Senior Quantitative Analyst

Responsibilities

• Provide quantitative support throughout the Risk or Finance divisions
• Implementation, modeling, and validation of quantitative models including PD, LGD, ALM, CCAR, QRM, MRM and Economic Capital
• Provide ongoing support to the development and implementation of quantitative and statistical models
• Developing, maintaining, and back testing models to support respective LOBs
• Responsibility for ad-hoc reporting requests for quantitative modeling

Requirements

• Advanced degree in quantitative analytics, economics, statistics, engineering, or a related area
• Minimum 4-5 years of experience in statistical/econometric modeling and database management
• Database experience, SAS (including statistical modeling), SQL, VBA, and Business Objects
• Experience with Microsoft office products, such as Word, Excel, PowerPoint and Outlook
• Strong verbal and written communication skills
• Strong analytical skills

About the Company

Fifth Third is a bank that's as long on innovation as it is on history. Since 1858, we've been helping individuals, families, businesses and communities grow through smart financial services that improve lives.