Are you great at aiding in design, building, implementing, and supporting quantitative models? Do you have interest in forecasting key Pre-provision Net Revenue components for internal forecasting, capital stress testing and CCAR exercises?

We're looking for someone like this to:
• conduct econometric and statistical analysis of times series
• design quantitative models to forecast revenue for various businesses under different macroeconomic scenarios
• maintain a clear documentation trail of approach and process
• ensure consistency across models employed for forecasting and stress testing
• improve model intelligence by liaising with internal and external resources