*Position:Lead Analyst 1 - Modeling Duration: 6-12 monthsLocation: Stamford, CT and Nyc,NY *
Responsibilities : Support a Quantitative Methodology leader in developing and implementing holistic process for statistical modeling in credit risk analytics and credit stress testing analytics (design, development, validation, calibration, documentation, approval, implementation, monitoring and reporting) in (PD, credit transition of cumulative PD, LGD, EAD, etc.) Support a Quantitative Methodology leader on formulating and evaluating alternative credit risk methodologies or econometric credit stress testing specifications for conceptual soundness and stakeholders’ model requirements. Assist in statistical analysis to help research and gather underlying credit modeling dataset. Assist in new modeling sensitivity development and impact timing analysis as required by HQ Enterprise Stress Testing’s procedure; and update the analysis annually. Develop econometric and analytic models to be used by EFS Capital Planning team for credit stress testing processes. Conduct wing-to-wing advanced statistical robustness tests on regression specifications, coefficients and residual errors; and feedback into model development improvement and regression specification changes. Conduct analytics to validate the performance of existing quantitative risk models, recommend changes, and support gap closing projects. Performance evaluation includes outcome analysis, back-testing analysis and benchmarking analysis. Support model review and validation requirements; and support model remediation strategies and multi-generation plan. Lead modeling data capture, gathering, mastering and maintenance in support of modeling databases Manage model supporting data warehouses in terms of accuracy and completeness; understand data and process structures from System of Record to ensure accuracy and precision of data used for modeling, reporting and analysis. Drive standardization of processes that ensure timely generation and retrieval of reporting and risk analytics data, including support of model management framework. -------------- David Bell Technical Recruiter Consulting Knights Inc. 100 Overlook Center 2nd Floor, Princeton, NJ 08540. Direct:201-252-7254 || Fax: (609) 228-5321 [email protected] www.consultingknights.com -- You received this message because you are subscribed to the Google Groups "Open Source J2EE frameworks" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/open-source-j2ee-frameworks. For more options, visit https://groups.google.com/d/optout.
