Quantitative Modeler
Company Name:
The Computer Merchant, Ltd.
Reference # : 15-00129 Title : Quantitative Modeler
Category: Information Technology
Location : Cherry Hill, NJ
Position Type : Contract
Experience Level : 5 Years Start Date / End Date : 01/26/2015 / 01/26/2016
Description
Niche- Quantitative Model Writer RFI Dodd Frank Project
2 positions Open
Start: As soon as possible
Duration: 1 year+
Work Location: MUST be on site 5 days/week - Cherry Hill, NJ
Important:
This role is not a typical technical writer role.
Looking for someone todocument the entire modeling process. This role will show their work to regulators and documents can reach over 1000 pages.
The consultant must be able to identify technical issue and work with model validation team for feedback.
Job
Summary:
The incumbent will work with the modelers to document the entire modeling process with precision and transparency.
The candidate needs to follow internal audit and external regulator s instruction to meet CCAR and DFAST requirement for model documentation. In addition, the candidate should be able to articulate and effectively communicate with modelers regarding to statistical and quantitative topics.
This position also requires project management skills in order to coordinate with stakeholders both intern and external to the team.
Interact with model governance team and regulators to provide the requested documents for CCAR/DFAST/ ICCAP
Collaborate with modelers to save the required documents, programs, data, and etc. for internal and external audit.
Articulate and provide formal response to regulator s questions in professional way.
Develop and prepare materials for internal training and external information sharing purposes.
Collaborate with modelers on monthly model performance audits
MUST HAVE
Quantitative modeling experience in banks or in credit card industry 2 yrs +
Understanding of Financial Engineering concepts 5 yrs
Technical writing experience in modeling 5 yrs
Strong quantitative and statistical skills 5 yrs
SAS 5 yrs
SQL 5 yrs
Microsoft applications (Excel Pivot table, Powerpoint and Access) 5 yrs
Excellent communication skills
Excellent presentation skills (will interface with regulators)
NICE TO HAVE
Experience with CCAR/ DFAST/ ICCAP models and stress testing process
Requirements:
Quantitative modeling experience in banks or in credit card industry
Understanding of Financial Engineering concepts
Proficiently use Microsoft Office tools to prepare and present analysis results to the audience
Experience with CCAR/ DFAST/ ICCAP models and stress testing process is preferred
Past Technical writing experience
Qualifications:
MS/PhD degree in the quantitative fields Statistics, Econometrics, Physics, and Mathematics
2-5 years model related experience in financial industry
Strong quantitative and statistical skills (Time series analysis, Logistic/ Linear regression, Multinomial analysis, Survival model, Transition matrix model, ARIMA/GARCH modeling, Decision tree analysis, Simulation)
Proficiency with statistical modeling software: SAS, SQL, Knowledge seeker/Chaid, R, Matlab
Proficiency with Microsoft tools for reporting and presentations: Excel(Pivot table), Powerpoint, and Access
Excellent communication skills in written and verbal
Expert English Language SkillsEstimated Salary: $20 to $28 per hour based on qualifications.
The Computer Merchant, Ltd.
Reference # : 15-00129 Title : Quantitative Modeler
Category: Information Technology
Location : Cherry Hill, NJ
Position Type : Contract
Experience Level : 5 Years Start Date / End Date : 01/26/2015 / 01/26/2016
Description
Niche- Quantitative Model Writer RFI Dodd Frank Project
2 positions Open
Start: As soon as possible
Duration: 1 year+
Work Location: MUST be on site 5 days/week - Cherry Hill, NJ
Important:
This role is not a typical technical writer role.
Looking for someone todocument the entire modeling process. This role will show their work to regulators and documents can reach over 1000 pages.
The consultant must be able to identify technical issue and work with model validation team for feedback.
Job
Summary:
The incumbent will work with the modelers to document the entire modeling process with precision and transparency.
The candidate needs to follow internal audit and external regulator s instruction to meet CCAR and DFAST requirement for model documentation. In addition, the candidate should be able to articulate and effectively communicate with modelers regarding to statistical and quantitative topics.
This position also requires project management skills in order to coordinate with stakeholders both intern and external to the team.
Interact with model governance team and regulators to provide the requested documents for CCAR/DFAST/ ICCAP
Collaborate with modelers to save the required documents, programs, data, and etc. for internal and external audit.
Articulate and provide formal response to regulator s questions in professional way.
Develop and prepare materials for internal training and external information sharing purposes.
Collaborate with modelers on monthly model performance audits
MUST HAVE
Quantitative modeling experience in banks or in credit card industry 2 yrs +
Understanding of Financial Engineering concepts 5 yrs
Technical writing experience in modeling 5 yrs
Strong quantitative and statistical skills 5 yrs
SAS 5 yrs
SQL 5 yrs
Microsoft applications (Excel Pivot table, Powerpoint and Access) 5 yrs
Excellent communication skills
Excellent presentation skills (will interface with regulators)
NICE TO HAVE
Experience with CCAR/ DFAST/ ICCAP models and stress testing process
Requirements:
Quantitative modeling experience in banks or in credit card industry
Understanding of Financial Engineering concepts
Proficiently use Microsoft Office tools to prepare and present analysis results to the audience
Experience with CCAR/ DFAST/ ICCAP models and stress testing process is preferred
Past Technical writing experience
Qualifications:
MS/PhD degree in the quantitative fields Statistics, Econometrics, Physics, and Mathematics
2-5 years model related experience in financial industry
Strong quantitative and statistical skills (Time series analysis, Logistic/ Linear regression, Multinomial analysis, Survival model, Transition matrix model, ARIMA/GARCH modeling, Decision tree analysis, Simulation)
Proficiency with statistical modeling software: SAS, SQL, Knowledge seeker/Chaid, R, Matlab
Proficiency with Microsoft tools for reporting and presentations: Excel(Pivot table), Powerpoint, and Access
Excellent communication skills in written and verbal
Expert English Language SkillsEstimated Salary: $20 to $28 per hour based on qualifications.
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