Senior Risk Quantitative Analyst Job Listing at Regions Financial in Birmingham, AL

Finance

Title: Senior Risk Quantitative Analyst
Location: Alabama-Birmingham
Job Number: 21826
Position Summary
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.

Primary Responsibilities
* 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.

Qualifications:

* Bachelor's degree in a related field
* Six (6) years experience in econometrics, mathematical finance, or statistical methods

Preferences
* A Master’s or Doctorate degree in Economics, Mathematics, Physics or Engineering

Competencies/Attributes
* 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
Additional Details
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