Modeler

Confidential Anaheim, CA Full-time Information Services / Technology (IT)

Posted on May 19, 2019

Senior Quantitative Modeler sought by Pacific Western Bank, in Brea, CA. 40 hrs/wk. Duties: Works within the Financial Planning & Analysis Quantitative Analytics team and will develop quantitative /statistics models used for Current Expected Credit Loss (CECL) and stress testing purposes. Obtain and conduct data analysis required for stress testing model development; Develop and execute primary and benchmark models for credit risk and PPNR; Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility); Perform routine analysis for model performance monitoring and model review, maintaining current model inventory for validation and audit compliance; Deliver comprehensive model documentation (e.g., model development documents, model approval packages, technical review documents); Utilize quantitative skills to analyze and summarize data, formulate findings, and provide recommendations; Research and recommend enhancement; Assist others with conducting business research by gathering data, identifying options, and creating non-routine reports with detailed analyses. Min. Requirements: Master's degree in Mathematics, Statistics, Economics, Operations Research, or a related field, plus 2 years of experience in the job offered or as a Predictive Analyst, or in related position. SPECIFIC SKILLS OR OTHER REQUIREMENTS: Must have two years experience with programming in a statistical software package such as R, SAS or Python; Querying data from a data warehouse with relational database using SAS/SQL; General use of Microsoft Office applications (Excel, Word, Power-Point); Handle and perform large scale data manipulation using R or SAS; Statistical modeling techniques such as linear regression, generalized linear regression, logistic regression, time series, decision trees, cluster analysis; Working in cross-functional teams. Please reply with resume to: Shirley Delgado, 5404 Wisconsin Avenue, Second Floor, Chevy Chase, MD 20815.