Develop and implement credit rating scorecards. Conduct research, data, econometric and statistical analysis to support selection of credit rating scorecard factors. Provide business analysis support in connection with the documentation, development and maintenance of customized financial modeling tools and applications supporting the credit ratings process. Work closely with IT and scorecard users to implement scorecards.
The Quantitative Analyst will work with rating analysts, credit officers, development teams and IT to design, develop, test and implement new and existing credit rating scorecards and research latest scorecard building techniques and methods to validate scorecards. The analyst will gather, develop and document business and functional requirements. This includes development of workflow and functional use cases, User Acceptance Testing and project management, including utilizing MS Toolsets and Visio, Word, PowerPoint and Excel for business process design and workflow modeling, use case/requirements documentation, presentations, and data analysis. The Quantitative Analyst will be expected to be able to analyze corporate balance sheets, prepare statistical correlation reports and other applied data analysis to support selection of scorecard factors supported by data or financial economic theory. The analyst will also build financial models and prototypes using VBA and SQL, developing financial reporting and conducting financial statement analysis. In addition, the analyst will be expected to address technical questions and issues from scorecard users.
Requirements: Master’s degree in Finance, Economics or related field. 2-3 years of experience as Business Analyst, Financial Analyst or related occupation. A good understanding of corporate balance sheets and financial reporting. Demonstrated experience with Excel, VBA and SQL is required for this role. Proven experience building and validating rating scorecards is essential, ideally acquired through work at rating agency. Experience with econometric modeling such as Stata or equivalent programs. Ability to work independently and manage larger projects.
Experience must include: development, testing and implementation of credit rating scorecards. Financial analysis and research on latest rating scorecard development techniques. Gathering, developing and documenting business and functional requirements; developing workflow, functional use cases and UAT, and project management; development of financial reporting and financial statement analysis; liaising with different lines of business, IT development and QA teams; supporting project implementation for custom applications using industry standard toolsets; developing SQL and data models; utilizing MS Toolsets, including Visio, Word, PowerPoint, VBA and Excel for business process design and workflow modeling, use case/requirements documentation, presentations, and data analysis.
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