Quantitative Senior Analyst #193482Citizens Financial Group
Quantitative Senior Analyst sought by CFG (Bridgeport, CT) to serve as key member of Credit Risk Loss Forecasting team, responsible for developing & executing accurate Loss Forecasting models for Consumer Bank. 40 hours/week. Must have Master's in Stats, Math or directly related quantitative discipline. Must possess following experience gained thru industry experience or grad level academic studies: Utilizing relational DB & statistical analysis software such as SAS, SAS SQL, R &/or STATA to extract hi volume & complex data from financial/banking DataMart; developing projection models by implementing advanced data analysis & research: time series analysis, regression analysis (including both genralized linear regression & multivariate regression), categorical analysis, data imputation & ARIMA models, while demonstrating understanding of underlying math principals behind stat methods; undertaking survival analysis, such as building COX proportional hazards regressions; & utilizing advanced stat programming & visualization software & packages, including R & ggplot2/ RColorBrewer/Plotly package, to create complex reports/graphs for illustration of analysis performed.