SunTrust Banks Statistical Quantitative Analyst in Atlanta, Georgia

Req ID: W453830

Job Description

The position is for a senior level analyst/modeler with experience in credit risk modeling and familiarity with credit bureau data. The position is responsible for the analysis and/or development of quantitative models both financial and non-financial in support of the company’s risk management effort. Validates and designs methods and models that assess the market, credit and/or operational risks of new and existing financial products. Consult with practitioners, the academic community, and other financial institution in researching the development of risk management models. Ensure that risks inherent in model development and usage are properly identified and managed. Reviews and updates model documentation (methodology guide, user guide, policy documents, etc.). Ensures the Bank's model risk management efforts meet industry best practices and regulatory requirements. Develops and analyzes quantitative models. Researches best practices and new technologies. Performs complex analysis and draws conclusions. May oversee or assist less experienced analysts. Qualifications

  • Two years of work experience in quantitative analysis.
  • Have strong quantitative, finance, and statistical background, including extensive background in use of software to support quantitative analysis.
  • Demonstrated a high level of technical knowledge and may have developed expertise in specialty areas.
  • Master degree in a quantitative field such as Mathematics or Engineering.
  • Demonstrate technical proficiency related to the position, including Probability and Statistics; Finance (time value of money, yield curve); Programming skills (SAS, Visual Basic, C++, and/or Java). Preferred Requirements:

  • Masters/PHD degree in a quantitative field such as Mathematics, Statistics, Econometrics, Actuarial Science, or Engineering.

  • Programming skills (SAS, Matlab, Visual basic).
  • Demonstrated mastery of quantitative modeling requirements for non-parametric type of models.
  • 4+ year experience in building Basel compliant models and involved in the entire life-cycle of building models.
  • Basic understanding of financial statements. Equal Opportunity Employer: SunTrust supports a diverse workforce and is a Drug Testing and Equal Opportunity Employer. SunTrust does not discriminate against individuals on the basis of race, creed, color, gender, religion, national origin, age, disability, veteran status, pregnancy, marital status, citizenship status, sexual orientation, gender identity, genetic information, or any other classification protected by applicable laws.

To review the EEO Poster, copy and paste the following link into your browser: http://www1.eeoc.gov/employers/upload/eeocselfprintposter.pdf http://www.dol.gov/ofccp/regs/compliance/posters/pdf/OFCCPEEOSupplementFinalJRFQA_508c.pdf

© 2017 SunTrust Banks, Inc. All rights reserved.

SunTrust is federally registered service marks of SunTrust Banks, Inc.