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February 28, 2008
Quantitative Analytics Officer
Quantitative Analytics Officer
Auburn Hills, MI
Up to $85K
This position reports to the manager of the Quantitative Methods & Model Management group, within Credit Risk Management. Primary responsibilities for this position include the following.
• Conduct analysis of financial, demographic, behavioral, and economic and market data. Obtain information from various business lines and data analysts, link information from disparate sources, analyze the information, and communicate the finding back to the credit officers and business leaders.
• Participate in the development, monitoring, validation (benchmarking, backtesting and all other Basel II requirements) and calibration of commercial risk models.
• Provides support for commercial risk rating tool deployment and usage, including testing and training.
• Maintain an awareness of evolving regulatory guidelines (Federal and Basel).
• Excellent verbal, written, presentation, organization, and negotiation skills.
• Ability to query databases, conceptualize credit and lending issues using risk management theory, and use empirical estimation to arrive at conclusions
• Ability to provide independent input and consultative support throughout the credit underwriting process and the entire life of the loan.
• Ability to apply technical skills to solve business process problems
Qualifications
Bachelor's degree in Quantitative Finance, Econometrics, Statistics, Operations Research
3 years experience in quantitative analysis in the financial services industry with an emphasis in the area of credit risk management, preferably in commercial portfolios
5 years experience with SAS and other modeling or statistical software
Mary Parker
Managing Partner, Analytics
773-205-6308
mparker@agenthr.com
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