Job: Economic Capital Analyst

Job Title: Economic Capital Analyst
Job ID: 927494
Location: , WI
Full/Part Time: Full-Time
Regular/Temporary: Regular

Responsibilities:

PRIMARY FUNCTION:
The Economic Capital Analyst will perform data validation, correlation analysis and modeling of various scenarios for stress testing as associated with credit risk, market risk, operational risk, business risk and economic risk in support of U.S. Basel II regulatory compliance of capital adequacy for performance measurement.

Basic Qualifications:

Bachelors Degree (Finance, Economic or Math)
5+ years professional related work experience

Other Information

SPECIFIC DUTIES/ACCOUNTABILITIES: (List in order of importance)
-Data validation with team members and information technology professionals to determine model data integrity.
-Review code documentation for proper model implementation, including the simulation of results.
-Test and confirm model results.
-Document procedures for running the model(s)
-Make recommendations and suggest improvements related to the applicability of the different models assessed in meeting their objectives.
-Responsible for regular production, analysis and reports associated with Economic Capital.
-Other duties assigned as needed.

BASIC QUALIFICATIONS:
Bachelor's Degree (Finance, Economic or Math)
5+ years professional related work experience

ADDITIONAL QUALIFICATIONS:
-Strong background in quantitative financial analysis, sharp problem solving skills and a firm understanding of statistical methodologies
-Excellent quantitative modeling, analytical, research and programming skills
-Related experience in relevant applied modeling techniques.
-Formal modeling experience, a plus.
-Strong communication skills.
-Good project management skills.
-Ability to work independently on multiple tasks and/or projects.
-Knowledge of financial markets and products.
-Prior experience in quantitative measurement and economic forecasting.
-Quantitative Risk Management (QRM) software experience, a plus.