Associate Director - Financial Services Risk Modeling
At Tiger Analytics we are working on some cutting-edge data analytics problems across various domains. We are currently focused on advance analytics in areas such as retail, banking and finance, social media, online advertising, technology, e-commerce, transportation etc.
The position offers a unique opportunity to be part of a small, fast-paced, challenging, and entrepreneurial environment, with a high degree of individual responsibility. Significant opportunities for professional development exist, as we continue to grow.
The growing financial services analytics area seeks self-motivated analysts and statistical modelers with superlative technical skills for a contractual opportunity in the Financial Services Risk Modeling area.
Design, develop and implement models in all required risk and finance processes, including:
- risk reporting and analytics,
- stress testing,
- credit loss forecasting,
- PPNR and
- economic capital
- Qualified candidates must possess a Master’s degree in a quantitative field as well as 7+ years of relevant modeling experience; or a PhD 5+ years of relevant work experience after a PhD
- Minimum of 3 years of credit loss forecasting experience in both building and implementing loss forecast models, including probability of default (PD), Loss Given Default (LGD) and Exposure at Default (EAD)
- Experience in performing stress test (CCAR/DFAST), and exposure to financial services risk management concepts
- Hands-on experience in working with SAS, including using SQL and Macros for data preparation and manipulation
- Knowledge of statistical theory and methods, ability to generate and interpret reports using SAS/STAT and SAS/ETS
- Proficiency with Office applications including Excel/Excel VBA Macros
- Excellent verbal and written communication skills, ability to document and present complex analytical concepts clearly
- Willing to work in flexible hours with virtual team across time zones (Pacific, Eastern and India)
- This role may require travel
Preferred job location is Washington DC Metro Area (Northern VA). Exceptions on work location can be made for outstanding candidates.
Significant career development opportunities exist as the company grows. The position offers a unique opportunity to be part of a small, challenging, and entrepreneurial environment, with a high degree of individual responsibility.