Excellent interpersonal and communication skills, Able to work on multiple projects simultaneously. Documented/understand business requirements and creating reports for various stakeholders in the organization. Many factors go into creating a strong resume. Designed, implemented and presented the dashboard for analysis and visualization of monthly KPI data. The Financial Analyst job description template also elaborates on providing financial strategy decisions. Executing ETL, data analysis, and visualization and presenting the key finding from surveys, in-store special events, and programs to inform decision-making processes at the executive level. In the trading world, quantitative analysts are in. Provided market-based analyses and advice for proprietary trading, business development, and asset management activities in the rapidly changing energy market. Financial services professional with a Masters degree in Economics, specializing in Quantitative Financial Modeling. For example: Monitored and analyzed financial, statistical, and operational data trends. karier.co is a job search all on one. Quantitative Analyst Resume Headline : A highly motivated and creative Quantitative Analyst with exemplary experiences in quantitative modeling and analyses to address different business needs A focused researcher with a solid background in Mathematics, Statistics and Finance, and adequate experiences in predictive modeling. Bank of America Merrill Lynch has an opportunity for a Quant Financial Analyst within our Global Risk Analytics (GRA) function. Jobs Available in Denver, CO $ 29.26 - 67.43/hour Summary. Here's how balance sheet is used on finance quantitative analyst resumes: Streamlined monthly operating performance consolidation and analysis reports including profit and loss, balance sheet and cash flow information. Assisted in developing algorithms for company's Multi-Asset Execution Management Systems (MAEMS). | Cookie policy, Hire IT Global, Inc - LCA Posting Notices. Consistently assumes responsibility to complete projects within time and financial constraints, Skills : Neural Networks, Logistics Regression, Support Vector Machine, Bayesian Networks, Decision Trees, And Clustering. Completed a full model development cycle, including documentation, benchmarking and model validation. , Strong quantitative and econometrics background, Excellent knowledge in macroeconomics, statistics, and mathematics, Demonstrates commitment to excellence by anticipating needs, mitigating risks and minimizing potential problems, Good team player with positive "can-do"attitude, The group provides leadership and expertise in support of BACs risk management analytics, capital calculation models, including strategic framework for return analysis, and loss forecasting, Global Risk analytics is a central enterprise level function with a very strong team of modelers / quants with diverse backgrounds, and in-depth industry and best-in-class modeling experience, CCP Risk Modeling is a key strategic area of focus for the firm, as well as the industry in general and this role would offer the opportunity to be able to drive and be part of a leading-edge and topical modeling area for the industry, Support the effort of overall assessment and modelling of the concentration risk BAML is exposed to for specific segmentations such as risk ratings, single-name obligor, country, and industry sectors, Use PCA and other statistical techniques to identify the risk factors for the banks portfolio: macro factors which drive the entire economy as well as independent common unobservable factors, Determine sensitivity of various components of the portfolio to various macro-economic risk factors and calibrating the sensitivities to portfolio pricing model inputs, Develop a quantitative analytics to determining thresholds for single name risk concentration risk for various business lines such as Commercial Banking, Wealth Management, and Business Banking, Develop tools for improving capabilities to measure country, industry, and enterprise-wide concentrations’, Advanced quantitative modelling, statistical and analytical skills, Proven ability in complex quantitative analysis and applied mathematical skills with stochastic calculus; Monte Carlo simulation; advanced statistical modelling (e.g. Apply to Quantitative Analyst, Financial Analyst, Equity Analyst and more! Seeking opportunities in the areas of quantitative modeling, financial modeling, data analytics, investment and asset management, utilizing skills in capital markets, Credit/Funding Value Adjustment, fixed income, financial derivatives, equities, asset pricing, and economic & financial theory. Position Title: Quantitative Financial Analyst. A Financial Analyst studies the performance of bonds, stocks, commodities and offers guidance to the organization, individuals, and business to make a better investment decision. 373 Quantitative Financial Analyst jobs available on Indeed.com. DANIEL MICHENER 631 Bedford St. New York, NY 10032 (212) 445-8842 [email protected] SUMMARY OF QUALIFICATIONS Ambitious finance professional with strong track-record of delivering top performance. Theory Comput., vol. Strong problem-solving abilities, excellent analytical skills, broad financial industry experience. Key contributor in maintaining mission critical daily sales reports utilized by executive leadership. The other duties that are executed by these analysts include developing systematic strategies, writing programs, conducting research, performing statistical analysis for stock trading and optimizing trading strategies. Successfully identified fraud users and bugs in the system to increase the profits by $25,000/quarter. Monitored risk and daily P&L and worked with the support teams to address and resolve any issues that arose. Tailor your resume by picking relevant responsibilities from the examples below and then add your accomplishments. Posted 30+ days ago Sr Financial Analyst, FP and A Used SQL queries in Access to maintain cost accounting records of all parts in the division and generate financial metrics for quantitative analysis. 2022, Bold Limited. Familiar with multithreading in C++ and C#, Relevant work experience with consumer mortgage, credit card, or other financial products, Prior experience with credit risk analytics, Prior Risk Management and/or Loan Servicing experience, Willingness to conduct independent research to come up with innovative solutions to business problems, Familiar with developing C/C++ application in UNIX/Linux environment, Strong written and verbal communication to deliver results and produce technical documentation, Masters or equivalent training in a core applicable science field: Math / Statistics / Economics / Physics / Computational Engineering / Actuarial Science, Experience writing technical documentation (white papers), BA/BS or equivalent degree with emphasis in finance or quantitative disciplines (progress toward CFA or FRM professional designation is a plus) strongly desired but will consider proven relevant experience, Minimum 1+ years of experience with significant exposure to Market Risk models for VaR/Stressed VaR, IRC, CRM and Stress Testing, A broad knowledge across financial products and asset classes and a understanding of Value at Risk (VaR) and its use in the risk management area, A understanding of capital regulations and how these apply to Market Risk, Advanced desktop technology skills such as Excel and PowerPoint is a must (Bloomberg and Access skills are a plus but not required), Some experience in computer programming, VBA, SQL, Python, Test and monitor model performance through backtesting, benchmarking, sensitivity analyses, and other model diagnostics, Provide feedback to developers through model reviews prior to independent validation, 3 5 years of financial services industry experience, Help team compile content for recurring senior management and board level reports on portfolio trends and special topics, Support the team complete and socialize analytical work for BAC's Risk Appetite Statement and commercial concentration limits, Help team develop and rollout new tools and functionality for portfolio informed analysis with respect to new business opportunities/strategies, Help prepare and present training material of new concepts and capabilities for less quantitative audiences, Help assess and quantify expected impact of business strategies on portfolio risk measures such as expected loss and tail risk, Identify and sponsor technical and data related enhancements as business champion, Contribute to other special projects and initiatives as needs arise, Two (2) years of relevant work experience, Strong verbal and written communication skills; ability to develop and present strategic proposals and obtain buy-in on, Strong technical and analytical skills and comfort with statistics and portfolio theory, Familiarity with commercial credit products and capital markets, Ability to efficiently mine, navigate and interpret large financial datasets, Strong work ethic, ability to adapt to changing priorities and be team oriented, Comfort in programming languages (SQL, SAS, etc. Working with business SMEs to develop the right types of constraints, and create a dashboard to present output. degree in a quantitative discipline or finance/economics, Familiarity with Basel III concepts and metrics, Strong analytical and problem-solving skills; capable of analyzing risk exposure profiles and identifying key drivers of the result, Strong knowledge of traded products; deep knowledge in at least one asset class Equities, Rates, Credit, Commodities or FX, Familiarity with stress testing concepts and practices, Excellent interpersonal skills; capable of working collaboratively with diverse teams and being diplomatic in challenging situations, Good presentation skills; capable of presenting stress results to management and in governance forums, Strong technical computer skills - MS Office Excel, SQL, Access, Python (preferred), Experience in counterparty credit risk analysis preferred, Master degree in a quantitative discipline or finance/economics, Knowledge of derivative products with approximately 0 - 2 years experience with experience in at least one asset class (FX, credit, rates, or equity), Knowledge of counterparty risk measurement techniques on derivatives and financing transactions, Ability to handle multiple projects at once and under time pressure while delivering accurate results, Experience interacting with Credit Officers, BA/BS or equivalent degree with emphasis in finance or quantitative disciplines (progress toward CFA or FRM professional designation is a plus), At least 1-2 years of experience in related fields such as risk management, finance and/or product control, An understanding of capital regulations and how these apply to Market Risk, Proven background of being detailed oriented, PhD or Master in Computational Finance, Mathematics, Statistics, Physics or related degree along with a quantitative related thesis, Extremely well organized and detail-oriented, Experience of developing and testing models in Python, Familiarity with the LaTeX document preparation system, Quantitative modeling experience in rates or related area in a major trading or investment firm, Masters or Ph.D. degree in Statistics, Math, Financial Math or Economics, Demonstrable ability to work on multiple projects at any one time, A proven project manager who is well organized, Validate equity derivative models developed by Front Office Equity-Linked Quant Group, Help on maintaining model inventory and conducting ongoing model performance monitoring, BS/BA (Finance/Accounting strongly preferred), Experience with SQL and working with large databases Desired, Comfort working with complex Financial Products, Knowledge of Securitization deal structures, Good programming skills, including in R (preferred), VBA or SAS, Must possess problem solving skills and be proactive in researching concepts they are unfamiliar with, Detailed oriented, with strong analytical skills, Ability to translate business concepts to financial impacts, Broad exposure to financial products, concepts and businesses, Financial/ Econometric modeling experience, Detail oriented with strong analytical skills, Read and understand financial regulatory guidance and technical publications, Interview business partners in various lines of business and control functions to understand relevant aspects of model governance, development, validation, and use, Expertise in one of R, SAS, C++, MatLab, Java Desired Skills, Responsible for independently conducting quantitative analytics and modeling projects, Responsible for developing new models, analytic processes or systems approaches, Creates documentation for all activities and works with Technology staff in design of any system to run models developed, Incumbents possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products, Required Education/Experience: Masters with 2-5 years of experience, Ability to work in a time sensitive, market-driven environment, Strong mathematical skills, especially coursework or experience in statistics, economics, financial theory, derivatives pricing or stochastic calculus, PD/EAD/LGD credit risk models for retail, wholesale and/or structured products under the Advanced Approaches (A-IRB, SFA), Market risk models for economic capital estimation, Knowledge of the Basel regulatory framework preferred, Understanding and knowledge of model performance measures, Minimum 2 years of experience in financial risk modeling or validation, computational, engineering or scientific research or other model development roles using SAS, R, MATLAB, SQL or any other scientific/mathematical programming environment, Experience in quantitative risk management in a financial institution, vendor or regulator preferred, Evaluate, understand and process large data sets from multiple client and 3rd party data sources, Design, build, and implement cutting edge quantitative risk management methodologies used to price products and to measure exposures in the Rates, Credit Derivatives, Commodities, FX, Swaps, and Swaptions, Lead the computation and delivery of credit risk metrics like PFE, CVA, DVA, Effective EPE, Wrong way risk, FVA, etc for collateralized and uncollaterised counterparties. Shared custom data analysis tools and techniques with colleagues offering alternative approaches to gain new insights from data. PdH preferred, Familiar with home equity and mortgage products, Masters or foreign equivalent in Computational Finance, Mathematics, Statistics, Physics or related fields, 2+ years experience in financial markets, Comprehensive knowledge in statistical analysis; time series analysis; Markov chain transition models and predictive modeling, Experienced in mathematical package SAS, Matlab or R. Leading the development efforts of new models and diagnostic tools. Performed cluster & regression analysis to generate visual reports for management quarterly meetings. Work best in team environments in a collaborative setting. Provided senior management with the ability to evaluate the FTR positions of EMMT to the industry as well as identify key competitors for further study by designing and implementing an FTR performance analysis tool that calculates the Sharpe ratio. Looking for a job? Financial Analyst Resume (Text Format) Make sure you choose the right resume formatto suit your unique experience and life situation. Evaluated the model use appropriateness in the context of CCAR/DFAST. By understanding and applying their technical skills, they're able to implement algorithmic trading strategies. Highly self-motivated and able to work independently as well as in a team environment.