Related skills
r sql power bi arch/garch copulas📋 Description
- Develop and document stress testing models per DFAST/Basel III.
- Build, document, and maintain tools measuring earnings and capital risk (PD/LGD/EAD).
- Evaluate and enhance models for regulatory compliance and accuracy.
- Serve as SME in risk quantification; collaborate with partners, risk teams, regulators.
- Prepare data, model insights, and documentation for regulators, auditors, consultants.
- Communicate model results to management and translate data into BI; ensure compliance.
🎯 Requirements
- Bachelor’s degree required; Master’s preferred.
- 4+ years SQL, R, and Power BI experience.
- 2+ years Banking/Capital Markets modeling (DFAST/CCAR) or consulting.
- 2+ years financial and business analysis experience.
- Equivalent combination of education/experience accepted.
- Travel: 0%; strong collaboration and interpersonal skills.
🎁 Benefits
- Targeted starting salary: $88,657–$104,303.
- Annual incentive potential.
- Comprehensive medical, dental, vision, LTD, STD, and life benefits.
- Paid vacation, sick time, and 11 holidays.
- 401(k) with up to 4% match.
- Tuition reimbursement.
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