CCAR Quant Auditor::::New York, NY

Hi,

 

This is Girish, - Recruitment and Resources from SancroSoft USA Inc.

We have an urgent requirement as follows:

Please respond with resumes in MS-Word Format with the following details to Girish@sancrosoftusa.com

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CCAR Quant Auditor

 

Location: New York, NY

Duration: 5+ Months

Rate: Market

 

The Finance Transformation Consulting team is seeking to hire a CCAR Quant Auditor to temporarily join their team and assist with the following functions:

• Support efforts in model validation, model audit and model documentation of statistical and financial models
• Pre Provisional Net Revenue and Balance Sheet AND/ OR Trading/ Pricing models
• Performing stress testing, back testing, sensitivity analysis, scenario analysis, etc.
• Assist in preparation and evaluation of regulatory document submissions
• Audit and Closure Verification of model critiques/ improvements and agreed enhancements
• Effectively discuss model weaknesses with Management, draft recommendations and qualifications for enhancements
• Identify, document and present all model weaknesses for discussion with audit Management facilitating the development of comments for inclusion in audit Report
• Build rapport with Management by demonstrating professionalism in the execution of assigned tasks

 

Qualifications:

• Graduate or post-graduate degree in a quantitative field including Statistics, Econometrics, Economics, Engineering, Mathematics or related field or equivalent experience.
• 6+ years of experience in quantitative roles in Financial Services industry
• 6+ years of statistical analysis and modeling using statistical software using SAS
• 6+  years of financial services industry experience (capital markets knowledge preferred)
• Knowledge of capital markets and associated risk factors
• Working knowledge of current regulatory landscape (i.e., CCAR, Basel)
• Proven experience in developing, validating, and maintaining stress testing / forecasting models for various financial scenarios that incorporate economic and market factors
• Excellent problem solving analytical skills, detail-orientation, independent thinking, and organizational skills

 

• Strong verbal and written communication skills and strong interpersonal skills with the ability to articulate assumptions, methods, and results to peers and management
• Strong SAS skills, experience with R and MATLAB a big plus
• Programming skills in VBA, C/C++, C#, VB, Java, Python SQL etc.
• Hands-on experience with econometric modeling techniques (regression, time-series, volatility, Monte Carlo, and multivariate models) and statistical modeling.
• Solid experience in statistical techniques such as regression analysis, logistic regression

 

 

Regards,

Sai Girish

 

Cell: 916-671-5591| girish@sancrosoftusa.com | www.sancrosoft.com

 

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Corporate Head Office: SancroSoft USA Inc

#4944, Sunrise Blvd. Fair Oaks CA - 95628. USA

 

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