Senior Risk Quantitative Analyst Job Listing at Regions Financial in Birmingham, AL
Title: Senior Risk Quantitative Analyst
Job Number: 21826
At Regions, our Senior Risk Quantitative Analyst within the Risk Analytics group will have responsibility for loss modeling in the firm’s retail and commercial businesses. The associate will be a member of a key strategic team that is responsible for a very wide range of quantitative initiatives that include stress testing and loss forecasting, economic capital, risk ratings, portfolio valuation, optimization, origination strategies, and other portfolio management analytics.
* Develops, enhances, and implements novel consumer loss and prepayment analytics.
* Helps integrate consumer and existing commercial analytics.
* Works to bring stress testing, economic capital, and ALM into a consistent framework.
* Collaborates with portfolio managers to identify risks in the portfolio.
* Makes recommendations on new origination and risk mitigation.
* Bachelor's degree in a related field
* Six (6) years experience in econometrics, mathematical finance, or statistical methods
* A Master’s or Doctorate degree in Economics, Mathematics, Physics or Engineering
* Knowledge of matrix math and Markov chains, R/S , VBA Script, SQL, SAS, C
* Significant experience in modeling of consumer assets
* Knowledge of time series analysis and econometric techniques
* Knowledge of survival modeling and transition matrix models
* Knowledge of the credit markets
* Ability to manage multiple projects
* Data management skills
* Excellent writing, communication and presentation skills
This role includes mentoring of junior staff and depending on experience and leadership abilities, would lead to a formal management position. Members of the quantitative team work in a collegial environment, interacting with each other as well as portfolio managers, business lines, Treasury, Finance, Capital Markets, and external vendors.
Job: Risk Management
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