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Citi

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State Street Corporation

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AVP, Quantitative Analyst Modeler
Barclays Services Corp. What will you be doing? ??? Build, implement and execute statistical models, supporting Loss Forecasting, specifically building and implementing models for Comprehensive Capital Analysis and Review (CCAR), Current Expected Credit Losses (CECL), and other regulatory and financial programs. ??? Work with large dataset for modeling data preparation. Apply statistical and programming skills in model variable selection, model fitting and model forecasting. ??? Provide supporting analysis for model results. ??? Provide ad hoc analytical support for other uses of CCAR and CECL throughout the Business as Usual (BAU) risk management process, and ad hoc analytical support for strategic business


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