JOE Listings (Job Openings for Economists)
August 1, 2015 - January 31, 2016
Citizens Bank
Position Title/Short Description
Section: Full-Time Nonacademic
Location: Boston, Massachusetts, UNITED STATES
JEL Classification: 00 -- Default: Any Field
Keywords:
Full Text of JOE Listing:
Participate in development and execution of credit Economic Capital methodologies and Stress testing models for the Bank’s lending portfolio. Support the development of sector/industry risk assessment methodologies and quantitative measurement techniques for credit risk exposures and structured products.
Qualifications
• 5 years of experience in financial industry
• Strong understanding of commercial banking and lending products
• Prior experience in loss forecasting both in retail and wholesale portfolios
• Background and knowledge of the Basel rules and regulations
• Understanding of compliance and implications of Basel, FDIC, Federal Reserve regulatory frameworks as well as U.S. and International accounting standards
• Strong knowledge of statistical software packages; previous experience in data mining, demonstrated experience / expertise in problem solving
• Extensive understanding of relational databases and ability to effectively utilize statistical software – SAS, Stata, and R
• Required: Bachelor’s Degree in Economics, Finance, Mathematics and Statistics
• Masters degree preferred.