Quantitative Modeler Resume Sample
Katarina Stanton
73146 Dock Mills,
Phoenix,
AZ
+1 (555) 666 2914
Work Experience
Senior Quantitative Modeler
09/2015
-
PRESENT
Chicago, IL
- Functional/professional experience
- Computer programming skills: SAS, VB, C/C++, Java
- Supervises the development of complex mathematical models – including credit origination and customer behavior scorecards - which directly support critical decision making processes and the company’s overall understanding of our business, the markets within which we operate, and our customers
- Develops a thorough understanding of the firm’s operations and business practices
- Actively participates in the construction of complex mathematical models – including credit origination and customer behavior scorecards - which directly support critical decision making processes and the company’s overall understanding of our business, the markets within which we operate, and our customers
- Liaisons with IT and other internal teams to define requirements and ensure the timely and accurate delivery of data elements for analytic projects
- Apply mathematical, statistical, and econometric techniques to help provide innovative, thorough, and practical solutions to support business strategies and initiatives
- Utilize data mining and statistical techniques to help develop analytic insights, sound hypotheses, and informed recommendations
- Identify opportunities to apply quantitative methods to improve business performance
Quantitative Modeler
06/2013
-
07/2015
New York, NY
- Utilize data mining and statistical techniques to develop analytic insights, sound hypotheses, and informed recommendations
- Ensure modeling projects are conducted in accordance with established company policies and generally-accepted modeling practices
- Develop and implement validation strategies and assess the quality and risk of model methodologies, outputs, and processes
- Understand relevant business context to properly interpret model results, monitor performance and assess risks. Conduct ad hoc quantitative analyses, modeling, or programming using SAS, SQL, R, or Python
- Communicate technical subject matter clearly and concisely, both verbally and through written communication via white papers, reports and presentations, to individuals from various backgrounds
- Collaborate effectively, work as part of a team and across organizational lines to develop and implement solutions to meet business needs; Serve as project lead
- Work autonomously guiding teams, choosing projects, and often act as SME resource across departments or as an in-house-expert
- Complete modeling projects in accordance with established company policies and generally-accepted modeling practices
- Implement validation strategies and assess the quality and risk of model methodologies, outputs, and processes with some supervision
Mortgage Prepayment & Junior Default Quantitative Modeler
06/2006
-
04/2013
Chicago, IL
- Complete modeling tasks in accordance with established company policies and generally-accepted modeling practices
- Perform analyses to assess the quality and risk of model methodologies, outputs, and processes under supervision
- Apply understanding of relevant business context to properly interpret model results, monitor performance and assess risks
- Conduct ad hoc quantitative analyses, modeling, or programming using SAS, SQL, R, or Python
- Communicate technical subject matter clearly and concisely, both verbally and through written communication
- Work and collaborate effectively as part of a team
- Apply mathematical, statistical, and econometric techniques to provide innovative, thorough, and practical solutions to support business strategies and initiatives
Education
Lawrence University
2000 - 2005
Master's Degree in Statistics
Professional Skills
- Strong communication skills, including the ability to communicate technical results to non-technical audience
- Excellent written and verbal communication skills. Familiar with tools like Microsoft office suites
- Computer programming skills: SAS, SQL, R, VB Quantitative methods and tools supporting credit risk measurement and econometric modeling
- Excellent written and oral communication skill in delivering complex technical information to audience with various background
- Significant skill & experience with financial risk modeling
- The role requires solid verbal and written communication skills
- Good communication skills (both verbal and written) and ability to multitask
How to write Quantitative Modeler Resume
Quantitative Modeler role is responsible for modeling, programming, advanced, risk, research, java, credit, travel, retail, finance.
To write great resume for quantitative modeler job, your resume must include:
- Your contact information
- Work experience
- Education
- Skill listing
Contact Information For Quantitative Modeler Resume
The section contact information is important in your quantitative modeler 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 Modeler Resume
The section work experience is an essential part of your quantitative modeler 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 modeler 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 modeler position you're applying to.
The work experience section should be the detailed summary of your latest 3 or 4 positions.
Representative Quantitative Modeler resume experience can include:
- Provide guidance and coaching to junior team members on analyses and modeling projects. Communicate technical subject matter clearly and concisely, both verbally and through written communication via white papers, reports and presentations, to individuals from various backgrounds
- Experience with Advanced Quantitative Modeling skills
- Time management skills are needed to prioritize multiple tasks
- Experience with managing multiple tasks simultaneously, and the ability to operate under scheduled deadlines
- Demonstrated experience with statistical time-series data analysis and backtesting of investment strategies
- Collaborate effectively as part of a team and across organizational lines
Education on a Quantitative Modeler Resume
Make sure to make education a priority on your quantitative modeler resume. If you’ve been working for a few years and have a few solid positions to show, put your education after your quantitative modeler 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 Modeler Resume
When listing skills on your quantitative modeler 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 modeler skills:
- Excellent writing, presentation, and inter-personal communication skills with a wide range of audience including modelers, business users, and management
- Familiarity with financial application systems. Proficient programming skills, preferably in SAS, Python, Matlab, R, C++
- Experience using some of the following programming languages commonly used in model and application development: SQL, Matlab, UNIX shell programming
- Skilled in programming using an Object-Oriented Language
- Demonstrated ability to independently complete a complex modeling project from the beginning to the end without hands-on instruction
- Experience in data analysis and modeling using R, SAS, and Excel
List of Typical Experience For a Quantitative Modeler Resume
1
Experience For Senior Quantitative Modeler Resume
- Experience working with statistical modeling platforms such as R or SAS applied to large data sets
- Solid understanding of housing finance, mortgage market, and mortgage products
- Modeling/analytical experience within a commercial bank or financial institution
- Good business knowledge and familiarity with consumer/small business/commercial banking products, operations and processes
- Experience in developing constructive relationships with a wide range of different stakeholders
2
Experience For Senior Quantitative Modeler, VP Resume
- Develop strong relationships with client bank lines of business, Finance, Risk & IT partners, ensuring support requirements are met
- Experience in quantitative investment research [portfolio optimization, multi factor and asset allocation]
- Develop expert knowledge and experience with Webster's data systems and tools
- Driving quantitative modeling projects, including the following efforts
- Conduct research on model development, implementation, and performance tracking for various subjects including lose allowance and credit loss forecasting
- Develop, implement and run FP&A models for predicting business trends and providing analyses that drive business decisions and business planning
- Develop loss forecasting models including probability of default (PD), exposure at default (EAD), loss given default (LGD) and risk rating migration
3
Experience For Dfast Quantitative Modeler Resume
- Develop, implement and run credit loss models to support the bank's stress-testing and regulatory DFAST filing
- Advance, implement and run credit loss models to support the bank's stress-testing and regulatory DFAST filing
- Perform model testing, model implementation and model monitoring
- Coordinate project efforts with the modeling team to meet deadlines and remediate modeling limitations
- Perform ad hoc analysis for clients needing quantitative analysis of credit risk, product valuation, and asset analysis
4
Experience For Quantitative Modeler for Retail Risk Capital Resume
- Review technical requirements and provide test results to assist application development team in implementing new/updated models
- Periodically estimate the benchmarks for assessing the reasonableness of the output of the Operational loss projection models
- Ingenuity, analytical thinking, resourceful, persistent, pragmatic, motivated and socially intelligent
- Examine mortgage data and model outputs and determine the efficacy of current analytical standards or models
- Evaluate data sources deeply and thoroughly to improve forecast models. Provide customer support in the areas of model forecast and analytics
- Communicate technical results clearly and concisely for diverse business audiences
- Be responsible with data collections, verification, and assembly
- Work on multiple projects at the same time and high-level of attention to detail
5
Experience For Ppnr Senior Quantitative Modeler Manager Resume
- Conduct the necessary statistical tests to re-assess, and, if necessary, revise the current definition of Units of Measure
- Recalibrate the Internal Loss Data (ILD) and External Loss Data (ELD) Operational loss projection models to reflect the most current data available
- Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents)
- Obtain country and region approval for all models developed
- Provide all required CCAR model documentation for GMO & MTRC reviews
- Functional/professional experience in banking/financial services industry with relevant work in stress testing, credit analysis and or risk management
6
Experience For Capital Planning Quantitative Modeler Resume
- Research and Develop Asset Allocation and Portfolio Construction models (Cross Asset Momentum and Value Strategies)
- Create multi-factor methods and tools to support fundamental due diligence research across multi-asset class investments
- Back test multi-asset investment models
- Build time-series and other statistical and econometric investment and portfolio optimization models
- Research and dimension the scope, nature, business implications, work-flow, data & time requirements for model code and configuration changes/designs
- Maintain rigorous work papers during the model development process. Author reports documenting the design, development, testing and use of new models, and changes to existing models
- Develop strong relationships with Webster lines of business, Finance, Risk & IT partners, ensuring support requirements are met
- Solid knowledge of statistical theory, in particular general linear models, categorical data analysis, and time-series estimation,
- Expert knowledge and experience with the client bank's data systems and tools
7
Experience For Operational Risk Quantitative Modeler Resume
- Solid knowledge in statistics, statistical data analysis and modeling
- Experience in model risk management desired
- Participate in the Model Risk Management change control process
- Expert knowledge and skills in statistical programming (SAS, SQL, Matlab, R). Experience working with complex data structures. Ability to apply methods to real-world problems
- Model development or validation experience with DFAST and/or CCAR
- Strong ability with standard software tools such as Excel/VBA, PowerPoint, and Word
- Experience with common risk tools and bank systems such as Moody's, Yield book, SNL, Bloomberg
- Independently gather data from various sources and conduct research
- Think "out of the box" and provide suggestions on ways to improve the process
8
Experience For Ccar Quantitative Modeler Unsecured Products Resume
- Prepare comprehensive model documentation that meet internal and regulatory standards
- Interacts with model owners/users, validators and regulators to address model issues and remediation actions. Interact with business units within the client bank to better understand their portfolio, risk exposures and modeling needs
- Join a credit risk modeling team that develops, builds, implements and validates models to forecast prepayment changes, projected delinquency levels and default estimation for its structured mortgage portfolio
- Work on Portfolio Revenue and Loss Forecasting, Stress Testing, Establishing Risk and Concentration limits
- Nice to have: mortgage prepayment modeling knowledge
- Look behind the SAS code to better understand how the estimation models work
9
Experience For Ccar Quantitative Modeler Resume
- Under general direction of supervisor, develop and implement all components of financial models, cash flow simulations and risk metrics calculations in end-user or production computing systems for use in business decisions, financial and regulatory reporting, and risk management
- Apply emerging technologies and industry best practices of model and analytical system implementation
- Proficient in R and / or SAS, and SQL
- Strong research and modeling experience in behavioral models (such as pool- and loan-level prepayment, default, severity) and mortgage-related valuation models (such as term structure, mortgage and risk analytics, economic capital)
- Strong research experience in behavioral models (such as residential mortgage prepayment, default, and loss severity models) and/or asset-backed security valuations
- Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST) - including both pure model development and analytics to support overlays to compensate for data and model limitations
- Overall experience. 8+ years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)
10
Experience For Senior Ccar Quantitative Modeler Unsecured Products Resume
- Hands on work and research experience of advanced analytical skills in the areas of statistics, economic/econometrics modeling and data mining applicable to risk management in banking industry
- Experience of analytical and modeling methods including binary and multinomial logistic regression, multivariate analysis, cluster analysis, time series analysis, and panel data analysis
- Experience in programming languages and statistical software including SAS, SQL Working knowledge of SAS or other advanced statistical/econometric analysis software
- Experience in model development and implementation for forecasting, working with both modelers and business users
- Strong background in statistical analysis and modeling
List of Typical Skills For a Quantitative Modeler Resume
1
Skills For Senior Quantitative Modeler Resume
- Good writing and inter-personal communication skills
- Strong research and modeling experience in term structure of interest rates, derivative pricing, market risk analytics
- Proficient programming skills, preferably in SAS, Python, Matlab, R
- Programming or coursework experience in C++, Java, Python, R, Matlab/Octave
- Prior liquidity or capital stress testing, or IRRBB modeling
- +5 yr hands on data and modeling experience
- Experience with machine learning methods and tools
2
Skills For Senior Quantitative Modeler, VP Resume
- Experience in economic and statistics modeling with large data
- Strong Statistics & Stochastic calculus
- Conducts balance sheet monitoring, associated limit framework monitoring and structural risk monitoring
- Fluency in C++ or Java programming languages, Perl or Python scripting languages and Statistical Packages (R, Matlab)
- Fluency in C++, q or Java programming languages, Perl or Python scripting languages and Statistical Packages (R, Matlab)
3
Skills For Dfast Quantitative Modeler Resume
- Experience with advanced analytical skills in the areas of statistics, economic/econometrics modeling and data mining applicable to risk management in banking industry
- Established knowledge in one or more types of funding or asset product lines (Deposits, Loans, Repo, FCM, Prime Brokerage)
- Proficient in applied mathematics and modeling
- Liquidity model ownership, including model design and calibration (first line of defense)
- Scarce Resources Steering – proposes and monitors liquidity targets and limits
- Liquidity and funding risk management and execution
- Develop models and methodologies for forecasting business revenues and balance sheet
- Mortgage origination process, and MBS execution/pricing
4
Skills For Quantitative Modeler for Retail Risk Capital Resume
- Fixed income pricing and analytics, especially risk metrics in OAS models
- Multivariate time series modeling
- Familiarity with machine learning techniques and tools
- Maintains and provides Liquidity Expertise for the Region
- 2nd level review and explanation of Liquidity Dashboard and Reporting exposures – including regular presentation of the report to Management and the business lines
- General Secretary of the ALCO – Ensures it is regularly held, prepared and properly minuted
- Adherence to Liquidity Regulatory Requirements
- Reviews major strategic initiatives that would have significant impact on balance sheet structure and risk
5
Skills For Ppnr Senior Quantitative Modeler Manager Resume
- Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST) - including both pure model development and analytics to support overlays to compensate for data and model limitations
- Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)
- Work experience in the financial industry performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, or 3+ years performing econometric modeling of consumer credit risk stress losses (e.g., CCAR/DFAST)
- Working knowledge of the Bank’s commercial/consumer loan products
- Proficient in modeling/coding languages such as SAS, R, Matlab, etc
- Experience of analytical and modeling methods including binary and multinomial logistic regression, multivariate analysis, cluster analysis, time series analysis, and panel data analysis
6
Skills For Capital Planning Quantitative Modeler Resume
- Experience in programming languages and statistical software including SAS, SQL Working knowledge of SAS or other advanced statistical/econometric analysis software
- Experience of analytical and modeling methods including binary and multinomial logistic regression, multivariate analysis, cluster analysis, time series analysis, and panel data analysis
- Strong communication skills and successful experience presenting results of personal work to peers
- Effective and good communication skills
7
Skills For Operational Risk Quantitative Modeler Resume
- Good presentation and writing skills needed
- Good writing and oral communication skill, inter-personal skill
- Experience of data processing and model development in financial industry; demonstrated ability to critique on statistic or econometric models
- Comprehensive model development experience and/or demonstrated ability to critique on statistic or econometric models
- Modeling/analytical experience within a commercial bank or financial institution
8
Skills For Ccar Quantitative Modeler Unsecured Products Resume
- Experience or coursework on valuation of exotic/embedded options
- Industry experience
- Experience with large dataset and financial valuation system
- Work in a team environment, establish and maintain relationships within and across divisions
- PhD or MS in Quantitative/Computational Finance or related field
- Business knowledge on mortgage industry and Fannie Mae's operation
- Experience of analytical and modeling methods including binary and multinomial logistic regression, multivariate analysis, cluster analysis, time series analysis, and panel data analysis
- Experience in programming languages and statistical software including SAS, SQL Working knowledge of SAS or other advanced statistical/econometric analysis software
9
Skills For Ccar Quantitative Modeler Resume
- Solid programming skills, preferably in Python, Matlab, SAS, R, C++
- Strong (post-college level) knowledge in statistics, econometrics, stochastic calculus, asset pricing theory
- Can interpret model results, prepare model documents, and present models results to business users
- Proficient in statistics software packages such as SAS, R, Python
- Able to work in a team environment, highly motivated to work
- Expert knowledge of machine learning methods and hands-on experience in applying various methods in data assessment, model development, outcome analysis, and model validation, with demonstrable awareness of interpretability of opaque relationships, computational intensive analytics, and dynamic model structure
- Design and manage complex tasks with high level of autonomy, and provide technical guidance and coaching to junior staff
- In-depth knowledge of machine learning methods and hands-on experience in applying various methods in data assessment, model development, outcome analysis, and model validation, with demonstrable awareness of interpretability of opaque relationships, computational intensive analytics, and dynamic model structure
10
Skills For Senior Ccar Quantitative Modeler Unsecured Products Resume
- Proficiency with programming languages such as Python, Java, R, and C++ . Experience with ML implementation libraries and frameworks such as NumPy, Scikit-learn, Tensor Flow, CNTK, Theano, and Spark. Experience with ML deployment on High Performance / Cloud platforms such as Amazon/Google/Azure
- Familiarity with statistical analysis tool such as SAS and Matlab and strong database skills SQL/Oracle
- Demonstrated ability to independently complete a complex modeling project from the beginning to the end with minimal supervision from manager
- Advanced econometric analysis knowledge including time series, panel data, discrete event modeling
- Post-graduate level knowledge of statistics, economics, and finance and familiarity with financial and behavioral modeling in areas of capital markets and mortgage finance
- Execute complex tasks under limited supervision of senior staff
List of Typical Responsibilities For a Quantitative Modeler Resume
1
Responsibilities For Senior Quantitative Modeler Resume
- Proficient in SAS and experienced with R. Knowledge of relational Databases/SQL required
- Term structure modeling
- SDE and PDE mathematics
- Matlab, C++, SAS, R
- Advance the development of the company’s next-generation investment platform and enterprise-wide risk system by assisting the conversion from their respective prototype models into production ready platforms in C++ or equivalent programming languages, as well as liaise with IT partners to achieve maximum efficiency in the data piping and storage
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