t*********p 发帖数: 44 | 1 https://recruiting.ultipro.com/PAC1009/JobBoard/37e95049-80e2-1
f826b780e4d6/Opportunity/OpportunityDetail?opportunityId=f704b3aa-41a1-4f73-
a726-a331cf574b24
RESPONSIBILITIES:
• Obtain and conduct data analysis required for stress testing model
development
• Developing and executing primary and benchmark DFAST stress loss
models for credit risk and PPNR
• Perform all required tests and measures of developed models (e.g.,
sensitivity, accuracy, volatility)
• Deliver comprehensive model documentation (e.g., Model Approval
Packages, Technical Review Documents)
• Work close with line of business, finance, accounting, & credit team
• Utilize your quantitative skills to analyze and summarize data,
formulate findings, and provide recommendations
• Assist others with conducting business research by gathering data,
identifying options, and creating non-routine reports with detailed analyses
.
• Perform additional duties as required.
POSITION REQUIREMENTS:
• Advanced degree in a quant discipline like Mathematics, Statistics,
Economics, Operations Research, or related field
• 3+ years relevant work experience
• Proficiency in a statistical software package such as R, SAS, SQL or
Python etc.
• Proficiency in Excel and PowerPoint or equivalent substitution.
• Solid oral / written communication skills.
• Solid interpersonal skills and the ability to work in a team
environment as well as independently | R****u 发帖数: 30 | 2 Dear Sir or Madam:
I am interested in the position in your organization.
I’m a SAS Certified Base Programmer (Score 92%), a SAS Certified Advanced
programmer (Score 90%), and my SAS Certified Business Analyst is in Progress
. I have two years of data mining, predictive modeling, and regression
diagnostics experience with SAS Base/SQL/Macro, SQL, SAS Enterprise Guide,
SAS Enterprise Miner, R, and Matlab.
My master degree in Applied Statistics is expected Dec. 2016. I also have a
PhD degree in Mechanical Engineering with solid knowledge of Matrix Algebra,
Partial Differential Equation, and Numerical Methods.
My resume is attached in pdf. Please let me know if you need any more
information from me. Any feedback is appreciated.
Sincerely,
Ziqing (Zack) Yu
[email protected]/* */
Cell: (704) 219-7748 |
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