Quantitative Finance Analyst Resume Sample
Edd Klein
395 Deondre Loaf,
Phoenix,
AZ
+1 (555) 113 3038
Work Experience
VP, Quantitative Finance Analyst
04/2018
-
PRESENT
Boston, MA
- Experience building credit risk models (retail business)
- Understanding of financial services and products, analytic experiences in AML
- Develop prototypes for full revaluation stress testing
- Enhancements and BAU support of full revaluation architecture
- Aid in development of scenario design tools
- Quantitative strat support to the head of market risk and portfolio analysis team
- Delivering operational excellence by ensuring critical process controls and data validation activities are performed as data are consumed by the capital calculators during the monthly production cycle, ensuring that DQ scripts and measurement processes remain timely and relevant, and ensuring ad hoc requests and data incidents are researched, documented, and resolved
- Analyzing and quantifying data issues within established SLA timelines and recommending Defect or Enhancement classification to the Monthly Research Prioritization Governance meeting and collaborating with upstream business and technology partners, prioritizing needs, and influencing actions to resolve identified data defects and delivering enhancements in a timely fashion
- Acting as a representative for the work steam on all project initiatives developing requirements, testing strategies, identifying potential risks, impacts and ultimately defining the key success factors
Quantitative Finance Analyst
08/2015
-
11/2017
Detroit, MI
- Support of the counterparty credit risk platform, including investigation and resolution of model-related system issues and practical quantitative support to model users
- Periodically lead the team’s efforts for selected audits in Global Markets. In addition to producingone’s own written work products, this involves directing the efforts of the team and reading, commenting on, and revising team members’ contributions
- Providing SQL, SAS or R programming support and pro forma results analysis during the development and enhancement of capital models
- Collaborating with ECM Technology teams in analyzing present-state, developing alternative future-state approaches, design of systems and processes, managing change and facilitating implementation
- Providing project charters, business requirements documents, test planning, design input and reviews, implementation approval documentation, and coordination with production release managementQualifications
- Providing SQL, Python, SAS and R programming support and pro forma results analysis during the development and enhancement of capital models
- Assist in implementation and maintenance of a (GL) reconciliation program
VP, Quantitative Finance Analyst
09/2011
-
05/2015
Los Angeles, CA
- Align exposure data used by ECR with comparable GL balances with associated variances identified and explained
- Bring transparency to material variances so that capital modeling considerations can be fully vetted
- Manage the prioritization and remediation of reconciliation variances
- Support capital modeling partners with modeling data set sourcing and analysis
- Collaborate with ECM Technology teams in analyzing present-state, developing alternative future-state approaches, design of systems and processes, managing change and facilitating implementation
- Create test plans and test scripts and perform UserAcceptance Testing
- Present data performance analysis, research findings, status, progress and results.Qualifications
- In depth understanding of financial mathematics including stochastic differential equations, probability theory, interest rates and credit risk modelling
Education
Brown University
2005 - 2010
Master's Degree in Statistics
Professional Skills
- Experience in data analysis, with strong research and analytical skills
- Strong verbal communication skills for setting expectations and influencing teams to deliver
- Strong mathematical skills, including statistics, calculus and linear algebra
- Excellent quantitative / analytic skills
- Good finance or risk background with excellent quantitative skills and expert knowledge of stochastic calculus
- Strong technical skills in database and statistical packages: Python, R, SAS, SQL, Excel, VBA
- Strong communication (both written and verbal) and collaboration skills
How to write Quantitative Finance Analyst Resume
Quantitative Finance Analyst role is responsible for programming, technical, quantitative, finance, database, analysis, reporting, research, modeling, messaging.
To write great resume for quantitative finance analyst job, your resume must include:
- Your contact information
- Work experience
- Education
- Skill listing
Contact Information For Quantitative Finance Analyst Resume
The section contact information is important in your quantitative finance analyst resume. The recruiter has to be able to contact you ASAP if they like to offer you the job. This is why you need to provide your:
- First and last name
- Telephone number
Work Experience in Your Quantitative Finance Analyst Resume
The section work experience is an essential part of your quantitative finance analyst resume. It’s the one thing the recruiter really cares about and pays the most attention to.
This section, however, is not just a list of your previous quantitative finance analyst responsibilities. It's meant to present you as a wholesome candidate by showcasing your relevant accomplishments and should be tailored specifically to the particular quantitative finance analyst position you're applying to.
The work experience section should be the detailed summary of your latest 3 or 4 positions.
Representative Quantitative Finance Analyst resume experience can include:
- Technical skills: Statistics, Probability Theory, Econometrics, Financial Mathematics
- Excellent experience of developing and testing models in C++/Python
- Solid quantitative modeling experience
- Solid quantitiative background and the financial industry experience, preferrably in the areas of counterparty credit risk, XVA, or derivatives
- Computer skills (Microsoft Excel, VBA macros, SQL, SAS, R...)
- Robust computer skills (Office, VBA, Bloomberg, SQL)
Education on a Quantitative Finance Analyst Resume
Make sure to make education a priority on your quantitative finance analyst resume. If you’ve been working for a few years and have a few solid positions to show, put your education after your quantitative finance analyst experience. For example, if you have a Ph.D in Neuroscience and a Master's in the same sphere, just list your Ph.D. Besides the doctorate, Master’s degrees go next, followed by Bachelor’s and finally, Associate’s degree.
Additional details to include:
- School you graduated from
- Major/ minor
- Year of graduation
- Location of school
These are the four additional pieces of information you should mention when listing your education on your resume.
Professional Skills in Quantitative Finance Analyst Resume
When listing skills on your quantitative finance analyst resume, remember always to be honest about your level of ability. Include the Skills section after experience.
Present the most important skills in your resume, there's a list of typical quantitative finance analyst skills:
- Excellent written communication skills with ability to target messaging to diverse audiences
- Strong and clear communication and writing skills are required
- Strong ability to effectively communicate quantitative topics and concepts
- Have strong quantitative/analytic skills, influence strategic direction, and develop tactical plans
- Prior experience with preparation of testing and issue trending results, and communicate findings and recommendations to test lead
- Proven experience with SAS, SQL and R
List of Typical Experience For a Quantitative Finance Analyst Resume
1
Experience For Quantitative Finance Analyst C++ Developer Resume
- Use PCA and other statistical techniques to identify the risk factors for the bank’s portfolio: macro factors which drive the entire economy as well as independent common unobservable factors
- 5y work experience is required in quantitative modeling and/or validation in one of the following areas XVA/IM/CCR/IMM or Value at Risk models
- Strong aptitude for independent critical thinking, including a healthy skepticism and intellectual curiosity
- Experience building credit risk models (retail business)
- Solid knowledge of linear regression and time series regression model
- Collect artifacts for validation of program components
- Prepare documentation to demonstrate execution of the program
- Perform thorough testing of models, including implementation verification, performance testing, stress testing and alternative assumptions testing
- Development and implementation of testing plans and testing code in order to challenge models through empirical analyses and to verify model implementation
2
Experience For VP, Quantitative Finance Analyst Resume
- Continuous monitoring of risks in global markets, Corporate treasury and CIG portfolios
- Member of the VaR backtesting team based in Charlotte or Chicago
- Critically review the underlying theory, assumptions, limitations, implementation and performance of the models
- PhD in a quantitative field such as mathematics, physics, engineering or operations research
- Support design, development, testing and implementation of new models, internal or third party
- Support investment and wealth management modeling use across GWIM
- Roll out new oversight procedures covering model development, technical implementation, data management and model execution
- Assist in developing targeted communication to stakeholders
3
Experience For VP, Quantitative Finance Analyst, Global Risk Resume
- Liaise with partners in Market Risk and EST to ensure common understanding of tasks, deliverables, and timelines for regulatory routines and ad hoc requests
- Perform analysis of portfolio stress results based on the portfolio composition and underlying shocks, as well as trend analysis
- Collaborate with front-office and risk partners on risk reducing actions, as needed
- Coordinate with technology partners on projects to improve the stress testing technology platform
- Broad knowledge of financial products, including derivatives
4
Experience For Quantitative Finance Analyst Resume
- Knowledge of CCAR/DFAST and/or international (EBA/ECB) regulatory stress testing frameworks
- Knowledge in PD/LGD/EAD modeling framework for credit related products
- Analyze portfolio data to identify trends and/or emerging risks
- Masters or PhD in quantitative fields such as computational finance, mathematics, statistics or equivalent
- Supporting the daily process around backtesting setup and maintenance, execution and exception analysis liaising with Middle Office, Finance, Enterprise Capital Management and Market Risk Management
- Responsible for performing in-depth analysis on the bank’s counterparty exposure risk model and is engaged in the development of model performance monitor tool
- Provides analytical support on various model testing and monitoring initiatives. Produces model performance reports for senior management
- Participates in or develops model monitoring and test tools to extract data and use databases to provide statistical and model performance analysis
- Play a key role in the investigation process around defects, exceptions, including validation of inputs, exposure and alpha analysis, and documentation of clear and concise explains
5
Experience For Quantitative Finance Analyst C++ Developer Resume
- Assist in the production of reporting packages and analysis for senior management, governing committees and regulatory bodies. This includes generation and maintenance of reporting that supports model governance and control routines
- Reviewing and testing models primarily used by the Global Rates and G10 line of business. This includes interest rate, FX and inflation models for both vanilla and exotic products
- Identify and assess the appropriateness of the models’ key underlying assumptions and limitations. Review the underlying model theory, derivation and implementation
- Independent re-implementation of front office models for bench-marking and validation
- Knowledge and understanding of market risk regulatory capital framework
6
Experience For VP, Quantitative Finance Analyst Resume
- Development of swaps etrading an intraday risk platforms
- Knowledge of financial market and products
- Development of new financial models and tools for the linear rates derivatives desks
- Development and support of intraday risk system
- Integration of financial models into Firm systems
- Overall support of rates analytics at the Firm
7
Experience For VP, Quantitative Finance Analyst, Global Risk Resume
- Support model development for supervision and investment management purposes across GWIM
- Analyze model requirements as needs of business partners evolve
- Review, edit and draft technical model documentation across the model inventory
- Design, implementation, execute and report results of model testing as appropriate across the model inventory, both as part of on-going monitoring and model validation
- Understand both upstream and downstream model dependencies across the inventory to identify and resolve model related risks
8
Experience For Quantitative Finance Analyst Resume
- Ensure full compliance with all regulatory requirements pertaining to the loan servicing and model development, communicating the group’s commitment to compliance by continually expressing that message to all relevant parties within the assigned area of responsibility
- Execute existing strategic controls initiatives and support the evolution of the GRA quantitative controls framework
- Identify key risk and performance indicators
- Improve oversight and management information systems
- Support and oversee the model development lifecycle, including management of the model inventory, ownership and retirement processes, periodic attestations and peer review processes
9
Experience For Quantitative Finance Analyst C++ Developer Resume
- Seek opportunities to automate and simplify the quantitative controls framework, standardize management reporting and support alignment across sub-groups and central teams
- Understand the wider control environment and second and third lines of defense to improve overall efficiency, adhere to best practices and remove process duplication
- Provide business coverage and continuity of GRA’s quantitative control framework
- Conduct assessments of adherence to defined criteria
- Track remediation performed by model developers
- Interact with Balance Sheet and Capital Management, Corporate Operational Risk, Model Risk Management, and Corporate Audit as required
- Perform individual counterparty analysis by scenario or particular trade type analysis, as required
10
Experience For VP, Quantitative Finance Analyst Resume
- Develop a broad understanding of the portfolio and review stress results to identify areas of excessive risk in the portfolio; make recommendations for risk mitigation strategies to the stress testing manager and portfolio management executive
- Perform regional-based sensitivity analysis on the portfolio and coordinate portfolio review process across the team
- Knowledge of Macro Economics and financial risk management principles
- Knowledge of complex derivatives
- Sense of focus and rigor in the completion of deliverables
List of Typical Skills For a Quantitative Finance Analyst Resume
1
Skills For Quantitative Finance Analyst C++ Developer Resume
- Hands-on quantitative modelling or validation experience in capital models or related area
- Develop project management deliverables and effectively coordinate project delivery between business and technology teams
- Highly organized with the ability to effectively multi-task and manage deliverables
- Proficiency in these computer skills ( Python, SQL, Excel and VBA)
- Experience in quantitative roles in investment management, risk management, model validation, wealth management or related
- Satisfactory written and oral communication skills
2
Skills For VP, Quantitative Finance Analyst Resume
- Work experience within banking sector in terms of maintaining & developing loss forecasting and capital models and handling large data sets
- Strong knowledge of machine learning and data science - supervised/unsupervised learning algorithms, and feature engineering techniques
- Work with key stakeholders, particularly Model Risk Management, in focusing validation efforts at reducing model risk and complying with bank requirements
- Experience working in developing quantitative models
- Provide quantitative modeling consultation to other audit teams and engage with business partners in ensuring effective model risk management across the bank.
3
Skills For VP, Quantitative Finance Analyst, Global Risk Resume
- Experience with technical or quantitative projects
- Experience in financial markets
- Work experience in Market Risk or Market Risk Analytics
- Experience in financial markets is required
- Excellent knowledge of derivative products with approximately
- Experience with AML scenarios, typologies, and processes
- Experience with SQL, Python, SAS, R software
- Results oriented with demonstrated ability to drive action and sustain momentum
- Professional experience writing maintainable and efficient C++
4
Skills For Quantitative Finance Analyst Resume
- Good knowledge of MS Office, including Excel and PowerPoint
- Experience in communicating technical concepts to senior risk management and business leadership
- Experience leading technical or quantitative projects
- Experience & proficiency with statistical software packages such as R, or programming languages such as Python
- Several years’ experience in financial markets
- Solid knowledge of linear regression, time series model and logistic regression
- Work experience in a related field (Counterparty Credit Risk, Middle Office Risk, Front Office Market Risk, etc.)
- Experience with cross-sectional and time-series econometrics
5
Skills For Quantitative Finance Analyst C++ Developer Resume
- Experience in data integration
- Work closely with other program validation teams to implement best practices
- Experience in financial markets
- Prepare model validation reports and other technical documents
- Preparation of developmental evidence and document to support internal and external inquiries
- Quantitative modeling experience or related areas
- Review and validate AML and other compliance models/scenarios
6
Skills For VP, Quantitative Finance Analyst Resume
- Work experience at another financial services firm in the area of quantitative research/development
- Good knowledge of financial, mathematical and statistical theory and practice
- Experiences with a statistical analysis packages such as SAS or R
- Interact with model validation and implementation teams
- Experience
- Data quality & validation
- Performing programming in SAS or R, with a special focus on time series modeling to support running econometric models
- Maintaining ongoing monitoring requirements for selected models
- Working knowledge of Counterparty Credit Risk (Model, risk mitigation, exposure modeling, etc)
7
Skills For VP, Quantitative Finance Analyst, Global Risk Resume
- Writing of technical reports for distribution and presentation to model developers, senior management, and audit and banking regulators
- Presenting modelling approaches and results to key stakeholders
- Working knowledge of Bank of America’s Teradata environment or Netezza
- Working knowledge of bank accounting and Bank of America’s general ledger system
- Working knowledge of Bank of Americas data portals and systems of record
- Working knowledge of Python, SAS, Tableau, and UNIX
- Understanding of capital regulations and how these apply to Market Risk
- Developing scripts/code to automate data reports
8
Skills For Quantitative Finance Analyst Resume
- Work with model stakeholders on defining model enhancements/changes, performing testing and impact analysis, and conduct ongoing review and analysis
- In depth understanding of financial mathematics including stochastic differential equations, probability theory, interest rates and credit risk modeling
- In depth understanding of financial mathematics including stochastic calculus and probability theory, as well as derivative pricing and risk models
- Review and critical assessment of ongoing model monitoring activities
- Produce analysis on fixed income forwards and repo/sec lending stress results for each EST cycle ensuring accuracy and completeness of stress outputs
- M aintain a sub-portfolio of model inventory and perform annual model reviews, on-going monitoring reviews, Required Actions Items closure
- Provide analytical and technical support in enhancing existing quantitative tools
9
Skills For Quantitative Finance Analyst C++ Developer Resume
- Develop analytical solutions by asking the right questions and finding the right answer
- Tactical support of risk and pricing activities on the rates trading desks
- Independently conducting quantitative analytics, and design and execute complex modeling projects
- Complete MRM Required Action Items assigned by Model Risk Management typically involving enhancements to submitted model documentation and testing
- Hands-on data and business analysis. Ability to research problems, determine root causes and propose information systems and programming solutions
10
Skills For VP, Quantitative Finance Analyst Resume
- Leadership, project management, and effective liaison between business (especially modeling) and technology teams. Advanced ability to analyze, distill, decompose and summarize large volumes of quantitative information into concise, visual summaries of results and change impacts
- Working knowledge of Bank of America’s GL environments and intermediate or better skills using In$ight, eLedger mapping tools, eLedger BEx and EPM reporting tools
- One or more years of quantitative financial experience in model development or model validation for one of the asset classes (Equities, Mortgages, Rates/Currencies)
- Relevant previous experience in a global markets environment – either trading, or risk management or quantitative analytics or corporate audit
- Knowledge of Bank’s internal systems including ECRIS and eLedger
- Data sourcing & enrichments
- Develop business requirements documents, test plans, cases, and scripts, execute tests, and manage defect and status reporting
- Provide clear oral and written communications to a variety of business and technical audiences including senior management and junior associates
- The role requires a flexible approach that can deal with problems that require pragmatic solutions and innovative thinking
List of Typical Responsibilities For a Quantitative Finance Analyst Resume
1
Responsibilities For Quantitative Finance Analyst C++ Developer Resume
- Ph.D. in a Quantitative field
- Translate complex business problems into discrete quantifiable components
- Master’s or PhD in quantitative fields such as computational finance, mathematics, statistics or equivalent
- Knowledge of model performance measures
- Knowledge of software development concepts is desirable
- Develop clear and concise technical documentation
- Use advanced data visualization tools (ex. Tableau) to generate actionable insights and communicate those insights to business partners with and without a quantitative background
2
Responsibilities For VP, Quantitative Finance Analyst Resume
- Familiarity with SAS, R, Python, and SQL
- Access data from Teradata, Netezza, SQL Server, Oracle, or Hadoop and perform independent research into data problems, analyzing the data, determining root cause, and proposing solutions
- Profile large datasets for analysis or testing efforts, with multiple/multi-type table joins, multiple keys, and nested queries
- Use advanced Excel functions such as pivot tables, lookups, and macros
- Reconcile work stream data to the General Ledger and other golden sources
3
Responsibilities For VP, Quantitative Finance Analyst, Global Risk Resume
- Review, critical assessment and challenge of models on conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance, implementation and documentation
- A good understanding of the key risk drivers at product, business and firm-wide levels is required. The ability to communicate to Line of Business Risk Managers potential risks is required
- Ensure the completeness, validity, and accuracy of market data on a daily basis. Work with business data users to define the use of data within various risk systems
- Work closely with technology to ensure the timely and accurate data processing on weekly schedule. Implement effective market data controls of our data processes and systems. Participate in user acceptance testing of data control processes
- Excellent knowledge of derivative products with approximately 2+ years’ experience with expertise in at least one asset class (FX, credit, rates, or equity)
- Quantitative experience is required
4
Responsibilities For Quantitative Finance Analyst Resume
- Post-graduate qualification, MS or PhD level, in Statistics, Applied Mathematics or Econometrics
- Preliminary exit strategy
- CPA or CFA a plu
- Pro-active behavior with capacity to seize initiative
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