Quantitative Analytics Senior Resume Sample
Sarai Langworth
7888 Mauricio Brooks,
Dallas,
TX
+1 (555) 469 2634
Work Experience
Quantitative Analytics Senior
02/2017
-
PRESENT
New York, NY
- Support the group’s mortgage quantitative research initiatives and utilize economic capital models to assess asset-specific and portfolio risk
- Support maintenance of group’s models per established corporate and department model governance policies and procedures
- Develop documentation of department’s models and procedures
- Writing and updating model documentation by working with models’ users and other stakeholders
- Understanding Freddie Mac’s internal Counterparty rating philosophy and methodological choices
- Manage the risk management process for the Dodd Frank Act Stress Testing (DFAST) process including the process design, implementation, corporate policy and divisional procedure update
- Supporting the development of risk appetite framework for the company
- Develop and assess model applications, analysis and interpretation of model output and other research related to the credit loss forecast
- Research and analyze key drivers related to credit loss forecast. Manage and execute existing data preparation processes
Quantitative Analytics Senior A
09/2011
-
11/2016
San Francisco, CA
- Independently determine and develop innovative, thorough and practicable resolutions to an extensive range of complicated problems
- Assess model risks by performing detailed model or model application validation reviews, evaluating performance thresholds, researching model approaches, creating alternative models and other means
- MS in Computer Science, Computer Engineering, Quantitative Finance, Financial Engineering or a directly related quantitative field with at least 3 years of related post-graduate work experience in quantitative finance or programming
- Experience in development, coding, and testing of models or related applications
- Experience with one or more of C++, Java, Python, Unix, git, R
- Use techniques from statistics, machine learning, and other data sciences to estimate predictive models from numeric, categorical, textual, graphic, and other data features
- Provide modeling and analytical assistance to a line of business or product area, functioning as day-to-day technical expert
- Evaluate and manage risks associated with the company's models including collateral valuation and others
- Training in and/or experience programming in SAS and either R or Python
Education
Hollins University
2006 - 2011
Master's Degree in Economics
Professional Skills
- Evaluates how effectively model controls are designed and operating and use this information to test the process, document work papers, make recommendations for improvements, and draft reports detailing the team’s conclusions
- Strong statistical/econometric modeling skills
- Strong programming skills in Matlab, SAS, and R
- Strong programming skills in SQL, SAS, R, and/or Matlab
- Strong modeling and analytics skills
- Strong programming skills in statistical software such as SAS, MatLab and R
- Strong programming skills in SAS and R or Matlab
How to write Quantitative Analytics Senior Resume
Quantitative Analytics Senior role is responsible for programming, modeling, matlab, languages, sas, analysis, credit, research, software, presentation.
To write great resume for quantitative analytics senior job, your resume must include:
- Your contact information
- Work experience
- Education
- Skill listing
Contact Information For Quantitative Analytics Senior Resume
The section contact information is important in your quantitative analytics senior resume. The recruiter has to be able to contact you ASAP if they like to offer you the job. This is why you need to provide your:
- First and last name
- Telephone number
Work Experience in Your Quantitative Analytics Senior Resume
The section work experience is an essential part of your quantitative analytics senior resume. It’s the one thing the recruiter really cares about and pays the most attention to.
This section, however, is not just a list of your previous quantitative analytics senior responsibilities. It's meant to present you as a wholesome candidate by showcasing your relevant accomplishments and should be tailored specifically to the particular quantitative analytics senior position you're applying to.
The work experience section should be the detailed summary of your latest 3 or 4 positions.
Representative Quantitative Analytics Senior resume experience can include:
- Advanced statistical programming skills (Matlab, Mathematica, SAS or related languages)
- Creating model documentation, validation and testing of production models in support of independent model reviews required for implementation
- Training in and/or experience in image processing
- At least one year of post-graduate experience in model development including logistic regression
- Demonstrated application to fixed income security analytics, risk metrics, or economic capital problems
- Developing and Presenting analytic and modeling results to business managers in support of business strategy and objectives
Education on a Quantitative Analytics Senior Resume
Make sure to make education a priority on your quantitative analytics senior resume. If you’ve been working for a few years and have a few solid positions to show, put your education after your quantitative analytics senior experience. For example, if you have a Ph.D in Neuroscience and a Master's in the same sphere, just list your Ph.D. Besides the doctorate, Master’s degrees go next, followed by Bachelor’s and finally, Associate’s degree.
Additional details to include:
- School you graduated from
- Major/ minor
- Year of graduation
- Location of school
These are the four additional pieces of information you should mention when listing your education on your resume.
Professional Skills in Quantitative Analytics Senior Resume
When listing skills on your quantitative analytics senior resume, remember always to be honest about your level of ability. Include the Skills section after experience.
Present the most important skills in your resume, there's a list of typical quantitative analytics senior skills:
- Strong programming skills in SAS, R or other statistical packages
- Demonstrated quantitative, empirical analysis and research skills
- Programming skills in one or more of SAS, R, C, C++, Python, MATLAB or related languages
- Experience developing and/or validating models used in the real estate industry
- Create presentation materials and documentation to effectively communicate quantitative findings and fair lending implications
- Partnership – Build trust and strong partnerships within the team and with model owners and end users; a good team player
List of Typical Experience For a Quantitative Analytics Senior Resume
1
Experience For Quantitative Analytics Senior A Resume
- Programming skills in one or more of MATLAB, VBA, Python, C/C++ or related languages
- Demonstrated knowledge of financial valuation models and quantitative risk management
- Typically has 5-7+ years of professional experience
- Supporting the development of the Corporate risk appetite framework
- Work under limited direction, independently determining and developing approaches to solutions
- Perform ad-hoc analysis involving new models, model changes, model performance, the Retained portfolio and data sources used for model estimation and testing
2
Experience For Quantitative Analytics Senior Resume
- Assist with drafting of model documentation including developer and user guides, change management memos and data dictionaries
- Conduct development and testing of machine learning and data visualization initiatives
- PhD in Economics, Finance, Statistics, Engineering, or a directly related quantitative field or MS with at least 3 years of related post-graduate work experience
- Familiar with logistic regressions, regularized estimation, machine learning, and other modern econometric/statistics estimation techniques
- Support Affordable Lending Analytics and Research through data preparation, complex data and statistical analysis, and model output assessment to support business strategies and objectives
- Provide innovative, thorough and practical solutions to an extensive range of demanding and complicated business problems
- Research the underserved market to support our community mission, presenting results to both technical and non-technical audiences
- Lead in the development of model project plans, business requirements and business cases by assisting model users and owners
3
Experience For Quantitative Analytics Senior A Resume
- Assist in the development and testing of models and model changes
- Documents audit work papers, conducts fieldwork, and supports the Supervisor, Manager, or Director in drafting audit and advisory reports
- Development of new and improved models related to housing markets, house prices, and forecasts
- Development of new models for SF Counterparty Credit Risk Management (PD and LGD modeling)
- Evaluation and management of risks associated with the company’s models including collateral valuation and others
- Support market and lender outreach research and analytics, including new pilots, program, and segment strategies to better target borrowers
4
Experience For Quantitative Analytics Senior Resume
- Collaborate with other areas of the company to create deliberate affordable and access to credit strategies
- Manage the 1st Line of Defense review of model documentation and ongoing model monitoring reports for accuracy, completeness and compliance with associated policy, standards and procedures
- Assist in on‐going model monitoring meetings and facilitate annual model reviews
- Interact with I&CM model owners and users, Enterprise Model Risk, Financial Engineering, Risk & Controls, and Internal Audit to facilitate the resolution of model risk issues
- Assist in new models and model changes through the change management process and associated tools such as MRT
5
Experience For Quantitative Analytics Senior A Resume
- Perform impact analysis (to the Retained portfolio) of model changes, on-top adjustments, forecast updates and methodological/operational changes
- Executes a risk-based approach to evaluate the design and operating effectiveness of the company’s first and second line model risk management, controls, model governance and data governance programs
- Evaluates the quality of management’s model development testing, implementation, validation and ongoing monitoring of model performance
- Executes audits, audit finding follow-up activities, or advisory projects
- Evaluates management’s compliance with model policies, standards, and model development procedures
- Works with a team of quants, economists, data analysts and external consultants to execute audit programs and to document work papers and reports consistent with industry practices
6
Experience For Quantitative Analytics Senior Resume
- Collaboration with mortgage experts and development of new generation of mortgage business analytics applications for Loan Advisor Suite (LAS)
- Work with the I&CM model owners whose models are leveraged in the estimation of economic capital
- Work with the I&CM Financial Engineering team to ensure successful implementation of economic capital models in valuation tools used by portfolio managers and other economic capital model users
- Collaborate with the 1st line Model Governance team in I&CM to ensure that economic capital models adhere to Freddie Mac’s model governance standards. Most important, work with the 1st line Model Quality Assurance team to develop an effective challenge to all proposed economic capital models
- Leveraging quantitative abilities – both statistical analytics and machine learning techniques– to provide analytical support to the multifamily mortgage business
- MS in Economics, Statistics, or a directly related quantitative field and at least one year of previous data analysis related work or internships, in addition to significant coursework and research in quantitative fields OR BS with at least 5 years of related post-graduate work experience
7
Experience For Quantitative Analytics Senior A Resume
- Familiar with statistical models and economic data analysis
- Typically has a Master’s with 3 years of experience or PhD in in economics, statistics, data science, mathematics, finance, computer science or related quantitative discipline
- Use methods from computer science and numerical analysis for solving quantitative problems
- Use techniques from statistics and machine learning to build data quality controls for predictive models on numeric, categorical, textual, geographic, and other features
- Support presenting research results to both technical and non-technical audiences
- Support writing model documentation and research reports
8
Experience For Quantitative Analytics Senior Resume
- Research and analyze key drivers related to scenario analyses
- Work on presentation for senior management and the Board
- Drive for Execution
- CFA or FRM
List of Typical Skills For a Quantitative Analytics Senior Resume
1
Skills For Quantitative Analytics Senior A Resume
- Training and/or experience in image processing
- Experience with mortgage industry, particularly credit scoring and Loan Loss Reserve modeling
- Experience with competing-risk hazard models and familiarity with auction pricing models
- Experience in fair lending analytics and modeling
- Experience analyzing and assessing data and data quality
- Programming experience in at least 2 languages - R, Python, Spark, Java for data processing and analysis
- Previous experience with programming of financial models
- Experience with and/or training in algorithmic design and implementation
2
Skills For Quantitative Analytics Senior Resume
- Experience with mortgage industry
- Experience with mortgage or mortgage-backed securities analytics
- Experience with mortgage or consumer credit risk models, data, and processes
- Experience with two or more of C/C++, Java, Python, R, SAS, SQL, Unix/Linux, GIT
- Experience with Python—especially the Python data science stack
- Experience in mortgage industry is desired
- Assisting, when necessary, in the drafting of model documentation including developer and user guides, change management memos and data dictionaries
- Presenting ongoing monitoring and analysis at meetings of model community
- Providing modeling and analytical support to a line of business or product area, functioning as the day-to-day technical expert
3
Skills For Quantitative Analytics Senior A Resume
- Working knowledge on mortgage servicing and insurance industry
- Providing innovative, thorough and practical solutions to an extensive range of demanding and complicated business problems
- Developing new and improved models related to housing markets, house prices, and forecasts
- Communicating modeling approaches and implementation process to business managers and risk manager
- Understanding of fixed income models, markets, and data
- Understanding of mortgage and interest rate derivative models and markets
- Programming in SAS and SQL or in R, Python or Matlab
4
Skills For Quantitative Analytics Senior Resume
- Working with large datasets
- Reporting and data visualization tools such as Tableau
- Using Hadoop or related technologies (Spark, Hive, etc.)
- Working with prepayment, default, interest rate and HPA models
- Developing analytical methods and models that assess the credit risk and borrower behavior for Single Family mortgages
5
Skills For Quantitative Analytics Senior A Resume
- Evaluate and recommend data science techniques and tools for answering business questions and solving business problems
- Conduct independent research on factors driving housing and mortgage market behavior at the micro (individual or household) and macro level
- Support development of analytic models that can include sensitivity analyses, stress testing, value-at-risk, scenario testing, and Monte Carlo simulations
- Assist the modeling area and business users to achieve sound understanding of corporate model risk policy and standards, and related divisional procedures
- Oversee the design, execution and analysis of qualitative and quantitative research from inception through reporting/presentation of findings
6
Skills For Quantitative Analytics Senior Resume
- Development of computing models that apply sophisticated analytical techniques
- Familiarity with a range of machine learning techniques and capabilities
- Knowledge of data science/machine learning techniques
- Analyze and synthesize data from multiple sources such as code, testing, documentation, meetings, and reports to arrive at conclusions
- Deep curiosity to learn about new things with critical thinking
- Create sophisticated, value-added, analytic systems that support trading decisions, investment decisions and research activities
- PhD in a quantitative field such as Computational Finance, Physics, Mathematics, Statistics or Engineering or a directly related quantitative field
- Stay abreast of trends in data science
- Growth and Development – Know or learn what is needed to successfully deliver results
7
Skills For Quantitative Analytics Senior A Resume
- Conduct analysis and forecast trends in the residential mortgage market for senior management and policy makers
- Extract and analyze raw data and statistical model output to draw conclusions and make actionable recommendations
- Experience in processing large volumes and variety of data (Structured and unstructured data, writing code for parallel processing, XMLS, JSONs, PDFs)
- Experience modeling with modern econometric/statistics estimation techniques including machine learning and empirical Bayesian techniques
- Programming experience in at least 2 - R, Python, Spark, Java for data processing and analysis
- Good communication, interpersonal and leadership
- PhD in Statistics, Economics, or directly related quantitative field
- MS in Computer Science, Computer Engineering, Quantitative Finance, Financial Engineering, Statistics, Data Science, or a related field with 3-5 years of related work experience in quantitative finance, software development, or data analysis
8
Skills For Quantitative Analytics Senior Resume
- Develop mutually beneficial relationships inside and outside of the department
- Partnership & Customer Focus
- Leverage historical data and statistical techniques to develop and/or enhance models that quantify market risk capital
- Maintain relevant models per established corporate model governance policies
- Study external risk research and industry practices and make design and implementation recommendations as appropriate
- Manage regular operational execution for acquisition and integration of data for modeling needs, conducting, analyzing and interpreting output of models or analytic applications
- Assisting, when necessary, in the development and testing of models and model changes
- Development and testing of machine learning and data visualization initiatives
9
Skills For Quantitative Analytics Senior A Resume
- Position has no management responsibilities
- PhD in Finance or directly related quantitative field OR MS in Finance, Financial Engineering, Quantitative Finance or directly related quantitative field with at least 3 years of related post-graduate work experience in quantitative finance or risk management
- PhD in applied mathematics, economics, statistics, computer science, finance or related quantitative discipline and demonstrated knowledge of economic and/or financial modeling,
- PhD in Economics, Statistics, Applied Mathematics, Physics or a directly related quantitative field or Masters in Economics, Statistics, Applied Mathematics, Physics or a directly related quantitative field with at least five years of related post-graduate modeling work experience
- Conduct modeling and analytical projects, in support Freddie Mac’s legal department’s fair lending activities, under the supervision of the Fair Lending Analytics Director
- Working under limited direction, evaluate fair lending objectives on individual projects, and propose appropriate methods, techniques, and evaluation criteria for obtaining results
- Quantitative, analytical, and organizational skills
- Demonstrated experience with Microsoft Office and Web tools (Word, Excel, PowerPoint, Visio, SharePoint)
- Experience communicating quantitative results to business partners
10
Skills For Quantitative Analytics Senior Resume
- Excellent understanding of regulatory market and credit risk capital measurement approaches
- Demonstrated knowledge of applied probability and one or more of valuation models, term structure models, and economic capital models
- Experience with statistical packages and programming languages such as R, Python, SQL, SAS or Matlab
- Independent validation of model and model-related code, data and processes
- Developing analytical approaches that measure credit risk and market risk in multifamily debt investments and commercial mortgage products
- Partnering with the multifamily portfolio managers on improving financial valuation tools
- Presentation of output to key stakeholders
- Familiarity with business applications of models
- OR MS/MFE in Financial Engineering, Quantitative Finance, Statistics or a directly related quantitative field with at least 3 years of related post-graduate work experience in quantitative finance or quantitative risk management
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