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GENERAL FUNCTION:
The Sr Quantitative Analyst is responsible for resolution of complex problems or transactions, where expertise is required to interpret against policies, guidelines or processes. Role at this level usually has fullownershipforoneormore processes, reports, procedures or products, and may also be considered analytical or procedural experts representing a unit or team on cross-function process or project deliverables.
Responsible and accountable for risk by openly exchanging ideas and opinions, elevating concerns, and personally following policies and procedures as defined. Accountable for always doing the right thing for customers and colleagues, andensuresthatactions and behaviors drive a
positive customer experience. While operating within the Bank's risk appetite, achieves results by consistently identifying, assessing, managing, monitoring, and reporting risks of all types.
ESSENTIAL DUTIES AND RESPONSIBILITIES:
- Provide quantitative support throughout the Risk or Finance divisions.
- Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital.
- Provide ongoing support to the development and implementation of quantitative and statistical models.
- Developing, maintaining, and back testing models to support respective LOBs.
- Responsibility for ad-hoc reporting requests for quantitative modeling.
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MINIMUM KNOWLEDGE, SKILLS AND ABILITIES REQUIRED:
- Advanced degree in quantitative analytics, economics, statistics, engineering, or a related area.
- Minimum 4-5 years of experience in statistical/econometric modeling and database management.
- Database experience, SAS (including statistical modeling), SQL, VBA, and Python
- Experience with Microsoft office products, such as Word, Excel, PowerPoint and Outlook is necessary.
- Strong verbal and written communication skills.
- Strong analytical skills.
- Ability to present a professional image.
- Ability to work in a team environment.
- Ability to multi-task and to be flexible.
- Prior management experience and evidence of leadership is a plus.
Sr Quantitative Analyst
Total Base Pay Range 94,000.00 - 188,400.00 USD Annual
LOCATION -- Virtual, New York 00000
Fifth Third Bank, National Association is proud to have an engaged and inclusive culture and to promote and ensure equal employment opportunity in all employment decisions regardless of race, color, gender, national origin, religion, age, disability, sexual orientation, gender identity, military status, veteran status or any other legally protected status.