Quantitative Manager Resume Sample
Leif Dach
55315 Shields Ford,
Boston,
MA
+1 (555) 312 7794
Work Experience
Quantitative Manager
03/2017
-
PRESENT
Dallas, TX
- Chartered Financial Analyst (CFA), Financial Risk Manager (FRM) designation
- Creating a model which capture all risks across CS businesses
- Reviewing the implementation of the model in IT systems
- Make proposals and generate ideas for design and code changes required for implementation of new requirements
- Develop successful partnerships with counterparties in enterprise / credit / market / operational risk in terms of requirements explanation and validation (e.g. understanding of the models, their scope and any model assumptions and/or limitations)
- Develop forecast models which can accurately predict losses in near term as well long term
- Help in articulating Credit forecasting approach and results, through written and verbal communications, to senior executives, regulators and auditors
- Implement a forecasting schedule and communication plan to meet relevant deadlines such as for collections production, strategic planning, annual budget & financial reporting
Manager, Quantitative Analysis
05/2010
-
01/2017
New York, NY
- Communication - main point of contact for communicating effectively to Risk Business Managers and other risk regulatory requirements, questions and concerns related to all models and scorecards
- Helping to define the analytical and risk management’s needs for adequately monitoring risks
- Develop and implement validation strategies for statistical and other quantitative models to support loss forecasting, Basel and economic capital calculations, and other business applications
- Assess model quality through review, replication, and the development of alternatives
- Communicate technical subject matter clearly and concisely to individuals from various backgrounds both verbally and through written communication via model validation reports and presentations
- Develop quantitative modeling competencies of other team members
- Manage PM’s establishment of project plan, working closely with business partners, including technology, Finance, Product, Operations and Cross-Business teams formalize project team, define deliverables, milestones and dates
- Meet with, and make presentations to, Bank and Bank Holding Company regulators, as requested. Provide credible, well-documented evidence supporting validity of models for intended use. Support regulatory examinations and requests
- Contributing to model validation projects, in a leadership and/or analytic capacity
Quantitative Credit Risk Manager
03/2006
-
02/2010
Boston, MA
- Understanding business processes and portfolios associated with model use, and the nature of model use within those processes
- Assessing the methodologies and processes used by modeling teams to develop and manage their models, and identifying potential risk and the associated materiality of the risk
- Benchmarking model methodologies and performance by specifying and managing the development of alternative models
- Complying with the company’s model policy and regulatory requirements
- Experience in quantitative analysis with Statistics, Econometrics or Financial Risk Management
- Responsible for overseeing the development and execution of all aspects of consumer and commercial loan related PPNR models (new origination, prepayments, balance, yields, fees, etc.) and for ensuring full compliance with regulatory and accounting requirements, while providing credible management direction to support business decisions
- Provide insight from both the quantitative and business aspects of the modeling underway, steering the quantitative analysts towards the successful completion of the models and lead best practice modeling techniques
- Ensure comprehensive documentation through the review of the analysts’ drafts and self-criticism and challenge
- Maintains, improves, and educates staff on knowledge related to business practices, regulatory requirements, and industry standards
Education
Lawrence University
2002 - 2006
Master's Degree in Statistics
Professional Skills
- Model validation experience, or at least knowledge of validation and validation components
- Prior experience leading a team of quantitative analysts, insuring deliverables of the team members are met in a timely manner
- Helps develop their modeling skills and technical capabilities
- Personal focus on people management and client relationship development skills
- Collaborating horizontally in risk management, assisting in other validation resource gaps as needed
- Experience manipulating and performing analysis with large databases
- Provides financial, analytical, modeling expertise to validate quantitative models for key regulatory initiatives, including DFAST and CCAR projects
How to write Quantitative Manager Resume
Quantitative Manager role is responsible for modeling, credit, retail, training, database, recruiting, architecture, reporting, design, research.
To write great resume for quantitative manager job, your resume must include:
- Your contact information
- Work experience
- Education
- Skill listing
Contact Information For Quantitative Manager Resume
The section contact information is important in your quantitative manager 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 Manager Resume
The section work experience is an essential part of your quantitative manager 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 manager 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 manager position you're applying to.
The work experience section should be the detailed summary of your latest 3 or 4 positions.
Representative Quantitative Manager resume experience can include:
- Strong operational management skills to meet deadlines and handle changing priorities
- Experience in SAS programming
- Experience in Statistical analysis and modeling
- Experience programming in C,C#,C++, Python or MATLAB
- Hands on quantitative analysis to provide effective challenge during the entire lifecycle
- Banking or Financial Services experience
Education on a Quantitative Manager Resume
Make sure to make education a priority on your quantitative manager resume. If you’ve been working for a few years and have a few solid positions to show, put your education after your quantitative manager 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 Manager Resume
When listing skills on your quantitative manager 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 manager skills:
- Preparing effective approaches to our clients’ tax needs and identifying new business opportunities
- Ensure accuracy of modeling and analysis results by providing effective challenge and independent review
- Have a strong and credible personal brand by demonstrating an entrepreneurial spirit and a team-first attitude
- Experience in Credit Card, Auto or Mortgage Risk Modeling
- Experience working with QRM software
- Experience in Statistical modeling techniques
List of Typical Experience For a Quantitative Manager Resume
1
Experience For Manager, Quantitative Analysis Resume
- Manages a team of analytical professionals, ensuring organizational priorities are achieved on time and without error
- N Tier Architecture experience (i.e. J2EE, Webserver, Application Server, OLTP Database)
- Client/Server experience (i.e. Java, C++, HTML, UNIX, Linux, Visual Basic, SQL)
- Professional experience in Fixed Income or Derivatives
- Solving business problems with limited data and making conclusions with analytical justifications
- Leveraging education, colleagues and training opportunities to innovate solutions to business problems
- Assist in developing and maintaining economic capital for loan pricing models
2
Experience For Manager Quantitative Insights Resume
- Hire, supervise and coach quantitative analysts. Provide mentoring and training to accelerate development of technical, modeling process and business knowledge
- Participates in the design and evolution of the Banks existing suite of stress test forecasting models
- Leads a team and provides leadership, coaching, counseling and guidance to staff
- Leads additional research efforts, applying expertise in statistical analysis and modeling
- Apply mathematical and statistical methods to collect, organize, interpret and analyze business data to determine fair lending risk on judgmental decisions
- Independently research, identify and prototype industry best modeling practices
- Analyzes and document the results for a wide range of internal and external audiences including senior management and bank regulators
- Leads the Banks efforts related to modeling the impact of idiosyncratic stress tests
- Work with the IT group to improve data quality for regulatory and modeling purposes
3
Experience For Quantitative Credit Risk Manager Resume
- Support implementation of Basel II Dual Rating System (PD, LGD, and EAD)
- Perform migration analyses, building transition matrices for ALLL models parameterization
- Develop an limit setting framework
- Keep abreast of industry best practice standards for credit risk measurement and stress testing
- Assist in benchmarking Stress Test losses to other institutions (CCAR and SCAP)
- Support ad-hoc Line of business requests for migration data and quantitative modeling
- Quantitative analysis tools (i.e. R, python, Matlab)
4
Experience For Manager Quantitative Analysis Resume
- Software version management tools (i.e. SVN, Git)
- Project management tools (i.e. Jira, Project)
- Perform statistical modeling and analysis of data in various business areas, utilizing linear and logistic regression to perform qualitative and quantitative data analysis and reporting
- Assess data quality, prepare data for analysis, build statistical models to identify relationships and trends in historic data, and analyze and interpret statistical data to identify fair lending risk
- Prepare memos of data analyses and present complex statistical concepts and analysis results to regulators and senior management
- Provide guidance and approval on the fair lending and related risks presented by policies and models that determine credit risk, segment populations, provide valuations or other business related insights
- Support Audit and Exam related efforts
- Leading model validation projects in capital markets, assessing the methodologies and processes used in model development, evaluating the model performance and, wherever applicable, developing benchmarking models
5
Experience For Manager Quantitative Development Resume
- Reports on the results consistent with regulatory expectations (Y-14A, etc.)
- Implements the models into a framework that integrates inputs from various areas to allow a combined, cohesive view of portfolio performance through the stress test horizon
- Builds other models and complete special projects as directed
- Documents, explains, and incorporates the analysis into the Banks capital plan and/or other areas as required by CCAR/DFAST
- Executes the stress test on a semi-annual basis, or more frequently if needed, coordinating with Treasury, CRMIS, and other areas as needed to bring together the required inputs
- Maintain and update internal loss given default (LGD) database, help with internal data validation
- Develops and maintains strong business relationships with business line management
- Leads and designs end-to-end model validation projects
6
Experience For Audit Manager Quantitative Audit Resume
- Prepares model validation documentation .Provides support materials and follows up analysis to address internal audit or regulators questions
- Develop and maintain PD rating history for the commercial portfolio and ensuring its accuracy
- Develop and Backtest credit risk models
- Support portfolio models such as Credit Manager, Moody's RiskCalc and PPR Compass
- Develop Stress Test Models
- General Risk Management Improvements
7
Experience For Center Senior Manager of Quantitative Analysis Resume
- Facilitate effective corporate governance and oversight through active participation in the management of the model lifecycle. Develop, maintain and supervise monitoring, performance reporting, and change-management processes. Work with stakeholders to ensure models fulfill the business objectives set for them
- Act as an effective advocate to ensure user understanding and acceptance of models and analysis, including written and verbal presentations to model users, stakeholders, managers and oversight groups
- Participate on cross-functional teams to support organizational objectives, as required. Negotiate positive outcomes through interactions with senior management, business partners and assurance functions
- Re-engineer the existing research database including Quantitative Factor models to be consistent with new architecture
- Provides financial, analytical, modeling expertise to build quantitative models for DFAST and CCAR projects
- Resolves issues and problems by conferring with staff, other internal departments, outside contacts and others as necessary
- Leads the Personal Performance and Development (PP&D) process, supporting Employees in their personal and professional development
8
Experience For Research Manager Quantitative Resume
- Lead the Personal Performance and Development (PP&D) process, supporting Employees in their personal and professional development
- Extend the model to include new factors from untraditional data sources
- Work closely with other ARG quantitative analysts to ensure consistency and integrity of the platform
- Ensure that model risk and limitations are managed in accordance with the Group Standard Manual, Risk Strategy FIM, IMR procedure and regulatory environment
- Leads and designs the development of model structure
9
Experience For Quantitative Support Infrastructure Support Manager Resume
- Prepares model documentation per request from internal MVM and external regulators. Provides support materials and follows up analysis to address model questions
- Develops, assigns and monitors plans to ensure completion of goals and objectives
- Gathers and reports on financial results vs. plans on an ongoing basis, providing evaluation and interpretation through an in‐depth understanding of the business
- Conducts complex quantitative analysis as it applies to areas of responsibility such as a specific model, or portfolio / business line
- Performs statistical model assumptions tests for soundness of theory
- Reviews model results and assists in the identification of unexpected results
10
Experience For Quantitative Counterparty Exposure Risk Manager Resume
- Manages the development of conclusions and courses of action to rectify discrepancies as well as analyses to be presented to management for aid in decision-making processes
- Trains and provides guidance to junior team members
- Provides technical advice to junior members of his/her team
- Leads and designs the model development plan
- Provides technical and financial modeling expertise to build complex and sophisticated Retail Credit Risk quantitative models used for stress testing (including Comprehensive Capital Analysis and Review (CCAR), Dodd-Frank Act Stress Testing (DFAST)) and allowance calculations under IAS-39, IFRS-9 and CECL accounting standards
List of Typical Skills For a Quantitative Manager Resume
1
Skills For Manager, Quantitative Analysis Resume
- Skill in organizing and manipulating large amounts of data
- Experience in SAS Programming
- Experience using advanced Excel
- Experience using advanced Power Point
- Skilled programming in Python, R or other open-sourced languages
2
Skills For Manager Quantitative Insights Resume
- Experience managing analytic team
- Database experience (i.e. SQL Server, DB2, Oracle, Access)
- Corresponding Model Oversight Committees (Global MOC, Global Market MOC, Valuation Committees, Wholesale and Market Risk MOC, AMG MOC, etc.)
- In no-arbitrage pricing and interest rate modeling
- Hands on modeling during the entire lifecycle
- Implement data analysis through statistical programming
- Implement studies to address statistical issue arising from collaborations
- In fixed income analysis or hedging
3
Skills For Quantitative Credit Risk Manager Resume
- Work well in a team and developing relationships
- Knowledge of CVA, FVA, regulatory capital requirements, and Independent Amount
- Project management – ability in all aspects of project management and across different types of accounts.Supports team leaders to complete project based client requirements, standards and schedules.Focuses on quality control, smooth operations and clear communications between CS and PM
- GBM Front Offices, Traded Risk, Product Control, Finance, ALCM, and Asset Management
- Internal auditors & external auditors (PWC)
- Regulators (Canada, and/or UK)
- Manage projects & team to contribute towards achievement of financial targets
- Manage key supplier relationships (Quant)
- To support and own the values and ethos of the Company and share these with internal and external audiences
4
Skills For Manager Quantitative Analysis Resume
- Oversee lower-level staff on quality control
- Directing and managing study design, statistical programming, data cleaning, coding and analysis, data management, and oral and written dissemination of results
- Oversee lower-level staff on creation of analytic files
- Identify appropriate statistical tools for analysis
- Consult with investigators and others on appropriate statistical approaches to data analyses; assist in study design
- Independently contact and collaborate with top scientists globally
- Develop oral and written dissemination of findings for conference presentations and peer-reviewed journal articles
- Mentor clinical investigators on relevant research methods
5
Skills For Manager Quantitative Development Resume
- Mentor investigators at Stanford and at external partner sites
- Build influential long-term relationships with NTD and Regional QS personnel, individuals within other EY service lines as well as with clients through strong verbal and written communications
- Earn internal and external clients’ trust by displaying good insight and business acumen, applying technical competence and engaging in relevant discussions with engagement teams and clients while anticipating their needs and demonstrating a sense of urgency in responding
- Take ownership of QS engagements and be accountable for delivery of high quality work product while leveraging as much work as possible to less senior team members
- Proactively seek AND provide on the job coaching and tax engagement experiences to increase tax technical knowledge as well as implementation experience across the wide array of QS service offerings
- Have a strong and credible personal brand internally as well as in the market by demonstrating strong tax technical skills across the full suite of QS services, an entrepreneurial spirit and a team-first attitude
6
Skills For Audit Manager Quantitative Audit Resume
- Lead by example in all facets of the QS practice such as tax technical and thought leadership, engagement implementation and operational excellence, go-to-market activities and recruiting new talent
- Build, manage and expand influential long-term relationships with NTD and Regional QS personnel, individuals within other EY service lines as well as with clients through strong verbal and written communications
- Earn internal and external clients’ trust, as well as the trust of the engagement teams, by displaying good insight and business acumen, applying technical competence and engaging in relevant discussions while anticipating their needs and demonstrating a sense of urgency in responding
- Experience with credit risk modeling or consumer behavior modeling
- Experience using SAS
7
Skills For Center Senior Manager of Quantitative Analysis Resume
- Professional experience in quantitative analysis related to Statistics, Econometrics or Financial Risk Management
- Hands on experience with Polypaths, Murex, Calypso, QRM, Intex or Trepp
- Direct work experience with Option Adjusted Spread (OAS) methodologies and Monte Carlo simulation
- Database experience, SQL, VBA, and Business Objects
- Take ownership of various aspects of the QS practice including, for example, scheduling of assignments
8
Skills For Research Manager Quantitative Resume
- Master’s or Doctorate in Economics, Statistics, or Mathematics
- Proficiency with SAS, R, and decision trees
- Doctorate in quantitative fields
- Numerical techniques and the principles of stochastic calculus
- Experience in quantitative risk measurement within an investment bank or other financial institution; previous Economic Capital experience is desirable
- Experience with time series forecasting models
9
Skills For Quantitative Support Infrastructure Support Manager Resume
- Experience with and knowledge of stress testing requirements (CCAR and DFAST)
- Strong knowledge of financial and economic concepts
- Experience with Essbase databases
- Experiences with database languages (e.g. SQL)
- A professional qualification e.g. CFA, FRM, PRIMA would be an advantage
- General knowledge of risk issues and investment products
- A working knowledge and understanding of Mathematical Finance, Stochastic Calculus, Econometrics or Mathematical Statistics and it’s application in valuation or risk management across multiple asset classes and risk types
10
Skills For Quantitative Counterparty Exposure Risk Manager Resume
- Excellent verbal and written communication skills (both the ability to communicate at the level of an academic journal and to explain complex ideas in non-technical language)
- Experience with other statistical modeling software (SAS, Matlab, Python, etc.)
- Synthesize quantitative analysis into summary reports to aid management in decision making
- Considerable knowledge of financial analysis techniques and general accounting procedures
- Ensure compliance, operational risk controls in accordance with HSBC or regulatory standards and policies; and optimize relationship with regulators by addressing any issues
List of Typical Responsibilities For a Quantitative Manager Resume
1
Responsibilities For Manager, Quantitative Analysis Resume
- Conducts complex quantitative analysis and model testing to support model accuracy and reliability. In-depth understanding of the whole function and/or key business areas supported
- Excellent written and oral communication skills with the ability to convey complex topics clearly and effectively
- Proficiency with R
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