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Sr. Quantitative Analyst

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The Judge Group

2021-12-03 08:53:09

Job location Aaronsburg, Pennsylvania, United States

Job type: fulltime

Job industry: Banking & Financial Services

Job description

Location: Pennsbury, PA
Description: Our client is currently seeking a Sr. Quantitative Analyst

We are looking for a Senior Quantitative Analyst, for developing quantitative models focusing on servicing, forecasting, and portfolio analysis for auto lending portfolio management, financial planning, and operational analysis. This role will work with the quantitative analysis and forecasting team to provide analytical support for leadership decision making. The primary function will be to develop servicing and forecasting models for auto lending management, financial planning, and operational analysis.

This job will have the following responsibilities:

  • Develop annual, quarterly, monthly forecasting models for credit loss, delinquency, and origination
  • Develop servicing models for customer behavior, dialer strategy, deferment, and collection strategy
  • Maintain, optimize, analyze, and deliver forecasts
  • Identify and report issues and needs in forecasting
  • Monitor portfolio performance and detect business trends, support portfolio management with data-driven recommendations
  • Support loss provision and budget planning
  • Create and organize the documentation of model build, validation, test, and performance monitoring
  • Serve as the subject matter expert on forecasting and work closely with cross-functional teams
  • Work with other teams such as IT to define the requirements and procedures of model implementation
  • Mentor junior analysts
  • Other duties and projects as requested

Qualifications & Requirements:
  • Proficient in quantitative modeling methods, understand the capabilities, assumptions, and limits
  • Ability to develop quantitative models under minimum supervision
  • Ability to prepare and analyze large complex datasets for model development
  • Understandings of corporate financial planning a plus
  • Strongly detail oriented
  • Strong written and verbal communication skills
  • Ability to effectively communicate complex technical concepts
  • Ability to effectively collaborate with other team members
  • Ability to work in a fast-paced work environment and meet tight deadlines
  • Highly proficient in SAS or R
  • Highly proficient in SQL
  • Highly proficient in MS-Office (Excel, PowerPoint, Word) and making Excel Pivot tables
  • Master's Degree or higher in Statistics, Mathematics, Engineering, Finance, Economics, or other related quantitative fields required, Ph.D. preferred
  • A Minimum of 4 years' hands-on experience in developing quantitative models and portfolio analysis Experience in auto or consumer finance preferred

Contact:
This job and many more are available through The Judge Group. Find us on the web at

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