Hi,
Please send me suitable profiles.
*SAS Quantitative Modeler Job Description *
*Location: Weehawken, NJ*
*CLIENT: UBS*
*General*
This position is for a SAS Quantitative Analyst role supporting the UBS
Bank USA (BUSA) legal entity, which is part of "Wealth Management Americas"
(WMA). BUSA offers products and services to UBS Financial advisors and
clients to help them meet their financial needs and goals. The products and
offerings include: Mortgages, Credit Cards, Securities Backed Lending
(SBL), and Deposits & Account Management.
*Key Responsibilities:*
- Independently conducting quantitative analytics and complex
modeling/model validation projects. Responsible for entire lifecycle of
collecting data, building and implementing models, and performance
tracking.
- Be responsible with data collections, verification, and assembly
- Support BUSA in its efforts to assist with the model development,
deployment, and validation of statistical and financial models
- Collaborate with key stakeholders to conduct analysis on various
topics and help develop potential solutions and/or approaches.
- Assist in the preparation of regulatory document submissions and
potentially interact with regulatory bodies.
- Support efforts in the development of new models, analytic
processes, or system approaches
- Performing stress testing, back testing, sensitivity analysis,
scenario analysis, etc.
- Prepare model documentation and validation reports as needed
- Assist with reporting as needed
*Qualifications*
· Self-starter, ability to work independently in a fast paced environment
and deliver solid action oriented results quickly
· 5+ years of experience in quantitative roles in Financial Services
industry
· 5+ years of statistical analysis and modeling using statistical software
using SAS
· Stong quantitative and statistical skills (time series analysis,
logistic/ linear regression, segmentation).
· 2+ years of experience with MS SQL or Toad
· Hands-on experience with econometric modeling techniques (regression,
time-series, volatility, Monte Carlo, and multivariate models) and
statistical modeling.
· Excellent problem solving analytical skills, detail-orientation,
independent thinking, and organizational skills
· Graduate or post-graduate degree in Statistics, Economics, Engineering,
Mathematics or related field or equivalent experience.
· Ability to work on multiple projects at the same time and high-level of
attention to detail
· Strong verbal and written communication skills and strong interpersonal
skills with the ability to articulate assumptions, methods, and results to
peers and management
*Nice to have skills*
· Experience with stress testing and time series modeling is a definite
plus.
· Experience with Visual Basic and strong Excel formula and template
creation proficiency
· Experience with survival analysis and attrition models
· Experience with MS Access
Thanks,
Vardhan
[image: FINAL_INNOVATIVEj (2)]
Innovative Information Technologies, Inc. | 200 Metroplex Drive, Suite 408,
Edison, NJ 08817
732-985-9100 Ext 206 | vard...@innovativeinfotech.com
<tan...@innovativeinfotech.com>
Fax: 732 985 9101
“Nationwide Certified Minority Women Based Enterprise (MWBE)” from WBENC
Innovative Information Technology does not endorse undesired email. If you
do not want to receive our mails, please reply with Remove in the subject;
I would ensure that you are not troubled further. I apologize for any
inconvenience
--
You received this message because you are subscribed to the Google Groups
"SureIT" group.
To unsubscribe from this group and stop receiving emails from it, send an email
to sureitlife+unsubscr...@googlegroups.com.
To post to this group, send email to sureITlife@googlegroups.com.
Visit this group at http://groups.google.com/group/sureITlife.
For more options, visit https://groups.google.com/d/optout.
