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Posting Date :
11-29-2017
Primary Location :
Atlanta Area, GA US
Work Address :
303 Peachtree Center Avenue
Job ID :
W446212
Schedule :
Full-time
:
Statistical-Quantitative-Analyst
Job Description :
Job Description

Reviews and validates models. Works with more experienced analysts to develop and validate moderately complex models and methodologies.

 

Researches best practices and new technologies.

 

Performs model testing and replication and validation of model methodology.

 

Responsible for the analysis and/or development of quantitative models both financial and non-financial in support of the companys risk management effort.

 

Validates and designs methods and models that assess the market, credit and/or operational risks of new and existing financial products.

 

Consults with practitioners, the academic community, and other financial institution in researching the development of risk management models.

 

Ensures 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.


Qualifications

  • Masters degree in a quantitative field such as Mathematics or Engineering.
  • Demonstrated technical proficiency related to the position, including Probability and Statistics; Finance (time value of money, yield curve).
  • Programming skills (Visual Basic, C++, and/or Java). 

Preferred Requirements: 

  • PhD in a quantitative field such as Mathematics or Engineering.
  • One year work experience in quantitative analysis.

 

 



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 originTo review the EEO Poster, copy and paste the following link into your browser: http://www1.eeoc.gov/employers/upload/eeoc_self_print_poster.pdf http://www.dol.gov/ofccp/regs/compliance/posters/pdf/OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf
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