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Ccar Quantitative Analyst I

Expired Job

Santander Bank Boston , MA 02298

Posted 2 months ago

CCAR Quantitative Analyst I-1806081

Description

[POSITION SUMMARY] Responsible for advanced portfolio risk analysis and developing the necessary forecasts and financial models to allow the senior leadership of the Bank to manage the Banks solvency and capital position. [POSITION DUTIES] Analyze and document the results for a wide range of internal and external audiences including senior management and bank regulators. Report on the results consistent with regulatory expectations (Y-14A, etc.).,Implement the models into a framework that integrates inputs from various areas to allow a combined, cohesive view of portfolio performance through the stress test horizon.,In coordination with Methodology and external third parties, participate in the design and evolution of the Banks existing suite of stress test forecasting models.,Model the impact of idiosyncratic stress tests.

Document, explain, and incorporate the analysis into the Banks capital plan and/or other areas as required by CCAR/DFAST. There is a strong emphasis in model documentation and results analysis.,Work on executing the stress test on a semi-annual basis, or more frequently if needed, coordinating with Treasury, CRMIS, and other areas as needed to bring together the required inputs.

Qualifications

[QUALIFICATION] Minimum 4 year bachelors degree in a quantitative discipline (statistics, mathematics, economics, etc.). Advanced degree in a quantitative discipline preferred. If Master Degree then 1-2 years of working experience, if bachelors degree then 2+ years of [EXPERIENCE] Between 1 - 2 years [SPECIALIZED KNOWLEDGE] Familiarity with all types of credit products, their structure and behavior in various economic environments.

Well versed in economic fundamentals and how to apply those within the construct of the job.,Information & Data Management,Qualitative & Analytical Judgment & Decision Making,Regulatory Knowledge & Application Risk Management & Control,Strong knowledge of Microsoft Access, Excel, and Powerpoint, particularly knowledge of Visual Basic and usage of macros within Excel. Prior experience building financial models within Excel very important.,Working knowledge of data querying languages and software, such SQL, ODBC, OLEDB desired. Solid understanding of statistics. Familiarity with statistical software packages such as SAS, Stata, R, SPSS, or Minitab would be a plus.

Job:Risk Management Strategy

Primary Location:Massachusetts-BOSTON

Organization:CRO_US (SSY_8855)

Schedule:Full-time

Job Posting:Sep 20, 2018, 5:57:23 PM

AN EQUAL OPPORTUNITY EMPLOYER M/F/Vet/Disabled/SO



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Ccar Quantitative Analyst I

Expired Job

Santander Bank