Pacific Western Bank

Position ID: 2392-SRQUANT [#15241, SENIO03556]
Position Title: Senior Quantitative Modeler (Brea, CA)
Position Type: Other
Position Location: Brea, California 92831, United States [map]
Application Deadline: none (posted 2019/11/18)
Position Description:    

The Sr. Quantitative Modeler position works within the Financial Planning & Analysis (FP&A) Quantitative Analytics team and will develop quantitative/statistics models used for Current Expected Credit Loss (CECL) and stress testing purposes.

 RESPONSIBILITIES:    

  • Obtain and conduct data analysis required for stress testing model development
  • Developing and executing 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 enhancements
  • Assist others with conducting business research by gathering data, identifying options, and creating non-routine reports with detailed analyses
  • Perform additional duties as required 

POSITION REQUIREMENTS: 

  • This position requires a minimum of Master’s degree in Mathematics, Statistics, Economics, Operations Research, or related field
  • Minimum 2 years of experience in the job offered or as a Predictive Analyst, or in related position. Experience must include:
    • 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, PowerPoint)
    • Handle and perform large scale data manipulation using R and SAS
    • Statistical modeling techniques such as linear regression, generalized linear regression, logistic regression, time series, decision trees, cluster analysis
    • Working in cross functional teams


 

 


Application Materials Required:
Those requested in the position description.

Further Info:
https://recruiting.ultipro.com/PAC1009/JobBoard/37e95049-80e2-145c-b48c-f826b780e4d6/OpportunityDetail?opportunityId=beb17518-1164-4f4b-b333-ff2943c50f08
 
130 S. State College Blvd.
Brea, CA 92831

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