SunTrust Banks Statistical Quantitative Analyst in Atlanta, Georgia
Req ID: W465657
Job Description This position is a multi-level position (compensation grades 48 - 50). This versatile market risk model developer role requires expertise in behavioral models used in the mortgage space, capital markets products used in the mortgage industry, and ideally, hands-on experience with machine learning techniques. Position requires significant product knowledge and quantitative skills. Plays a key role in the development and implementation of market risk models and risk analytics tools as a part of Marker Risk Model Development group. Collaborates with internal partners to propose improvements to the existing market risk models in mortgage space and financial instrument pricing methodologies, as needed. Performs quantitative analysis to identify the impact of potential changes in financial markets on model performance and recommends appropriate changes. Conducts comprehensive testing of out-of-the-box vendor models and analytical solutions in mortgage space as well as in Asset-Liability Management. Assist with validation and exam finding resolutions, and communicates with the Bank’s management. Provides financial modeling expertise and support to other market risk modeling areas as needed. Qualifications
•A master's degree in financial mathematics, financial engineering, or mathematical risk management and a •Minimum of three years of experience in the area of market risk model development, validation, or financial instrument pricing (fixed income securities, interest rate, equity or foreign exchange derivatives). •Working knowledge of financial products and their pricing methodologies including trinomial trees, Monte Carlo, and finite difference methods. •Proven experience in the design, implementation and testing of quantitative models. •Strong programing skills (i.e. MatLab, Python, SAS, R). •Practical knowledge of industry approaches and practices to analytical modeling in banking and financial services. •Self-starter, able to work with limited guidance and direction •Ability to communicate clearly and effectively to all levels of the organization •Familiarity with QRM framework and SAS, a plus. 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.
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