14 days old
2017-11-092017-12-07

Statistical Analyst

Weehawken, NJ 07086
  • Job Code
    586986
  • Payrate
    $45 To $55

Responsibilities



  • Work with Risk Analytics/Quant modeling, Risk IT teams in delivering various analytical projects
  • Liaise with the various business units and support departments to determine priorities and agree scope
  • Work with risk analytics teams to design, test and implement scenario generation and expansion models for bank wide stress testing, based on leading industry practices
  • Responsible for the coordination, review, challenge and delivery of scenario analysis and stress testing results from a RWA, Capital Ratios and business implication perspective
  • Manage cross-functional (e.g. Finance, Treasury, Risk etc.) inputs required from subject matter experts across the Bank to design a coherent stress testing framework
  • Help in designing the Stress Testing functional architecture to cover Regulatory & Internal Stress Testing
  • Coordinate with other business analysts and support them with their queries on requirements in implementation.
  • Advise clients on enhancing infrastructure, process and procedures around enterprise wide stress testing
  • Identify & remediate data/methodology gaps for enterprise wide stress testing scenario generation & enrichment
  • Document business and functional requirements, including data flow, business rules, and use cases/ stories



  • Make presentations to client stakeholders and internal management


Required Background/Skills



  • 1-3 years' experience as a Stress testing SME, Quant Analyst with experience in Scenario Design
  • PhD or Post-Graduate Degree in Statistics/Econometrics/Mathematics/ Economics/ other quantitative disciplines would be preferred
  • Exposure to JIRA tools to create a productive, high quality development environment
  • Understanding of econometrics approaches related to stress testing and forecasting
  • Understanding of broad stress testing risk regulations for CCAR, PRA, EBA & others
  • Deep understanding of databases, reporting along-with broad knowledge of programming languages - Java, R, Matlab, Python, VBA, STATA, SQL
  • Excellent interpersonal, communication and presentation skills
  • Certifications such as CQF, FRM and CFA will be a plus

Categories

  • Information Technology

Randstad utilizes a technology-driven focus with a human touch to provide better staffing and business solutions to organizations around the world. Our team of experts match professionals with available career opportunities in a variety of fields.

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Statistical Analyst

Randstad Technologies
Weehawken, NJ 07086

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Statistical Analyst

Randstad Technologies
Weehawken, NJ
US

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