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Quantitative Data Analyst
JN -092017-7091

We are currently looking for a Quantitative Analyst for a prestigious Financial Institution in Jacksonville, FL. The Quantitative Analyst will work in the Financial Risk team and assist the Financial Risk Manager in carrying out the broader Finance department mission.
The right Quantitative Analyst will have specific knowledge of balancing risk and their corresponding returns through: Identifying, Monitoring, Managing, and Communicating these risks as it attains to treasury and ALM (Asset Liability Management). The right candidate will have knowledge of ALM model, credit risk model, fund transfer model, economic capital model and secondary models in support of integrated financial risk management.

The Quantitative Analyst will support the FRM (Financial Risk Management) function, with a focus on Credit Risk and Quantitative Analysis, at the direction of the Financial Risk Manager.

Job Duties:

  • Performs and enhances Credit Risk & Economic Capital modeling including default analysis, statistical modeling, risk aggregation and correlation, as well as stress-testing.
    Non-performing & loss trends and drivers, concentration risk and limit development
  • Build and maintain credit risk models using statistical tools/approaches, including logistic regression, to support credit risk model parameters and scorecard. This includes development of PD (Probability of Default), LGD (Loss Given Default) and default correlations
  • Build and Support the Current and Expected Credit Loss (CECL) regulatory requirement by leveraging and maintaining the credit risk models
  • Build and maintain the economic capital model including quantification and aggregation of risk types and drivers. This includes developing underlying models to estimate economic capital measures such as VaR and Expected
  • Assist and support Balance Sheet Management strategies.
  • Support analysis and models for: Balance sheet management, Special Projects, Funds-Transfer Pricing, and recommending solutions based on client’s needs.
  • Strong quantitative analytical skills, with proven ability to process large datasets into meaningful information, identify patterns, problems and/or analyze opportunities.
  • Strong working knowledge of statistical analysis (Regressions, Hypothesis testing).
  • Strong working knowledge of Data Analysis programming languages such as SQL, VBA, Python.
  • Very strong knowledge of analytical and statistical tools such as SPSS, R, Matlab, or SAS.
  • Strong analytical capabilities with knowledge of accounting/financial reporting and financial modeling are essential.
  • Knowledge of product and organizational profitability in conjunction with Funds Transfer Pricing (FTP), with working knowledge of profitability software such as IBM TMI, SAS or others.
  • Strong knowledge and understanding of regulatory compliance requirements surrounding DFAST (Dodd Frank Act Stress Test), BASEL, CCAR (Comprehensive Capital Analysis and Review) and other stress testing.
  • Working knowledge of YieldBook and Bloomberg, with a good understanding of Fixed Income markets.
  • Preferred-: knowledge of ALM software such as ZMdesk or. QRM or FiServ (Sendero).
  • Bachelor's degree in Finance, Economics, Engineering, Statistics or related area, an MBA or or Master's Degree in a Quantitative or finance discipline is a plus
  • Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) designation is a plus
Please Send resumes to Suresh at or apply directly and see a complete list of jobs at

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