Quantitative Modeling Resume Sample

5.0
13 votes
Erik Gibson
76062 Casper Port,  Houston, TX
+1 (555) 590 6168

Work Experience


Senior Quantitative / Modeling Associate
12/2016 - PRESENT
Chicago, IL
  • Assist in credit risk management in support of consumer marketing campaigns including Credit Pre-Approval (CPA), Invitation to Apply (ITA), Utilization, and Balance Transfer activities
  • Build strategy and reporting structures encompassing customer, closed customer, prospects at customer and household level
  • Support development and implementation of pre-approval strategies including sizing and building opportunities (product preference/tier assignment/offer amount, score/attribute usage and/or thresholds etc.)
  • Manage credit components of champion/challenger strategies and thresholds including (balance transfer opportunities, offers per tier, interest rate considerations, etc.)
  • Assist in building process and timelines to maximize opportunities and efficiencies
  • Implement appropriate suppression logic in support of offer/strategy management (i.e., suppression of previous turndowns, recent applications, current delinquency, credit disputes, line blocks, etc.)
  • Audit credit components of campaign build in collaboration with Database Administrator(s), credit bureau, Data Base Marketing (DBM) and/or other internal or external partners as needed
Quantitative Modeling Analyst
02/2012 - 06/2016
Philadelphia, PA
  • Provide data management support to ensure all necessary data and appropriate tracking mechanisms are built, collected and stored
  • Work collaboratively with internal and external teams to assure consistency among systems and processes (FID/Origination Platform, InterConnect and Account Management platforms) and in conjunction with loss forecasting and origination scorecards
  • Assess adequacy of model owner’s monitoring and maintenance
  • Develop account level loss forecasting models, using modeling techniques such as survival (hazard), logistic regression, time series, roll-rate, and Markov models
  • Produce scenario based loss forecasts
  • Monitor model performance
  • Prepare forecasts and documentation for CCAR and for all internal and external reviews
  • Supervises the development of complex mathematical models – including credit origination and customer behavior scorecards - which directly support critical decision making processes and the company’s overall understanding of our business, the markets within which we operate, and our customers
  • Develops a thorough understanding of the firm’s operations and business practices
Quantitative / Modeling Analyst
04/2007 - 09/2011
Chicago, IL
  • Conduct independent validations on credit risk stress testing, risk rating, Economic Capital, market risk, treasury, marketing, and other models, which are developed using modeling techniques such as survival (hazard), logistic regression, time series, financial forecasting, and cash-flow models
  • Modeling or model validation experience of credit risk, market risk, or treasury models
  • Understanding of finance and the banking industry
  • Experience with SQL, Excel, Access, and working with large data sets. Requires extensive knowledge of statistical analysis practices, principles, applications and modeling methods
  • Assist with the implementation and monitoring of strategy changes
  • Demonstrated technology application and systems aptitude
  • Demonstrated experience with Rules Based Decisioning

Education


Brown University
2002 - 2006
Master's Degree in Statistics

Professional Skills


  • Excellent data management skills and proficiency with various data tools such as SAS and Cognos
  • Strong written and communication skills: ability to clearly articulate ideas to both technical and non-technical audiences
  • Strong time and project management skills to meet deliverables
  • Demonstrate experience with model development and/or model validation activities
  • Advanced data sourcing and management skills
  • Data Management and programming skills (SAS, SQL, Excel)
  • Strong leadership experience, managing (directly or indirectly) highly technical staff from academia and business

How to write Quantitative Modeling Resume

Quantitative Modeling role is responsible for sas, retail, finance, credit, trading, reporting, design, research, modeling, software.
To write great resume for quantitative modeling job, your resume must include:

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

Contact Information For Quantitative Modeling Resume

The section contact information is important in your quantitative modeling 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 Quantitative Modeling Resume

The section work experience is an essential part of your quantitative modeling 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 quantitative modeling responsibilities. It's meant to present you as a wholesome candidate by showcasing your relevant accomplishments and should be tailored specifically to the particular quantitative modeling position you're applying to. The work experience section should be the detailed summary of your latest 3 or 4 positions. Representative Quantitative Modeling resume experience can include:

  • Understanding of model development and validation methodologies & processes
  • Quantitative modeling and programming experience
  • Experience with credit risk modeling or consumer behavior modeling
  • Experience in Credit Card Risk Modeling or Mortgage Risk Modeling
  • Strong leadership qualities, including working with highly technical staff from academia and business
  • Excellent analytic and modeling capabilities

Education on a Quantitative Modeling Resume

Make sure to make education a priority on your quantitative modeling resume. If you’ve been working for a few years and have a few solid positions to show, put your education after your quantitative modeling 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 Quantitative Modeling Resume

When listing skills on your quantitative modeling 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 quantitative modeling skills:

  • Five to seven years’ experience in quantitative credit risk modeling, with experience in model monitoring and testing
  • Modeling or model validation experience of credit risk, market risk, or treasury models
  • Works effectively with co-workers and both internal and external customers
  • Knowledge of relational databases (e.g. SQL) and ability to pull data effectively
  • Experience of directly related experience
  • Superior project management skills, ability to manage several projects simultaneously

List of Typical Experience For a Quantitative Modeling Resume

1

Experience For Quantitative Modeling Analyst Resume

  • Partners with Model Risk Management and Model Validation to establish the modeling community’s framework in terms of policies and guidelines and co-owns the model inventory
  • Interacts with the Capital Planning project manager to determine modeling priorities and critical path towards the institution’s target of models portfolio and produces various reporting artifacts to inform senior and executive management on progress and status updates
  • MS/MA/PhD in Statistics, Mathematics, Operations Research, Economics or related field
  • Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)
  • Experience managing model a development team with 5+ reports
2

Experience For Senior Quantitative / Modeling Associate Resume

  • Help Unsecured, Secured and Econometric Modeling Heads in performance and compensation management process for ICMU India unit
  • Overall local administrative management (physical infrastructure/budget, compliance & control, HR & CSIL management interface, etc.) for the ICMU India unit
  • Anticipates and identifies issues inhibiting the attainment of assigned goals; develops and implement corrective actions. Aligns team members to shared goals and creates opportunities for teamwork
  • Self-motivation, discipline, task focus, and a proven record of delivering high quality results within strict deadlines
  • Understanding of capital markets including derivatives, fixed income and equity instruments
  • Aggregate and synthesize complex data
3

Experience For COO for Quantitative Modeling Division VP Resume

  • Design and deploy comprehensive asset-liability models for use in analysis of investment strategies
  • Collaborate closely with investment risk, asset management, actuarial, Treasurer’s and finance
  • Knowledge of Excel and VBA
  • Develops various analytical methods and models that assess the market, credit, and/or operational risks of new and existing financial products including sensitivity analyses, stress testing, value-at-risk, scenario testing, and Monte Carlo simulations
  • Improves segmentation for the scenarios/models using techniques such as clustering
  • Partners with OFAC, EDD, CTR, and Monitoring teams to design scenarios/models
  • Executes periodic tuning for the threshold parameters of the scenarios through sample collection
4

Experience For Analyst, Quantitative Modeling Resume

  • Develops post processing models to reduce the amount of false positive generated by the scenarios/models using statistical techniques such as rare event logistic regression and machine learning algorithms
  • Focuses on statistical modeling
  • Works with IT teams in application development to test and implement models
  • Use data analytical techniques (SQL queries, SAS procedures, etc.) to explore the bank’s data, its limitations, and potential uses; and investigate answers to questions that arise out of building and maintaining models. SSRS and or SSAS would be beneficial, but not required
  • Financial accounting experience with Oracle and OFSAA desired
  • As projects require, aid quantitative teams in sourcing and connecting key data from the bank’s many disparate data sources
  • As projects require, design and create bespoke analyses which provide insight into the information content of data for use by modelers, management or other analysts
5

Experience For Quantitative / Modeling Analyst Resume

  • Apprentice with other experienced data experts to learn and ultimately help support the intricacies of complex data processes within some of the bank’s key models (such as QRM and CCAR)
  • Provide/Review Monthly Cross-Sell Offer Reporting
  • Provide Periodic Criteria Reviews and Deep Dive Analysis
  • Work with statistical software to understand/build predictive models and/or business decisions

List of Typical Skills For a Quantitative Modeling Resume

1

Skills For Quantitative Modeling Analyst Resume

  • Experience working with Tick / Order Book Data, analyzing large Datasets, and developing Statistical Models
  • Related work experience within a Banking, Asset Management, and/or Proprietary Trading firm
  • Experience with translating models into Production Trading code
  • Experience working in a Regional Bank environment
  • Advanced Programming experience in languages suited for Quantitative Research
  • Experience with classification models for the BSA/AML/OFAC Model Development and Monitoring Team
  • Demonstrated working knowledge of GE’s project management and/or supplier management processes and systems
  • Experience using SAS and R
2

Skills For Senior Quantitative / Modeling Associate Resume

  • Experience using SAS
  • Some programming experience with a subset of C/C++, Matlab, VBA, or
  • Experience in Statistical or Econometrics hands-on work
  • Experience in Statistical hands-on work
  • Three to five years’ experience in quantitative credit risk modeling
  • One to three years’ experience in quantitative credit risk modeling
3

Skills For COO for Quantitative Modeling Division VP Resume

  • Demonstrated knowledge of consumer lending products and consumer credit metrics
  • Three to five years’ experience in quantitative analytics
  • Three to five years’ experience in analytics and finance
  • Track record of excellent time management and completion of complex projects
  • Strong ability to create clear and concise presentations in PowerPoint
  • Impeccable integrity, strong accountability, sound judgment, and strategic vision
  • Exposure to machine learning and high performance computing
  • Understand and be able to provide and Manage Reporting on Campaign Details, Results and Trending Comparisons
4

Skills For Analyst, Quantitative Modeling Resume

  • Successful track record of developing Algorithmic execution models in the Futures space
  • A Masters in Quantitative disciplines such as Economics, Statistics, Physics or Engineering
  • Proficiency with structured query language (SQL) programming
  • Deliver analytic insights and recommendations in presentations at various levels including executive audience
  • Understand and be able to provide Daily/Weekly/Monthly Application Reporting for Campaign Origination
  • Understand and be able to provide Weekly/Monthly Product/Offer/Campaign Reporting
5

Skills For Quantitative / Modeling Analyst Resume

  • Understand and be able to provide Monthly Champion/Challenger Strategy Performance Reporting
  • Understand and be able to provide Monthly Cross-Sell Offer Reporting
  • Knowledge of Regulatory Requirements (Dodd Frank, Volcker, Basel III etc.)
  • Learn S&P’s proprietary index calculation engines
  • Ph.D in Statistics, Mathematics or Quantitative Finance
6

Skills For Portfolio Manager, Quantitative Modeling Resume

  • Charted Financial Analyst (CFA)
  • Financial Risk Manager (FRM)
  • Ph.D in Statistics, Mathematics, or Quantitative Finance
  • Proficiency with SAS, R, SQL and Visual Basic Script within Microsoft Excel
  • Knowledge of Distributed Applications and XML Data
  • Familiarity with technology project life cycle and implementation
  • Defines detailed functional and
  • Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)
  • One to three years’ experience in quantitative credit risk modeling or model performance monitoring
7

Skills For Director, Quantitative Modeling Resume

  • Deep knowledge of drivers and predictors of default as well as knowledge of the banking sector in general, including emerging trends
  • Proficiency in Excel, including use of vlookup, pivot tables and graphs
  • Knowledgeable about relational databases and SQL programming
  • Familiar with Tableau or other business intelligence tool for visualizing data
  • Employs expert knowledge as a generalist or specialist of financial analysis and quantitative modeling practices, principles, applications and analysis methods
8

Skills For AVP, ALM Quantitative Modeling Resume

  • Knowledge of statistical modeling techniques
  • Understand and adhere to the organization’s values
  • Masters in economics, finance, mathematics / statistics, analytics or MBA
  • Deep knowledge of drivers and predictors of default, around commercial and retail credit products
  • Organize and manage a project in order to meet tight deadlines with high quality deliverables
  • Build statistical models in SAS, Python or similar software
  • Understand sophisticated statistical models, and explain / document them appropriately for an in-depth technical review
  • MBA or Master’s/PhD in science field, business, math or statistics
  • Understand and use statistical models in SAS, R, Matlab, Python etc
9

Skills For Quantitative Modeling Funds Transfer Pricing Resume

  • Understand sophisticated statistical models at a theoretical level, and explain / document them appropriately for an in-depth technical review
  • Knowledge about Monte Carlo simulations and NPV models
  • Familiarity with data analysis software (SAS, SAS EG, Cognos, Python)
  • Proficiency with Tableau or other data visualization software
  • Evaluate and process data independently with limited support
  • Perform descriptive, predictive, and prescriptive analysis leveraging a variety of statistical techniques (such as segmentation, logistic regression, sensitivity analysis, and machine learning)
  • Extract data and perform statistical analysis on different size of data using languages such as SAS, R, and SQL
  • Work with internal teams to establish monthly credit card and/or campaign tracking of pre-approved applications/booked accounts vs. ITA vs. NBV vs. portfolio for monthly Asset Quality meetings
  • Work with Risk Underwriting & Product Partners to provide adhoc research and reporting as needed
10

Skills For Quantitative Modeling Associate Resume

  • Provide application level reporting at customer, closed customer, household level while keeping credit risk components in check
  • Provide and Manage Reporting on Campaign Details, Results and Trending Comparisons
  • Work with Risk Underwriting & Product Partners to provide ad hoc research and reporting as needed
  • Provide/Review Periodic Application Reporting for Campaign Origination
  • Provide/Review Periodic Product/Offer/Campaign Reporting

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