Analyst / Senior Quantitative Analyst Resume Sample

5.0
1 vote
Deon Brakus
7707 Berge Green,  Phoenix, AZ
+1 (555) 208 0349

Work Experience


Senior Quantitative Valuation Analyst
05/2018 - PRESENT
Dallas, TX
  • Chartered Financial Analyst (CFA), Financial Risk Manager (FRM) designation
  • Monitor the effectiveness of models in use and continually update model parameters with actual results and changing trends
  • Create, enhance and maintain models and model parameters for various models, such as
  • Interpersonal Savvy: Relates well to all kinds of people, up, down, and sideways, inside and outside the organization; builds appropriate rapport; builds constructive and effective relationships; uses diplomacy and tact; can diffuse even high-tension situations comfortably
  • Integrity And Trust: Is widely trusted; is seen as a direct, truthful individual; can present the unvarnished truth in an appropriate and helpful manner; keeps confidences; admits mistakes; doesn’t misrepresent him/herself for personal gain
  • Strong quantitative skills with a proven ability to translate analysis into meaningful insights, and help drive execution strategy
  • Create, compose and edit written materials and presentations
  • Business analysis experience in a senior quantitative analysis role
Senior Quantitative Model Development Analyst
02/2014 - 02/2018
Philadelphia, PA
  • Relevant hands-on experience in business prototyping for back-testing new business concept
  • Good understanding of f2b booking model from front office to accounting view for financial instruments such as repurchase agreement, cash equity, security borrowing and lending, OTC derivatives etc
  • Good understanding of Treasury regulatory requirements LCR, Internal Stress Testing incl. modelling
  • Advanced analytical and problem solving skills with mathematical fluency
  • Experience working with advanced analytical tools and applying AI algorithms (e.g. Python, SAS, R, Matlab, Altrex, Tableau)
  • Good communication and interpersonal skills, enjoy working and coordinating among various stakeholders
  • Able to work independently as well as part of the wider team
  • Task focused and able to meet tight deadlines where required
  • Write high-quality model documentation that satisfies the firm’s internal model approval functions, audit requirements, and the Firm’s regulators (e.g., FRB, OCC, and PRA)
Senior Risk Analyst, Quantitative Modelling
04/2010 - 01/2014
Phoenix, AZ
  • Participates in leading the development of high-level analysis related to balance sheet, NII and risk management
  • Employs the use of ALM, QRM and other models to create a comprehensive assessment of the BancorpÆs risk / return profile
  • Assists in providing insights into the BankÆs balance sheet and earnings profiles; Contributes ideas to achieve optimal balance of risk and return
  • Running analysis on historical trade and price data to identify trends and system performance
  • Generating ideas for improvements to our automated risk mangt. and hedging. Developing these models in software packages such as python and then implementing the live code in java
  • A masters or PhD in a quantitative field such as Maths, Physics, Comp Sc., Mathematical Finance, Engineering
  • Write high-quality model documentation that satisfies the firm’s internal and external requirements
  • Develop and enhance stress testing methodology to satisfy various regulatory requirements (CCAR/DFAST/ICAAP). This requires thorough statistical analysis of the underlying data, such as regression and time series analyses, and understanding of the various macroeconomic factors and risk factors that impact the credit quality of portfolios
  • Develop and enhance credit risk models for Allowance for Credit Loss (ACL) to satisfy both accounting standards and regulatory requirements

Education


University of Minnesota, Morris
2005 - 2010
Master's Degree in Statistics

Professional Skills


  • Hands on experience with credit risk models, in particular, experience with stress testing models and A-IRB internal risk rating model development are highly desirable
  • Other programming/software familiarity: strong Excel skills, VBA programming
  • Excellent interpersonal and communications skills and ability to interact and work with staff at all levels
  • Excellent verbal and written communication skills are necessary (ability to explain complex ideas in simple, non-technical language
  • Experience working with large datasets and building or validating advanced statistical models (including regression and economic factor models)
  • Demonstrated experience / expertise in problem solving/working collaboratively outside of a modeling environment
  • Experience in model development, implementation and/or validation covering diverse areas, preferably Structured Finance

How to write Analyst / Senior Quantitative Analyst Resume

Analyst / Senior Quantitative Analyst role is responsible for programming, analysis, java, credit, languages, python, excel, reporting, finance, training.
To write great resume for analyst / senior quantitative analyst job, your resume must include:

  • Your contact information
  • Work experience
  • Education
  • Skill listing

Contact Information For Analyst / Senior Quantitative Analyst Resume

The section contact information is important in your analyst / senior quantitative analyst resume. The recruiter has to be able to contact you ASAP if they like to offer you the job. This is why you need to provide your:

  • First and last name
  • Email
  • Telephone number

Work Experience in Your Analyst / Senior Quantitative Analyst Resume

The section work experience is an essential part of your analyst / senior quantitative analyst resume. It’s the one thing the recruiter really cares about and pays the most attention to.
This section, however, is not just a list of your previous analyst / senior quantitative analyst responsibilities. It's meant to present you as a wholesome candidate by showcasing your relevant accomplishments and should be tailored specifically to the particular analyst / senior quantitative analyst position you're applying to. The work experience section should be the detailed summary of your latest 3 or 4 positions. Representative Analyst / Senior Quantitative Analyst resume experience can include:

  • Strong organizational skills and the ability to work efficiently and effectively to manage multiple tasks concurrently
  • Demonstrated independence, team work and leadership skills
  • Exceptional skills in quantitative methods and computer technology, including statistical analysis, and computer modeling, are necessary
  • Demonstrated skill in programming either R or MATLAB, Excel/ VBA, SQL, etc
  • Demonstrated experience in applying quantitative methods
  • Prior experience in loss forecasting

Education on an Analyst / Senior Quantitative Analyst Resume

Make sure to make education a priority on your analyst / senior quantitative analyst resume. If you’ve been working for a few years and have a few solid positions to show, put your education after your analyst / senior quantitative analyst experience. For example, if you have a Ph.D in Neuroscience and a Master's in the same sphere, just list your Ph.D. Besides the doctorate, Master’s degrees go next, followed by Bachelor’s and finally, Associate’s degree.

Additional details to include:

  • School you graduated from
  • Major/ minor
  • Year of graduation
  • Location of school
These are the four additional pieces of information you should mention when listing your education on your resume.

Professional Skills in Analyst / Senior Quantitative Analyst Resume

When listing skills on your analyst / senior quantitative analyst resume, remember always to be honest about your level of ability. Include the Skills section after experience. Present the most important skills in your resume, there's a list of typical analyst / senior quantitative analyst skills:

  • Experience in consumer banking credit modeling, including previous experience in data mining
  • Extensive understanding of relational databases and ability to effectively utilize statistical software such as SAS, Stata, and R
  • Prior experience in quantitative or financial analytics role
  • Practical ability to visualize data, communicates about the data, and utilizes it effectively
  • Experience in quantitative roles in investment management, risk management, model validation, wealth management or related
  • Programming experience in SAS (Base, STAT, and/or Enterprise Guide/Miner)

List of Typical Experience For an Analyst / Senior Quantitative Analyst Resume

1

Experience For Senior Quantitative Valuation Analyst Resume

  • Demonstrated work experience in coding mathematical models in language such as R, SAS or SQL
  • Strong understanding of operational risk and scenario analysis
  • Exposure to quantitative finance field through education or work experience
  • Strong foundation in statistics (or econometrics) and applied mathematics
  • Support validation, audit and regulatory efforts and requests
  • Work with the independent model validation team internally to get models approved after development work is complete
  • Ph.D. in Mathematics, Statistics, Computer Science or related field required or 3+ years equivalent professional experience
2

Experience For Senior Quantitative Model Development Analyst Resume

  • Developing, documenting, implementing or otherwise enhancing models for credit loss
  • Working closely with business line and risk managers to assess and manage firm wide risk management
  • Understanding of both business and technical requirements, and the ability to serve as a conduit between product, research, and technology
  • The production of quarterly numbers for regulatory and economic capital Reporting insights from the model and underlying data sources
  • Draw from source systems and maintain large data sets using advance statistical/modeling tools
  • Responsible for model documentation based on the Bank’s standards for model owner, and ongoing discussion with Model Risk group related to the independent validation effort and remediation of identified issues
  • Solid programming skills, preferably in Java, Python or C/C++
  • Interest in and focus on building innovative products that users love
  • Review and upload performance data into the monitoring tool
3

Experience For Senior Analyst, Quantitative Analysis Resume

  • Work with the development team to recommend the monitoring plan for the newly developed models
  • Develop data spec and work with the data team(s) to ensure monitoring data availability for the newly developed models
  • Partner with portfolio risk managers and business lines to develop and implement stress testing strategies
  • Perform gap analyses to stress testing related rules, bulletins, and guidance
  • Monitor and improve quality and ensures 'best practice' modeling development techniques
4

Experience For Senior Risk Analyst, Quantitative Modelling Resume

  • Participate in the development, execution, management and implementation of complex analytical modeling projects
  • Develop internal risk rating models, and assist in the evaluation, selection and use of external probability of default and loss severity models
  • Assist in the development of risk grading templates and scorecards
  • Assist the Risk Manager in ongoing surveys of industry practices for risk measurement
  • Design, test and implement predictive models using advanced statistical techniques
5

Experience For Senior Quantitative Model Analyst Resume

  • Expertise building predictive models, preferably in R
  • Tertiary qualifications in Mathematics (Statistics)/Engineering/Finance/Economics/Actuarial or a related discipline
  • Familiarity with vendor risk systems such as RiskMetrics, BlackRock, MSCI/Barra, Yield Book, Barclay’s POINT, SunGard APT
  • Advanced user level proficiency in statistical software such as SAS, R, Stata, MATLAB
  • Proficiency in SQL and relational databases
  • Desire to work in financial services industry
  • Understand the descriptions of statistical techniques in research papers and to implement them in software
6

Experience For Senior Quantitative Equity Analyst Resume

  • Analysis and assessment of the impact on operational risk capital of sudden business changes
  • Summarize model performance assessment in the quarterly performance report
  • Knowledge of credit and operational risk management principles and practices
  • Contribute to multiple model development projects for C&I and CRE portfolios
  • Work with other quantitative analysts in model development
  • Statistical model development methodologies
  • Works with other members of the Bank’s Credit Risk Analytics team and other Bank senior management
7

Experience For Senior Quantitative Analyst, VP Resume

  • Analyze operational losses to look at trends to support loss quantification, economic capital and stress test projections
  • Maintain, review, and adhere to organization’s operational risk policy
  • Support implementation of operational risksolutions
  • Participate in peer review sessions and maintain awareness of new advances in operational risk modeling techniques to ensure the application of best practices to operational risk models
  • Experience in financial industry performing and overseeing data analytics and predictive modeling initiatives using Matlab, R, SAS, SPSS, or an equivalent analytics package and relational databases
8

Experience For Quantitative Analyst, Senior Resume

  • Background and knowledge of banking risks, operational risk management principles and regulatory requirements
  • Develop and support statistical/econometric credit risk models, including probability of default (PD) prediction, recovery/loss given default (LGD), and valuation models, looking at correlations, concentrations, rating migrations, and risk contributions
  • Collaborate with business line partners and risk managers to embed and socialize these models and support them with on-going requests
  • Analyze consumer lending portfolio trends in support of portfolio strategies and applications
  • Provide analytical support to management for risk measurement techniques, and monitoring of industry risks that might impact the Bank
  • Assist Management in advising internal clients on risk templates, scorecards and models as part of company-wide Basel II and related projects
  • Work with appropriate parties to resolve or remediate data quality issues
  • Support the Bank’s efforts on Credit Policy and Risk Appetite, including verifying the integrity of the underlying data and rationale, as well as monitoring and validation of the underlying theories and methodologies
9

Experience For Operational Risk Senior Quantitative Analyst Resume

  • Support the implementation activities models developed, including third party vendor solution tools for credit risk
  • Develop and run validation routines for scorecards (methodology and performance), as well as assist with quantification (Probability of Default, Loss Given Default) projects as required
  • Familiarity and experience with database design strategies and packages
  • Develop reports and presentations for the group Manager, and Executive Management
  • Strong PC skills, and financial analysis skills. Proficiency in Excel/MS Office, MS Access, and statistical software, such as SAS required. Additional programming languages and experience, e.g. SQL or Python would be considered beneficial
  • Introduce new statistical methods and techniques to the department
  • Help devise long-term research strategy
  • Provide guidance for junior analysts and interns
10

Experience For Senior Treasury Quantitative Analyst Resume

  • Communicate ideas and research findings to a non-technical audience
  • Familiarity with current baseball research
  • Insight Creation: Translates findings into business value to drive strategic decisions. Summarizes well supported recommendations that are relevant, timely, and actionable. Provide continual consultation with C&EE management to identify strategic direction for continual improvement relating to emerging data trends and issues
  • Translate technical findings into practical deliverables
  • Highly skilled proficiency in the use of spreadsheets, graphing, and presentations with a working knowledge of dashboards (mastery of Excel and polished in PowerPoint)
  • Comfortable operating with data that is sometimes incomplete and/or messy
  • Leads development of models and tools to identify, measure, and monitor emerging risks in the financial system
  • Works independently or in small teams on reviews both in-District and out-of-District
  • Contributes actively by participating and occasionally leading local and national strategic projects and initiatives. Examples include leading Federal Reserve or Reserve Bank model development or validation activities, conducting research, or making comparable contributions

List of Typical Skills For an Analyst / Senior Quantitative Analyst Resume

1

Skills For Senior Quantitative Valuation Analyst Resume

  • Basic understanding of scripting/programming concepts and experience with relevant languages such as Matlab or Python
  • Strong understanding of consumer banking and lending products
  • Relevant work experience in banking or consulting environment
  • Experience manipulating (through database systems such as Oracle or MySQL) and analyzing large data sets
  • Experience working in a business intelligence, marketing or customer research, or data analytics capacity
  • Strong statistical modeling background based on technical training or advanced education in a quantitative field
  • Knowledge of statistics, as well as experience with forecasting and prediction
  • Extensive experience in data and financial analytics and competitor profiling
2

Skills For Senior Quantitative Model Development Analyst Resume

  • Up to date knowledge of statistical analysis techniques and experience with experimental design
  • Experience with SAS and SQL
  • Experience with and ability to work with data
  • Responding to business and technology inquiries regarding credit stress models and functionality.
  • Programming in SAS, R, or Stata
3

Skills For Senior Analyst, Quantitative Analysis Resume

  • Understanding of applied and financial mathematics concepts and techniques
  • Understanding of database structures (such as SQL), and how to query data from Enterprise Data Warehouses
  • Work with business line partners in embedding and socializing these models and support them with on-going requests
  • Help set up model ongoing performance testing metrics
  • A challenging role in Credit Portfolio modelling that includes
  • Independently resolving issues affecting the reliability or quality of models and the model results on the FWST system
  • Systematize usage of different data sets by extracting key information through probabilistic modeling
  • Quickly master industry fundamental concepts including energy commodity markets, option valuation, position management and hedging
  • Knowledge of the industry approaches and practices to analytical modeling in banking and financial services
4

Skills For Senior Risk Analyst, Quantitative Modelling Resume

  • Knowledge about banking distribution, Omni-channel components, and banking products
  • Familiarity in working with large sets of data and synthesizing it into analyses and insights
  • Help perform testing studies on risk analysis assessment
  • Detailed data analysis to assess model performance, reasonableness of results and support Model Vetting, Audit and Business Users questions
  • Perform advanced statistical analysis on large volumes of baseball data in order to aid in Baseball Operations decision making
5

Skills For Senior Quantitative Model Analyst Resume

  • Aid the Quantitative Analysis department in usage of best-suited statistical techniques for future and existing analytics
  • Monitor latest statistical and baseball research in order to implement the most cutting edge techniques
  • Use findings and methodologies from independent baseball research in developing metrics
  • Proficiency with the following tools and/or software
  • SQL or MySQL scripting – required
  • Knowledge of Commercial & Industrial credit risk modeling
  • Proficiency in credit modeling
  • Help assess and document models theoretical and conceptual soundness
6

Skills For Senior Quantitative Equity Analyst Resume

  • Help test model implementation and suitability for uses
  • Understand, document and communicate model limitations
  • Understand and document use of expert judgment or qualitative factors that augment quantitative models
  • Review to confirm proper controls and adequate documentation are in place and address any deficiencies
  • Recommend, as necessary, the cessation of reliance on models that are outdated or inaccurate, as determined by independent analysis
7

Skills For Senior Quantitative Analyst, VP Resume

  • The opportunity to work in the Credit Portfolio Methodology team in the area Credit Analytics of Credit Suisse’s Chief Risk Officer division
  • Work with multiple stress test stakeholder groups to understand regulatory and business needs
  • Federal Reserve’s model risk management guidance SR 11-07
  • Create reports, charts, tables, graphics, and other tools to deliver information to staff
  • Work with amateur and professional baseball staff to provide the most relevant statistical support
  • Recognize and maintain confidentiality of work materials and issues as appropriate
8

Skills For Quantitative Analyst, Senior Resume

  • Python (specifically TensorFlow and NumPy)– required
  • R, MATLAB, or similar - required
  • Follow the established modeling development principles to implement statistical and analytical solutions and be part of the team that develops and implements those solutions
  • Design, implement and maintain financial models, provide effective challenge for models, parameters and assumptions, and work with Model Risk Management and Raymond James Bank management to improve the model analytics and structure
  • Work to address model risk issues and follow through on their resolution, discussing these issues with senior management in the business and at the corporate level as well as external stakeholders including regulators and external auditors
  • Juggle changing priorities and a varied workload
  • A strong interest and familiarity with risk management best practices, financial markets and economic developments
  • Statistical model development and testing
  • A practical knowledge of derivatives, their risk drivers and the models used to price them; sound understanding of stochastic processes and their application to risk factor simulations
9

Skills For Operational Risk Senior Quantitative Analyst Resume

  • Design and implementation of quantitative models, preferably using C# or C++ in a source-controlled environment
  • A good understanding and awareness of the regulatory framework for banks operating in the US is highly desirable; further knowledge of BIS regulations (Basel 3, FRTB), as well as, previous experience in interacting with supervisors (e.g. in a model validation capacity) would also constitute a distinct advantage
  • Up to five years of relevant experience
  • Strong quantitative, finance, and statistical background including extensive background in use of software to support quantitative analysis
  • Work flexibly as part of multiple teams and autonomously
  • Familiarity with Bank credit systems and processes
10

Skills For Senior Treasury Quantitative Analyst Resume

  • Familiarity with systems management and data architecture principles
  • Data Analysis with large complex data sets and data warehouses
  • Act with integrity at all times – never put your reputation or the franchise’s reputation at risk
  • Masters or PhD. in a relevant field such as Economics, Engineering, or Mathematics, or Finance (Financial Engineering, Finance Theory, or Computational Finance) or an equivalent combination of education and work related experience
  • Demonstrated proficiency in multiple disciplines and processes related to the position, including understanding of quantitative modeling requirements broadly for risk management, financial reporting, and valuation models used in STI business areas and functions
  • Background and knowledge of the Basel, CCAR/DFAST rules and regulations

List of Typical Responsibilities For an Analyst / Senior Quantitative Analyst Resume

1

Responsibilities For Senior Quantitative Valuation Analyst Resume

  • Proficiently executes assignments, including project-based activities, in an informed manner to meet established objectives, performance and timeliness requirements
  • Demonstrates and applies technical expertise and proficiency in advanced statistical/analytical methods and methodologies, including maintaining awareness of industry range of practice
  • Experience underwriting or managing small business, commercial or retail loans
  • Analytical experience in AML and Economics Sanctions Models & Tools.
  • Monitors white papers, industry developments and other key knowledge sources to ensure knowledge and expertise remain current
  • Shares knowledge and expertise and acts as a resource to junior staff, peer quantitative analysts, examiners, and other staff to support their knowledge and understanding of models/modeling approaches, model risk management, and related supervisory expectations and requirements
2

Responsibilities For Senior Quantitative Model Development Analyst Resume

  • Manages relationships effectively and tailors message appropriately to audiences both internal and external to the Federal Reserve and across a range of levels, including quant analysts, examiners, and mid-level/executive management
  • Work experience required in financial modeling and risk management with a focus on advanced quantitative modeling and risk measurement techniques and processes
  • Advanced understanding of applicable laws, regulations, financial services, and regulatory trends that affect assigned line of business
  • Considerable knowledge of various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models, various model validation tests/methodologies, using SAS or similar statistical package
  • Experience applying Basel A-IRB, CCAR/DFAST, CECL regulatory rules
3

Responsibilities For Senior Analyst, Quantitative Analysis Resume

  • Advanced knowledgeable of quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches
  • Build relations with peers, business line partners, and colleagues
  • Performs advanced quantitative analyses, such as Monte Carlo-based simulations and asset liability modeling studies, model development to support research, security analysis, portfolio management and/or asset allocation decision making. Makes specific portfolio positioning and trading recommendations
  • Uses quantitative tools and techniques to measure and analyze portfolio positions and risks. Makes specific portfolio positioning and trading recommendations to portfolio managers. Measures security and portfolio performance and resulting performance attribution
  • Designs periodic model and tool testing. Prepares and analyzes detailed documents for validation and regulatory compliance. Supports other members of the portfolio management and security analysts teams in a research capacity
  • Knowledge of tools, methods and processes used to make business predictions; ability to use the tools, processes and practices for predicting business trends and providing forecasts that drive business decisions and business planning
  • Analytical experience in AML, Economics Sanctions Models, Customer Due Diligences, Fair Lending and other Compliance Models
4

Responsibilities For Senior Risk Analyst, Quantitative Modelling Resume

  • Broad-ranging analytical experience
  • Build strong relations with peers, business line partners, and colleagues across the bank
  • Knowledge, experience and use of SAS is required
  • Gather, mine, and analyze large data form multiple sources
  • Automated risk management

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