Position Overview
You are a strategic thinker passionate about driving solutions in Analytics and Data Science (CECL an CCAR Modelling) . You have found the right team.
As a Quant Analytics – Associate within our MIS and Platforms team, you will spend each day defining, refining and delivering set goals for our firm.
Job Responsibilities:
Scope, prioritize and co-ordinate activities with Credit CFO Finance Team .Run the quarterly mortgage stress testing model (., CCAR), create associated reporting & analytics, and present results to managementRun quarterly CECL reserve setting model and analyze key drivers of quarter-over-quarter variancesPerform ad-hoc analysis and gain comfort in credit costs results for credit risk leadership team and understand and explain modeled results from mortgage credit analyticsInteract actively with the stress testing model team to understand, develop and enhance forecast frameworks for the mortgage business