also requires thought leadership initiatives including preparing white papers, presentations, and webinars. Essential Job Functions :

  • Support the development, execution, and validation of quantitative models (econometric, statistical, machine learning, and financial models) as required by clients including but not limited to Credit, loan and security valuation, consumer deposit behavior, and risk advisory services.
  • Complete ad hoc analysis to support existing client requests Ensure timely completion of project milestones and client deliverables requiring complex quantitative analysis, model testing and validation to support model accuracy and reliability are met using the highest standards for soundness of quantitative model theory Engage new clients, build, and maintain ongoing, long-term relationships with existing clients with regards to quantitative model validation. Develop and build quantitative models to act as benchmark or challenger models or for model replication Such other activities as may be assigned by your manager Masters or PhD in Economics, Finance, Statistics, Financial Engineering, Financial Mathematics, Actuarial Science with advanced quantitative modeling experience required or equivalent combination of education and experience Relevant PhD degree can substitute for some or all the quantitative work experience 5 or more years' experience working as a senior level quantitative analyst Knowledge of Stress testing models related CCAR/DFAST and risk modeling. Fast Learner with willingness to learn ALLL and CECL accounting standards for CECL specific model development and validation preferred Strong written and verbal communication skills to effectively communicate complex and sophisticated quantitative models/materials to business executive both internally and externally Work both independently and in team environment on complex quantitative projects across organization and with external clients with limited supervision Ability to code in R, Python, SAS, and SQL to conduct analytical data analysis Strong Problem-solving skill related to quantitative modeling and data management in collaboration with database administrators and IT professionals Drafting and reviewing technical documentation as a part of model validation exercise with highest quality of work Continued contribution to team in thought leadership marketing of whitepapers, presentations, and webinars. Qualifications/ Requirements :
    • Masters or PhD in Economics, Finance, Statistics, Financial Engineering, Financial Mathematics, Actuarial Science with advanced quantitative modeling experience required or equivalent combination of education and experience
    • Relevant PhD degree can substitute for some or all the quantitative work experience
    • 5 or more years' experience working as a senior level quantitative analyst
    • Knowledge of Stress testing models related CCAR/DFAST and risk modeling. Fast Learner with willingness to learn ALLL and CECL accounting standards for CECL specific model development and validation preferred
    • Strong written and verbal communication skills to effectively communicate complex and sophisticated quantitative models/materials to business executive both internally and externally
    • Work both independently and in team environment on complex quantitative projects across organization and with external clients with limited supervision
    • Ability to code in R, Python, SAS, and SQL to conduct analytical data analysis
    • Strong Problem-solving skill related to quantitative modeling and data management in collaboration with database administrators and IT professionals
    • Drafting and reviewing technical documentation as a part of model validation exercise with highest quality of work
    • Continued contribution to team in thought leadership marketing of whitepapers, presentations, and webinars. Note: This job description is not intended to be all inclusive or exclusive. At any time, employees may perform other related duties as required to meet the ongoing needs of the organization and participate in additional trainings. The pay range for this role is $125,000 to $160,000 annually. Discretionary Bonus: You may be eligible to receive a discretionary bonus which may be paid annually or more frequently as determined by SAMC senior management. In general, SAMC considers the performance of the firm, the employee's performance, his or her department's performance, compliance with legal and regulatory requirements and internal guidelines, and external market factors in awarding bonuses. Discretionary bonuses are subject to the final approval of SAMC's management. Employees must be actively employed by SAMC at the time the bonus is paid in order to be eligible for a bonus. Whether or not an employee receives a bonus and, if so, the amount of the bonus is at the sole discretion of SAMC management. SAMC offers a PTO program and paid holidays, the terms of which are set forth in the Employee Handbook. SAMC reserves the right to amend or terminate its PTO program or its paid holiday policy at any time. Actual compensation offered is subject to several factors including, but not limited to, geographic location, experience, education, licensure, certification, and market demands. SitusAMC is an Equal Opportunity Employer. Qualified applicants will receive consideration for employment without regard to race, color, religion, age, sex, national origin, disability, genetics, protected veteran status, sexual orientation, gender identity or expression, or any other characteristic protected by federal, state, or local laws.

Keywords: SitusAMC Holdings Corporation, Denver , Sr. Quantitative Analyst, Professions , Denver, Colorado

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