General Electric Capital Corporation

Position Title/Short Description

Full Text of JOE Listing:

Role Summary:
The Quantitative Analyst acts as a primary contributor to the development, management and continuous enhancement of GECC’s quantitative risk methodologies. In this role, the analyst will interact extensively with peers within a large quantitative methodologies team (100+ quants), as well GECC’s business units globally, and GE’s Global Research Center.

Responsibilities:
• Participate in development of models used for regulatory stress tests, regulatory capital, and economic capital
• Model development focus is on Commercial Probability of Default, Loss Given Default, and Exposure forecasts, but roles also exist in Valuation, Market Risk, and Pre-Provision Net Revenue modeling
• Maintain expertise on latest developments in risk methodologies from academia, regulatory bodies, and industry

Qualifications:
• Ph.D. in a quantitative discipline (e.g. Economics, Finance, Statistics, ...)
• Excellent written/oral communication skills, with ability to write technical documents
• Advanced programming skills (e.g., SAS, R, Matlab, C++, python, SQL, VBA, ...)
• Knowledge of relevant regulatory requirements and expectations, including Basel/CCAR frameworks
• Proficiency in managing and analyzing large data sets