JOE Listings (Job Openings for Economists)

February 1, 2016 - July 31, 2016

Citizens Bank

This listing is inactive.
Quantitative Analyst

JOE ID Number: 2016-01_111455188
Date Posted: 02/19/2016
Date Inactive: 07/31/2016
Position Title/Short Description
Title: Quantitative Analyst
Section: Full-Time Nonacademic
Location: Boston, Massachusetts, UNITED STATES
JEL Classification: 00 -- Default: Any Field
Banking Quantitative Analyst
Full Text of JOE Listing:

Participate in development and execution of credit Economic Capital methodologies and Stress testing models for the Bank’s lending portfolio. Support the development of sector/industry risk assessment methodologies and quantitative measurement techniques for credit risk exposures and structured products.

• 5 years of experience in financial industry
• Strong understanding of commercial banking and lending products
• Prior experience in loss forecasting both in retail and wholesale portfolios
• Background and knowledge of the Basel rules and regulations
• Understanding of compliance and implications of Basel, FDIC, Federal Reserve regulatory frameworks as well as U.S. and International accounting standards
• Strong knowledge of statistical software packages; previous experience in data mining, demonstrated experience / expertise in problem solving
• Extensive understanding of relational databases and ability to effectively utilize statistical software – SAS, Stata, and R
• Required: Bachelor’s Degree in Economics, Finance, Mathematics and Statistics
• Masters degree preferred.

Application Requirements:
  • External Application Link