Senior Quant Analyst-CCAR/CECL
ā¢ Job Profile Summary
The Senior Quantitative Analyst is responsible for resolution of complex problems or transactions, where expertise is required to interpret against policies, guidelines or processes. Role at this level usually has full ownership for one or more processes, reports, procedures or products, and may also be considered analytical or procedural experts representing a unit or team on cross-function process or project deliverables.
ā¢ Job Description
GENERAL FUNCTION:
The Senior Quantitative Analyst is responsible for resolution of complex problems or transactions, where expertise is required to interpret against policies, guidelines or processes. Role at this level usually has full ownership for one or more processes, reports, procedures or products, and may also be considered analytical or procedural experts representing a unit or team on cross-function process or project deliverables.
Responsible and accountable for risk by openly exchanging ideas and opinions, elevating concerns, and personally following policies and procedures as defined. Accountable for always doing the right thing for customers and colleagues, and ensures that actions and behaviors drive a positive customer experience. While operating within the Bank's risk appetite, achieves results by consistently identifying, assessing, managing, monitoring, and reporting risks of all types.
ESSENTIAL DUTIES AND RESPONSIBILITIES:
ā¢ Provide quantitative support throughout the Risk or Finance divisions.
ā¢ Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital.
ā¢ Provide ongoing support to the development and implementation of quantitative and statistical models.
ā¢ Developing, maintaining, and back testing models to support respective LOBs.
ā¢ Responsibility for ad-hoc reporting requests for quantitative modeling.
ā¢ Incorporate Comerica and Fifth Third data and processes through integration period.
MINIMUM KNOWLEDGE, SKILLS AND ABILITIES REQUIRED:
ā¢ Knowledge of Comerica data and processes preferred
ā¢ Advanced degree in quantitative analytics, economics, statistics, engineering, or a related area.
ā¢ Minimum 4-5 years of experience in statistical/econometric modeling and database management.
ā¢ Database experience, Snowflake, SAS (including statistical modeling), and SQL.
ā¢ Experience with Microsoft office products, such as Word, Excel, PowerPoint and Outlook is necessary.
ā¢ Experience with Python, R, SAS (including statistical modeling), SQL, Git, Amazon SageMaker, Snowflake and VBA is preferred.
ā¢ Strong verbal and written communication skills.
ā¢ Strong analytical skills.
ā¢ Ability to present a professional image.
ā¢ Ability to work in a team environment.
ā¢ Ability to multi-task and to be flexible.
ā¢ Prior management experience and evidence of leadership is a plus.
#LI-GM1
Senior Quant Analyst-CCAR/CECL
Total Base Pay Range 82,100.00 - 172,500.00 USD Annual
At Fifth Third, we understand the importance of recognizing our employees for the role they play in improving the lives of our customers, communities and each other. Our Total Rewards include comprehensive benefits and differentiated compensation offerings to give each employee the opportunity to be their best every day.
The base salary for this position is reflective of the range of salary levels for all roles within this pay grade across the U.S. Individual salaries within this range will vary based on factors such as role, relevant skillset, relevant experience, education and geographic location. In addition to the base salary, this role is eligible to participate in an incentive compensation plan, with any such payment based upon company, line of business and/or individual performance.
Our extensive benefits programs are designed to support the individual needs of our employees and their families, encompassing physical, financial, emotional and social well-being. You can learn more about those programs on our 53.com Careers page at: https://www.53.com/content/fifth-third/en/careers/benefits.html or by consulting with your talent acquisition partner.
LOCATION -- Virtual, Ohio 00000
Attention search firms and staffing agencies: do not submit unsolicited resumes for this posting. Fifth Third does not accept resumes from any agency that does not have an active agreement with Fifth Third. Any unsolicited resumes - no matter how they are submitted - will be considered the property of Fifth Third and Fifth Third will not be responsible for any associated fee.
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The Senior Quantitative Analyst is responsible for resolution of complex problems or transactions, where expertise is required to interpret against policies, guidelines or processes. Role at this level usually has full ownership for one or more processes, reports, procedures or products, and may also be considered analytical or procedural experts representing a unit or team on cross-function process or project deliverables.
ā¢ Job Description
GENERAL FUNCTION:
The Senior Quantitative Analyst is responsible for resolution of complex problems or transactions, where expertise is required to interpret against policies, guidelines or processes. Role at this level usually has full ownership for one or more processes, reports, procedures or products, and may also be considered analytical or procedural experts representing a unit or team on cross-function process or project deliverables.
Responsible and accountable for risk by openly exchanging ideas and opinions, elevating concerns, and personally following policies and procedures as defined. Accountable for always doing the right thing for customers and colleagues, and ensures that actions and behaviors drive a positive customer experience. While operating within the Bank's risk appetite, achieves results by consistently identifying, assessing, managing, monitoring, and reporting risks of all types.
ESSENTIAL DUTIES AND RESPONSIBILITIES:
ā¢ Provide quantitative support throughout the Risk or Finance divisions.
ā¢ Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital.
ā¢ Provide ongoing support to the development and implementation of quantitative and statistical models.
ā¢ Developing, maintaining, and back testing models to support respective LOBs.
ā¢ Responsibility for ad-hoc reporting requests for quantitative modeling.
ā¢ Incorporate Comerica and Fifth Third data and processes through integration period.
MINIMUM KNOWLEDGE, SKILLS AND ABILITIES REQUIRED:
ā¢ Knowledge of Comerica data and processes preferred
ā¢ Advanced degree in quantitative analytics, economics, statistics, engineering, or a related area.
ā¢ Minimum 4-5 years of experience in statistical/econometric modeling and database management.
ā¢ Database experience, Snowflake, SAS (including statistical modeling), and SQL.
ā¢ Experience with Microsoft office products, such as Word, Excel, PowerPoint and Outlook is necessary.
ā¢ Experience with Python, R, SAS (including statistical modeling), SQL, Git, Amazon SageMaker, Snowflake and VBA is preferred.
ā¢ Strong verbal and written communication skills.
ā¢ Strong analytical skills.
ā¢ Ability to present a professional image.
ā¢ Ability to work in a team environment.
ā¢ Ability to multi-task and to be flexible.
ā¢ Prior management experience and evidence of leadership is a plus.
#LI-GM1
Senior Quant Analyst-CCAR/CECL
Total Base Pay Range 82,100.00 - 172,500.00 USD Annual
At Fifth Third, we understand the importance of recognizing our employees for the role they play in improving the lives of our customers, communities and each other. Our Total Rewards include comprehensive benefits and differentiated compensation offerings to give each employee the opportunity to be their best every day.
The base salary for this position is reflective of the range of salary levels for all roles within this pay grade across the U.S. Individual salaries within this range will vary based on factors such as role, relevant skillset, relevant experience, education and geographic location. In addition to the base salary, this role is eligible to participate in an incentive compensation plan, with any such payment based upon company, line of business and/or individual performance.
Our extensive benefits programs are designed to support the individual needs of our employees and their families, encompassing physical, financial, emotional and social well-being. You can learn more about those programs on our 53.com Careers page at: https://www.53.com/content/fifth-third/en/careers/benefits.html or by consulting with your talent acquisition partner.
LOCATION -- Virtual, Ohio 00000
Attention search firms and staffing agencies: do not submit unsolicited resumes for this posting. Fifth Third does not accept resumes from any agency that does not have an active agreement with Fifth Third. Any unsolicited resumes - no matter how they are submitted - will be considered the property of Fifth Third and Fifth Third will not be responsible for any associated fee.
Apply tot his job
Apply To this Job