Ищу quant/физтех в наш банк, с английским, San Fran, CA

[sannichka]

Посылайте резюме мне на имэйл: sannichka@yahoo.com
с заголовком resume_421585_<ваше имя>

Job Summary:
Reporting to the Manager of the Parameter Estimation/LGD/Credit Data team for Commercial Credit, this position will be responsible for managing historical and current portfolio data and creating reports in support of the bank's wholesale parameter quantification and Loss Given Default (LGD) model. This job is focused on providing analytical support for ongoing model maintenance and refinement, as well as historical data collection required for the validation and back-testing of wholesale risk parameters. It requires working closely with other team members.

This position does not have any management or supervisory responsibilities.

Major Responsibilities:
50% - Analytical and research support for ongoing parameter estimation/quantification and LGD Scorecard
Assist in the research, design, development, maintenance and validation of wholesale credit risk parameters estimation models to calculate / quantify Basel II compliant Probably of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) factors using SAS and other programming tools
Assist in the ongoing LGD model refinement. This will involve performing statistical analysis, e.g. assisting in the re-calibration of the model

25% - Historical default data collection and reconciliation
Research and validate that the Basel II definition of default is consistently applied for all parameter estimation related databases
Gather, validate, and organize all historical data for the bank's wholesale portfolios in a local data environment. This will include collecting risk driver information manually from credit files and various sources
Work closely with the relevant support units within the bank to ensure that the cash-flows related to defaulted exposures are fully researched and reconciled

25% - Creating reports in support of the LGD model performance assessment, maintenance and model refinement
Generate data extracts and reports for use in statistical analysis.
Provide thorough, audit quality, documentation of projects and processes.

Additional Information:
Proficiency in Excel/MS Office, MS Access, and statistical software, such as SAS required. Additional programming languages and experience, e.g. SQL, Java would be considered beneficial.
Strong ability to manage and maintain data integrity and ensure confidence in data and results
Strong skills in quantitative methods, financial analysis, and computer technology, which include statistical analysis, and computer modeling, are necessary.
Familiarity and experience with database design strategies and packages.
Strong interpersonal skills, ability to communicate clearly and to work in a team environment
Flexibility and ability to perform under tight deadlines
Apply strong risk knowledge to solve problems independently, without relying on daily supervision
Requires a Bachelor's degree or higher in statistics/finance/quantitative field, and sound understanding of quantitative and statistical methods plus at least 2 years of related experience in the financial services industry.
Accounting and credit analysis skills beneficial.
Prior Basel II and credit risk experience a significant plus

[floyd]

Привет!
А H1B делаете?

[sannichka]

да