Risk Quantitative Analyst Resume Sample
Tyson Anderson
28219 Cassandre Forest,
Philadelphia,
PA
+1 (555) 238 4389
Work Experience
Senior Market Risk Quantitative Analyst
03/2016
-
PRESENT
San Francisco, CA
- Enhance the existing Operational Risk EC estimation methodology to integrate the new external data in the calibration of the tail of the loss distribution
- Enhance the methodology used to integrate BEICF in the estimation of Operational Risk EC
- Streamline and execute the periodic recalibration of the Operational Risk EC model
- Support the development of a methodology to integrate the output of scenario analysis in the calibration of the OR loss distribution
- Support the development of a methodology to allocate Operational Risk EC to various levels of the organization, from line of business to transaction level, to support the estimation of Risk-Adjusted Return on Capital (RAROC) for various productsandlines of business
- Create and maintain a set of benchmarks to be used to re-assess the performance of the Operational Risk EC model
- Experience with Counterparty Credit Risk modeling, statistical analyses or stress testing & scenario analysis
- Research model developments to guarantee ongoing compliance with UK regulatory requirements
- Proficient ability to work as part of a team
Credit Risk Quantitative Analyst
09/2010
-
11/2015
Los Angeles, CA
- Undergraduate with a quantitative major (e.g., Engineering, Mathematics, Physics, Statistics)
- Graduate with a quantitative or Finance major
- Four to six years experience in quantitative analysis, development or validation of pricing models, trading, structuring, or risk management in a financial or academic institution
- Knowledge of rules to calculate risk weighted assets (RWA) for regulatory capital
- Work well in a team, collaborate across management ranks and functional skills
- Knowledge of an object oriented programming language, relational databases and structured query language (SQL), statistical analysis tools, and Microsoft Office
- Knowledge of risk and modeling of financial products in one or more asset classes (credit derivatives, equity, foreign exchange, interest rates, and securitized products in developing or emerging markets)
- Understanding of, and a keen interest in, developments in finance and banking
Counterparty Credit Risk Quantitative Analyst
06/2007
-
08/2010
Los Angeles, CA
- Four to eight years experience in quantitative analysis, development or validation of pricing models, trading, structuring, or risk management in a financial or academic institution
- Perform daily reconciliation processes to ensure all of the firm’s trading positions each day are included in our market risk system. When delays occur in the daily collection and transmission of our positions to our system, troubleshoot with our internal IT groups responsible for collecting and transmitting our positions to ensure that our system receives our positions in a timely manner
- Analyze daily market risk system output each day and make appropriate real-time changes within that system to more accurately portray the market risks of the firm’s trading positions. Requires interaction with trading, trading operations, and our vendor’s support team for our market risk system
- Monitor risk-based exposure limits and report exceptions within and across firm’s trading groups
- Review and analysis of quantitative models developed by GM
- Review of model changes
- Close collaboration with global Market Risk quant team
Education
Lawrence University
2002 - 2007
Master's Degree in Statistics
Professional Skills
- Strong Quant skills and aptitude – We expect candidates to have good understanding of Probability and Statistics / other quant concepts used in above areas
- Experience in commercial/wholesale banking credit risk modeling, including previous experience in data mining
- Strong experience/knowledge in at least some of the following areas (in quant space)
- Good technical skills – exposure to one or more of the below programming language/database
- Underlying data and rationale, as well as monitoring and validation of the underlying theories and
- Experience / expertise in problem solving/working collaboratively outside of a modeling environment would be beneficial
- Experience in risk modeling of one or more derivative and cash products (interest rate, FX, credit, equity, emerging markets, and securitized products)
How to write Risk Quantitative Analyst Resume
Risk Quantitative Analyst role is responsible for programming, software, database, design, languages, finance, credit, trading, coding, reporting.
To write great resume for risk quantitative analyst job, your resume must include:
- Your contact information
- Work experience
- Education
- Skill listing
Contact Information For Risk Quantitative Analyst Resume
The section contact information is important in your risk 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
- Telephone number
Work Experience in Your Risk Quantitative Analyst Resume
The section work experience is an essential part of your risk 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 risk 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 risk quantitative analyst position you're applying to.
The work experience section should be the detailed summary of your latest 3 or 4 positions.
Representative Risk Quantitative Analyst resume experience can include:
- Document all aspects of model risk validation process in a validation report
- Experience in financial risk modeling, econometrics, operations research, or related fields
- Develop strong relationships with managers and analysts in the businesses as well as with the other analytical functions within the bank
- Work with the independent model validation team internally to get models approved after development
- Documents models, defends methodological choices, and remediates identified technical issues for the purposes of independent model validation
- Understanding of compliance and implications of Basel, FDIC, OCC, FRB regulatory frameworks as well as U.S. and International accounting standards
Education on a Risk Quantitative Analyst Resume
Make sure to make education a priority on your risk 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 risk 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 Risk Quantitative Analyst Resume
When listing skills on your risk 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 risk quantitative analyst skills:
- Very good understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives)
- Solid understanding of VaR and time series modeling
- Demonstrated understanding of the statistical and theoretical issues in models used in banking
- Strong understanding of market-relevant measures of risk and, in particular, market and credit risk modeling
- Significant experience in modeling of assets
- Experience in modeling of consumer assets
List of Typical Skills For a Risk Quantitative Analyst Resume
1
Skills For Credit Risk Quantitative Analyst Resume
- Team management experience would be advantageous
- Quantifying the margin posting of Citi’s derivative hedges in response to rate and credit shocks
- Understanding of advanced analytics software such as SAS
- Pricing and valuation - Derivatives (across one or more asset classes)
- Programming and Algorithms: R, VBA / advanced Excel, Matlab etc
2
Skills For Market Risk Quantitative Analyst Resume
- Programming proficiency in one or more advanced statistical analysis tools
- Collaborate closely with Risk IT in improving the market risk measurement platform and in implementing model changes,
- Continually improving processes and learning
- Familiarity with regulatory guidance and upcoming regulations affecting models
- And valuation models, looking at correlations, concentrations, rating migrations, and risk contributions
- Draw data from source systems and maintain data sets using advance statistical/modeling tools. Work
- Support the Bank’s efforts on Credit Policy and Risk Appetite, including verifying the integrity of the
3
Skills For Counterparty Credit Risk Quantitative Analyst Resume
- AIRB - LGD, PD and CCF Modelling
- Credit Portfolio Modelling - Default and Migration Risk
- Risk Scenarios and Stress Testing
- Back-Testing and Monte-Carlo Methodologies
- Advance the methodologies and parameterization for measuring Value-at-Risk (VaR),
- Scenarios and Stress Testing
- Opportunity to participate in the development of AIRB models (Rating/PD, LGD, CCF)
- Contribute to analyses / responses demanded by internal and external parties (e.g. audit, regulators)
- Evaluate the effect of risk events on Citi’s capital, liquidity and leverage
4
Skills For Mortgage Risk Quantitative Analyst Resume
- Understand Citi’s credit risk management systems, data flow, data definition and data requirement for various trading products. Utilize this knowledge to perform various analyses to meet risk managers and business needs
- Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis
- Roles in Credit Analytics are technical and hence even managerial positions require candidates to be highly detail oriented and undertake hands-on tasks
- Regulatory framework and rules (e.g. BASEL, CRR, CCAR etc.)
- Computation of Risk Metrics (e.g. VaR, EPE, PFE, RWA, Greeks)
5
Skills For Model Risk Quantitative Analyst Resume
- A keen interest in regulation; and
- A keen interest in regulation and an ability to translate regulatory requirements into risk and valuation models inputs; and
- Research, develop and enhance risk methodology and maintain and update the risk methodology documentation used for all business areas within assigned area
- Provide complex risk related quantitative and analytical support to covered area, produce analysis and reports that identify to key stakeholders areas where risk positions are approach possible limits
- Identify, analyze and report on significant risk positions for the covered area, identify areas where
- If applicable review certain transactions and determine if transactions are within line of business risk appetite
6
Skills For Senior Market Risk Quantitative Analyst Resume
- If applicable recommend appropriate credit limits for certain roles, ie traders, or portfolios of wholesale customers
- Perform ad-hoc analysis in various aspects of risk measurements, stress tests, what-if analysis on the existing portfolios and during new product/transaction approval
- Define and perform stress tests to determine the circumstances under which the business portfolio could incur material losses, and
- Contribute in the development of the risk aggregation engines required by the new FRTB regulation,
- Contribute to analyses / responses demanded by internal and external parties (e.g. regulators, audit),
- Researching, developing, prototyping and implementing new modelling, calculation and reporting approaches in a continuous improvement cycle. This includes adjusting model parameters, dealing with performance issues, and scheduling a formal IT update cycle
- Knowledge of script programming languages (R, Python, VBA)
7
Skills For Senior Operational Risk Quantitative Analyst Resume
- Communicate modeling concepts and conclusions reached in a clear and concise manner especially to a non-quantitative audience
- Develop and support statistical/econometric credit risk models, including default prediction, recovery,
- Support them with on-going requests
- Analyze commercial lending portfolio trends in support of portfolio strategies and applications
- Work closely with the global AIRB team on methodology aspects and the roll out of models to additional geographies/jurisdictions
8
Skills For Risk Analytics Market Risk Quantitative Analyst Resume
- Master or PhD in Mathematics, Finance, Econometrics (or eq.)
- Knowledge of quantitative finance
- Synthesize complexity
- Driven to achieve excellence
- Initiative to innovate and propose solutions
9
Skills For Systemic Risk Quantitative Analyst, AVP Resume
- Collaborate with business line partners and risk managers to embed and socialize these models and
- With appropriate parties to resolve or remediate data quality issues
- Support the implementation activities around the developed models
- Prepare any ad-hoc risk quantification projects at the request of management
- Participate in peer review sessions and maintain awareness of new advances in credit risk modeling techniques to ensure the application of best practices to Citizens’ credit risk models. Assure quality and leading-edge nature of work by helping to solve problems faced by others
10
Skills For Corporate Model Risk-quantitative Analyst Model Validation Associate Resume
- Assists with designing, enhancing, and implementing a variety of mathematical, financial, statistical, econometric, machine learning, and artificially intelligent models
- Assists with designing appropriate tests to determine whether models work as designed and monitors existing models for adequate performance
- Works collaboratively with other quantitative analysts with a diverse technical background to share knowledge and implement the most appropriate analytical solution
- Collaborates with credit portfolio managers, Risk Management, Finance, Treasury and lines of businesses to identify risks and opportunities in the portfolio, making recommendations on new origination and risk mitigation strategies
- Client Credit Risk
- Issuer Credit Risk
- Work is complete
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