Senior Quantitative Finance Analyst Resume Sample
Dolly Conn
66341 Adams Glen,
Houston,
TX
+1 (555) 800 4407
Work Experience
Senior Quantitative Finance Analyst
10/2016
-
PRESENT
San Francisco, CA
- Run Market Risk and Valuation Risk audits in EMEA and Emerging Markets ex-Asia
- Participate in integrated audits regionally and globally
- Provide subject matter expertise for the wider Audit group
- Infuse market risk knowledge and preventative mindset into the larger audit group
- Responsible for leading audit reviews of global markets’ portfolios focusing on market & credit risk & Valuation
- Continuous monitoring of risks in global markets’ portfolios
- Participating in communications with regulatory agencies
- Capable of managing projects and people to implement developmental initiatives
Capital Mgmt-senior Quantitative Finance Analyst
11/2009
-
05/2016
Boston, MA
- Have a deep understanding and knowledge of modeling process and model performance measures and to perform effective challenges to the current models
- Team lead for the New York team of modelers and developers
- Support of the counterparty credit risk platform, including investigation and resolution of model-related system issues and practical quantitative support to model users
- Engagement with U.S. and overseas regulators in the context of regulatory enquiries and exams, providing support for model assumptions and behavior
- Improvements to model development infrastructure, such as test harnesses, support utilities, visualisation tools
- Periodically lead the team’s efforts for selected audits in Global Markets. In addition to producing one’s own written work products, this involves directing the efforts of the team and reading, commenting on, and revising team members’ contributions
- Apply this understanding to the auditing of model governance, model development, model validation, and model use. Produce written evaluations based on these audits
Education
Tulane University
2004 - 2009
Master's Degree in Quantitative Fields Such
Professional Skills
- Strong programming skills in one or more of the following: SAS, MATLAB, R, Python and C++
- Strong programming skills using Matlab, R and/or SAS
- Strong programming skills in VBA, Matlab, Python, and SAS
- Strong programming skills in VBA, Matlab, C++/C#/Java and SAS
- Strong coding skills; Python, LaTex, Statistical packages (e.g. SAS, R)
- Strong communication (both written and verbal) and collaboration skills. (this project involves communicating with various groups within the firm)
- Experience in quantitative modeling or model validation experience
How to write Senior Quantitative Finance Analyst Resume
Senior Quantitative Finance Analyst role is responsible for programming, python, languages, sas, database, coding, modeling, software, advanced, technical.
To write great resume for senior quantitative finance analyst job, your resume must include:
- Your contact information
- Work experience
- Education
- Skill listing
Contact Information For Senior Quantitative Finance Analyst Resume
The section contact information is important in your senior 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 Senior Quantitative Finance Analyst Resume
The section work experience is an essential part of your senior 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 senior 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 senior 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 Senior Quantitative Finance Analyst resume experience can include:
- Good scripting skills (Python/Perl/Lua/Bash etc)
- Advanced Python skills, experience with Quartz
- Programming skills in Python, R, and SQL (C++ desirable)
- Work experience is required in quantitative modeling and/or validation in CVA/CCR or derivative pricing models
- Experience writing technical documentation i.e. explaining statistical results, academic experience is OK
- Strong C++ programming experience in implementing quantitative financial models
Education on a Senior Quantitative Finance Analyst Resume
Make sure to make education a priority on your senior 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 senior 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 Senior Quantitative Finance Analyst Resume
When listing skills on your senior 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 senior quantitative finance analyst skills:
- Programming skills: key languages are C++ and Python; a solid understanding of sound software development principles
- Good team-working skills: a demonstrable track record of achieving high-quality results working in cross-functional and diverse teams
- Strong programming skills in SAS, R, VBA, Matlab and C++/C#/Java
- Data Management Skills, including experience with large unstructured data sets
- Good oral and technical writing skills
- Programming skills: key languages are C++ and Python
List of Typical Experience For a Senior Quantitative Finance Analyst Resume
1
Experience For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Periodically lead the team’s efforts for selected audits. In addition to producing their own written work products. This involves directing and coaching the efforts of the team and viewing reviewing, commenting on, and revising team members’ contributions
- Experience in financial services industry building or validating models
- Help establish appropriate skillsets within GRA’s modelling teams
- Experience in credit risk ideally within the banking sector developing loss forecasting or capital models and handling large data sets
- Experience working under pressure and delivering to tight deadlines
2
Experience For CIG Senior Quantitative Finance Analyst Resume
- Quantitative modelling experience in Counterparty Models or related area in a major trading or investment firm
- Relevant banking/finance related experience including credit risk research and model development expertise
- Strong coding ability in at least 2 of R , Python, SAS and C++
- Validate risk models for VaR, IRC/CRM, stress testing, etc
- Experience with mathematically sophisticated financial modelling, preferably in counterparty credit risk or XVA
- Quantitative modeling experience
3
Experience For Senior Quantitative Finance Analyst Resume
- Professional quantitative experience
- Perform benchmarking SIMM using the bank’s VaR model and analyze overages to aid remediation actions / margin disputes
- Up-to-date knowledge of industry trends and developments, a commercial instinct, and an understanding of sound risk-management principles
- Up-to-date knowledge of industry trends and developments, a commercial instinct, and an understanding of sound risk management principles
- Fundamental understanding of risk framework
- Identify and quantify the model risk associated with the limitations of the models
- Develop benchmark models in Python/C++ for model review
4
Experience For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Review the underlying assumptions, theory, conceptual soundness, derivation of the models, empirical evidence, calibration, implementation and limitations of the model being validated
- In depth understanding of probability theory and statistical analysis, particularly in probability distribution (including univariate and multivariate), statistical estimation, hypothesis testing, and regression (such as linear and logistic) analysis
- Writing thorough technical reports for distribution and presentation to senior management, model developers, audit and bank regulators. Maintaining accurate records in the bank’s model risk management system
- Develop and implement new models or enhance existing models
- Pro-actively seeks out work and enhances current models/processes
- Effective verbal and written communication skills; in particular, the ability to communicate complex quantitative analysis in a clear, precise, and actionable manner
5
Experience For CIG Senior Quantitative Finance Analyst Resume
- Produce clear and coherent technical documentation for internal and regulatory purposes
- Validate XVA system models and feeder models of bank’s counterparty systems developed by Quantitative Strategy Group and Global Risk Analytics, including all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity, Credit, Mortgage, as well as collateral exposure modelling
- Exceptional knowledge of financial derivatives, OTC trading and hedging, collateral management, capital management, bank’s operations and regulatory requirements
- Actively participate in stakeholder reviews during model development/submission - ensure any material implementation-related concerns, capital opportunities, risks are taken into account and addressed in the model prior to submission
- Independently implement proposed model changes in pro-forma environment and produce impact assessment, present results to senior stakeholders, support model submission for Model Risk Management and committee review and approvals
- Coordinate model implementation work with the modelers, technology, capital management and data quality & governance counterparts
- Review and analyze modeling Whitepapers, create implementation plan. Provide implementation requirements to technology, develop and execute testing plans, obtain sign-offs and package review and testing evidence
- Maintain relationship with respective product leads, ensure tactical alignment of projects/activities, interdependencies, etc. Serve as first escalation point for model implementation issues
- Excellent work ethics. Demonstration of intellectual curiosity
6
Experience For Senior Quantitative Finance Analyst Resume
- Provide coaching, work coordination, review deliverables of more junior team members.
- Development of tools to drill-down to explain drivers of overages in detail
- Development of tools to recalibrate risk weights and correlation independently and to recalculate SIMM based on internally recalibrated outputs
- Perform analysis to assess materiality of risks not covered by the SIMM model
- Implement changes in analytics in accordance with changes in SIMM/VaR model and regulatory requirements
- Validate XVA system models and feeder models of bank’s counterparty systems developed by Quantitative Strategy Group and Global Risk Analytics, including all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity, Credit, as well as collateral exposure modeling
- Understand Model Risk Management model and documentation requirements and compile papers for model validation/revalidation
- Strong knowledge of Credit derivative simulation and pricing models is essential
7
Experience For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Experience in a quantitative finance role
- Strong intuition for financial markets and risks
- Liaise with Model Risk Management, auditors, and team to establish effective communication platform
- Very hands-on and detail oriented, “can-do” attitude
- Validate XVA system models and feeder models of bank’s counterparty systems developed by Quantitative Strategy Group and Global Risk Analytics, including all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity, Credit as well as collateral exposure modeling
- Work experience at another financial services firm in the area of quantitative research/development and/or academic teaching experience
- Strong knowledge of pricing/simulation models in one or more asset classes is essential
8
Experience For CIG Senior Quantitative Finance Analyst Resume
- Model development experience in a major financial institution
- Lead engagement with model validation and implementation teams
- Support data science, predicative analysis, and machine learning initiatives in Global Risk Analytics
- Support the quantitative research and technological development function with varied data sources
- Collaborate and communicate analytical findings, orally and visually
- Lead efforts in development or enhancement of models, analytic processes or system approaches
9
Experience For Senior Quantitative Finance Analyst Resume
- Clearly document all activities and work with technology staff in design of any system to run models developed
- Have sufficient background to identify risks proactively and frame the range of potential outcomes for risks that are hard to model
- Develop efficient way to conduct ad-hoc model run processes used to conduct model related research
- Develop optimized python/SQL code packages/libraries to support the team’s analytic needs
- Assess tests results and independently replicate them to assess model design and quality
- Evaluate models performance through regular ongoing monitoring performance and assess continuous satisfactory performance of the models used in Algorithmic trading through different market cycles
10
Experience For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Very good written and verbal communication skills to present work through formal model validation reports and through presentations to model stakeholders and senior management
- High level knowledge of the most common type of models used within the electronic trading business including trading cost models, order imbalance models, risk models, optimization models, etc
- Experience to work with model validation teams and familiar with model governance and documentation procedures
- Demonstrates Effective Documentation
- Working experience implementing production level software with high level coding language
- Working experience in the financial industry preferably on the capital markets side
List of Typical Skills For a Senior Quantitative Finance Analyst Resume
1
Skills For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Prior experience with Commercial & Industry Loans and Commercial Real Estate
- Hands-on quantitative modelling or validation experience in capital models or related area
- IT skills: Statistical packages (e.g. R), Python, VBA, LaTex
- Validating models used in FX, short and long dated, involving also interest rates modeling
- Working experience with financial market data modeling, including variable selection, modeling, backtesting, documentation
- Help on maintaining model inventory and conducting ongoing model performance monitoring, annual reviews and validations
- Identify the critical modeling components used in Algorithmic trading and validate them according to guidelines such as SR 11-7
2
Skills For CIG Senior Quantitative Finance Analyst Resume
- Previous CCAR, stress testing or CECL/IFRS9 working experience
- Extensive programming experience using SAS, R and/or MATLAB
- Solid understanding of derivatives pricing and risks
- Experience with parallel/cluster computing (using Spark, Hadoop, MapReduce, SLURM, Hive etc)
- 5‑10 years experience leading technical or quantitative projects
- Experience leading technical or quantitative projects
- Experience developing credit risk models
- Experience working in Fixed Income portfolios
3
Skills For Senior Quantitative Finance Analyst Resume
- Background and experience with complex, loan-level PD/EAD/LGD models used for stress testing and other credit risk management purposes
- Experience with retail products including mortgage, credit card and auto loans
- Good knowledge of database software and reporting tools, SQL, Tableau etc
- Five or more years of quantitative financial experience
- Experience in financial markets
- Several years of Credit Risk experience preferably in the wholesale/commercial space
- Independently conduct validation of the model supplied by model developers from many asset classes such as Credit, Equity, FX, Commodities and IR
4
Skills For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Prepare validation reports and other technical documents
- Developing and implementing new models or enhancing existing models
- Reviewing and testing FX front office pricing models for various exotic products
- Developing/writing code in programming languages to assist in documentation automation
- Programming in R or Python, with a special focus on time series modeling to support running econometric models
- Performing CCAR Stress Testing and utilizing methodologies to project revenue and balance sheet through models/qualitative approaches
- Presenting modelling approaches and results to senior management, regulators and other key stakeholders
- Documenting any audit requirements and following through on issue resolution
- Updating and maintaining methodology procedure documentation
5
Skills For CIG Senior Quantitative Finance Analyst Resume
- Maintaining and updating ESG process flows
- Working knowledge of high level programming languages such as Java, C++, Python, R, etc
- Working knowledge of array processing languages for high frequency data such as Q and knowledge of Kdb databases
- Reporting tools, such as Tableau.
- Developing scripts/code to automate reports and produce dynamic visual analytics
6
Skills For Senior Quantitative Finance Analyst Resume
- Compiling technical model documentation
- Knowledge of Bank of America’s data provisioning portals including, Teradata, Netezza and Hadoop or lending or market risk systems of record
- Thought leadership; the ability to find creative solutions to novel modeling problems, and to suggest improvements to existing solutions
- Expertise in analyzing and managing large databases
- Support industry/ISDA testing as part of on-going efforts to enhance SIMM
- Commercial Credit Risk loss forecasting or Capital calculations
7
Skills For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Familiarity with SAS, R, a scripting language, and SQL
- Facility with mathematics (linear algebra, probability and statistics, differential equations) and computer programming
- Appraise imperfect data and adapt for modeling use
- Advanced proficiency in programming languages such as R, Python, SAS, Matlab etc
- Expertise in analyzing and manage large databases
8
Skills For CIG Senior Quantitative Finance Analyst Resume
- Deep understanding of model performance measures
- Familiarity with applicable regulatory guidance on model risk management, stress testing, and Basel requirements
- Visualize and manipulate data using Excel
- Comfort working in the Linux/Unix command line
- Proficiency in statistical programming languages (R, SAS, or Matlab etc)
9
Skills For Senior Quantitative Finance Analyst Resume
- Exposure to cutting edge models
- Knowledge in PD/LGD/EAD modeling for credit related products
- BS/BA in Economics, Finance, Business Statistics or other related field
- Evidence the following characteristics: assertiveness; attention to detail; initiative; leadership; and risk mindset (ability to “speak up” and challenge others)
- Finance or Quantitative related Undergraduate with 5+ years working in financial services
- High proficiency with MS Excel, SQL, and Power Point
10
Skills For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Basic quantitative and regulatory background in capital management: knowledge of advanced capital requirements framework, risk-weighted assets, typical financial industry risk modeling methodologies and implementation approaches
- Understanding of common financial products (e.g., loans, credit cards, mortgages, etc.) and respective data, process and controls in support of credit risk modeling and capital calculation, hands-on experience with enterprise data repositories feeding risk models
- Python coding skills: sufficient to independently perform code changes and rerun process to test variations of the models (developer-level not required)
- Linux/Unix skills to work with files, self-manage space
- Advanced SQL and Excel for querying and analyzing data and presenting the results
- Read and understand SAS code
- Advanced ability to analyze, distill, decompose and summarize large volumes of quantitative information into concise, visual summaries of results and change impacts. Ability to independently research problems, explain patterns and trends in the data, identify main drivers for differences/changes
List of Typical Responsibilities For a Senior Quantitative Finance Analyst Resume
1
Responsibilities For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Years experience in similar capacity
- Experience in LaTeX, Visio, R,
- Experience in the finical industry as a quant developer/modeler
- Strong and dynamic team
- Good work and life balance
- Financial services industry experience
- Experience in data science, big data analytics, or model development
- Excellent communication that is able to articular technical terms and quantitative methods and convey clear and concise messages
- Relevant work experience with CCAR/DFAST exams
2
Responsibilities For CIG Senior Quantitative Finance Analyst Resume
- Knowledge of machine learning models and predictive analytics
- Some knowledge of very large databases, how to manage them and analyze them
- Able to write clearly and concisely and formulate logical explanations (even for material outside of their knowledgebase)
- Enhance standards for GRA’s model documentation
- Standardize the infrastructure used by GRA to produce model documentation
- Influence GRA’s broad variety of teams to improve their model documentation standards
- Automate and standardize GRA’s documentation processes
- Influence GRA’s key partners to enhance documentation processes
3
Responsibilities For Senior Quantitative Finance Analyst Resume
- Review and edit critical, regulatory model documentation submissions
- Expertise in one of R, SAS, C , MatLab, Java
- Develop, implement and present modelling ideas and results in a clear and understandable way to audiences with different levels of technical expertise
- Post-graduate qualification, preferably to PhD level, in Statistics, Applied Mathematics or Econometrics
- Express technical concepts clearly in written and spoken English
- Facility with mathematics (linear algebra, probability and statistics, stochastic calculus)
- Post-graduate qualification, preferably to PhD level in Statistics, Applied Mathematics or Econometrics
4
Responsibilities For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Exposure to a wide range of asset classes such as Credit, Equity, FX and IR
- Good oral and written communication skills; the role involves written expositions of models and their supporting research for both technical and general audiences, as well as presentations to business leaders and quant audiences
- Good understanding of capital requirements, data needs, modeling approaches, challenges for specific products, ideally Retail and/or Securitizations
- Hands-on experience with specific Credit Risk / Capital management models, such as PD, LGD, EAD
- Experience in margin model development at exchanges (e.g., ICE, CME, LCH, etc.) and/or at large FCM banks
- Modern C++ (C++11, Boost) experience
5
Responsibilities For CIG Senior Quantitative Finance Analyst Resume
- Experience with statistical software (SAS, R, etc)
- Experience with technical or quantitative projects in the financial services industry
- Familiarity with computing languages such as SAS, R, Python, and SQL
- The ability to forge partnerships with businesses that result in more realistic and better models
- Leadership, project management to serve as effective liaison between modelers, capital managers and technology teams. Experience coaching/coordinating work of more junior associates
- Financial/banking industry experience in quantitative, risk modeling, business analysis, capital calculations, regulatory reporting or analysis role
- Familiarity with R, Matlab
6
Responsibilities For Senior Quantitative Finance Analyst Resume
- High proficiency with MS Excel, SQL, SAS and Power Point
- Masters in business or analytics field
- Produce technical documentation of a quantitative nature
- Understand a broad range of finance models
- Apply Excel, VBA, LaTeX, Word and SDLC tools such as JIRA
- Proficiency SAS, R, and/or Python
- Masters in Economics, Finance, Business Statistics or other related field
7
Responsibilities For Capital Mgmt-senior Quantitative Finance Analyst Resume
- Using strong analytical, critical thinking and problem solving skills to lead or facilitate discussions across various levels of stakeholders/support partners to drive adoption of new technologies
- Manage multiple projects at the same team and influence decision-making across an array of stakeholders
- Relevant work experience in econometric modeling, especially in interest rate, curve construction, financial market, international macro-economic or FX modeling
- Experience in UMR
- Willingness to conduct independent research to come up with quantitative solutions
- Attentions to details
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