Sr Statistician/Econometrician

Bbcn Bank Los Angeles , CA 90009

Posted 3 months ago

As a Sr Statistician/Econometrician you will develop, plan, coordinate and support analytical project for multiple products and operating units within Bank of Hope. Work with internal customers as well as vendors to establish project requirements and methodology. Provide quantitative risk analysis, statistical decision theory and numerical analysis support in the development and successful implementation of empirically derived econometrical models and forecasting models. Create knowledge base by which future forecasts can be refined and improved. Perform quantitative analysis of loan portfolio's performance through use of large databases. Lead and support analysis of model development, ALM modeling and capital planning.

  • Broad knowledge of model development with strong coding skills, statistical analysis, financial dynamics, commercial banking business and Treasury.

  • Fully developed and deliverable expertise, broad and experience in risk analytics and project management.

  • Expect 5+ years of model development and validation experience.

  • In depth knowledge of multivariate statistics and forecasting methods, including time series analysis, prepayment models, and etc.

  • Be a trusted partner for the business stakeholders understanding their business and strategy.

  • Build, test, and deploy econometric and predictive models to aid bank operations.

Advanced knowledge of model development, which include:

  • Methodology selection (logistic/ classic/ dynamic regression, exponential smoothing, hazard models, machine learning, neural nets, etc.)

  • Model fit statistics (including but not limited to score distribution, KS/Trade-off analysis, divergence, rank ordering).

  • Make insightful adjustments to the forecast after determining how variables such as new loan volume, credit quality, and servicing impact the forecast.

  • Final regression output, correlation matrix, score distribution and Cohort report.

  • Decision support by Linear Programming, Optimization and Sensitivity Analysis.

  • Knowledge of Time Series Forecasting Techniques.

  • Simulation analysis on score objective related measures, present simulated business/financial impact volume and outstanding and scorecard performance, time-series analysis by user group.

  • Fully developed and deliverable expertise, broad and deep experience in internal client, people/team, risk and project management.

Skills and Requirements:

  • Strong database, R, SAS, Python and SQL skills.

  • Excellent written and interpersonal communication skills.

  • An undergraduate degree in statistics, mathematics, financial engineering, econometrics, or other quantitative related discipline, an advanced degree highly preferred.

  • 5+ years of working and managerial experience, with a strong track record in portfolio analytics preferably with a Treasury business.

  • A thorough understanding of statistics, mathematics, and econometric modeling techniques (including model functionality), and the relevant statistical analysis tools/packages.

  • An ability to analyze and interpret large data sets, identify insights, and synthesize how these insights impact business decisions.

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Sr Statistician/Econometrician

Bbcn Bank