Pyramid Consulting Inc.
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Economic Capital Analyst
at Pyramid Consulting Inc.
Job ID: 19-23094
Key Responsibilities and Requirements:
- Be familiar with model methodologies and participates in projects in modifying and redesigning the model
- Assist in model documentation
- Assist in projects in the downstream use of the Economic Capital and
- Work closely with Risk, Finance, Treasury, Accounting in understanding the input, as well as in interpreting the results.
- Advanced Degree. Specify: Master's Degree in Data Science, Mathematics, Statistics, Econometrics, Finance, Operations Research, or equivalent.
- PhD is preferred
- 5+ years of financial model development/coding AND/OR model execution experience
- 3+ years of work experience in using R & SAS (the more experience, the better)
- Quantitative analysis skills
- Working experience in IFRS 9 or CECL
- Working experience in CCAR
- Working experience in using other programming languages
- PhD is preferred
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