Senior Manager - Statistical Analysis / Quantitative Modeling

Employer
Ashton Lane Group
Location
Washington, DC
Posted
Mar 20, 2017
Closes
Mar 21, 2017
Function
Analyst, Management
Hours
Full Time
Responsibilities: Lead the development, enhancement and implementation of statistical and other quantitative models to support loss forecasting, Basel and economic capital calculations, and other business applications Understand technical issues in econometric and statistical modeling and apply these skills toward solving business problems Full ownership of the model development process and relationship with the business customer: from conceptualization through data exploration, model selection and validation, implementation, business user training and support Develop model monitoring plan, monitor statistical model performance, and provide technical guidance to business leadership Identify opportunities to apply quantitative methods to improve business performance Communicate technical subject matter clearly and concisely to individuals from various backgrounds Develop quantitative modeling competencies of others within the same line of business. Teach and Mentor quantitative modelers Requirements: 4+ years financial services risk modeling experience Basel II/III and/or Economic Capital modeling experience Retail/Consumer banking experience: Specifically mortgages, auto finance, credit cards, corporate credit cards, personal loans Strong communication skills Proficient in SAS / SQL Master's/Ph.D. in finance, economics, statistics, operations research, or other quantitative disciplines For immediate consideration, please forward resume and contact details to: Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit Ashton Lane Group-- "A trusted advisor throughout your career" Quantitative credit risk modeling for a large financial institution