Senior Quantitative Analyst (Price Optimization and Yield Management)

  • Full-time

Company Description

Financial Services - Commercial Banking

Job Description

Senior Quantitative Analyst (Price Optimization and Yield Management) 

San Ramon





Exp 2-5 years

Deg Bachelors

Relo

Bonus


Job Description


Responsible for analysis of date to ensure integrity and quality, development requirements for granularity, determine history requirements and timelines and mapping rules and documenting the business. Collaborate with business and risk personnel and to deliver data and infrastructure required for regulatory compliance. Manage and analyze large, complex data sets using statistical tools and techniques. 


Position Accountabilities

-Work effectively as a team member with other quantitative analysts at the company, as well as with external consultants.

-Keep abreast with developments in quantitative risk management and industry best practices.

- Work effectively either independently or as part of a team.

- Manage time and resources in a dynamic multi-task environment.

-Perform other duties as assigned.


Qualifications


Qualifications

-Bachelor’s degree in a Quantitative field

-Masters/Advanced degree - Statistics, Economics, Math, Industrial Engineering or Operations Research; PhD preferred

-4 to 6 year’s intensive hands-on experience in quantitative analysis


Field of Experience

-Extensive experience in data exploration, data mining, data transformation and statistical estimation. 

-Advanced knowledge of SAS is preferred.

- Familiarity and hands-on experience developing, testing, and monitoring of the advanced approaches used for forecasting losses at loan-level, such as competing risk hazard/survival and Markov-chain type transition approaches, are a big plus.

-Demonstrated strengths in problem solving, planning and organizing and initiative.

-Highly self-motivated, results oriented and capable of independent and critical thinking and problem solving.

-Strong verbal and written communications skills.


Additional Information

All your information will be kept confidential according to EEO guidelines.

Direct Staffing Inc