Advanced Analytics Consultant

Shimento, Inc.
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Shimento Inc.

Position: Advanced Analytics Consultant

Location: Shimento, Inc. at 1350 Hayes Street, Suite B4, Benicia, CA 94510

Job Duties:

Preparation of regulatory Call report, TIC reports on monthly, Quarterly and Annual basis which include FR Y 9C, country exposure report (FIFEC 09/09a), FFIEC 031, 041, 101 & 102 FR Y 15, FR Y 14M/Q/A, , Summary of Deposits etc. To perform quantitative impact analysis on the firm’s RWA under Basel III rules and regulations based on input parameters or infrastructure changes. Ex- Derivatives risk stripe. Preparations of risk management concepts and banks’ balance sheet / P&L statements.

Provide analysis in support of RWA trends and forecast-to-actual variances and providing Credit risk RWA, Market Risk RWA values to external regulatory filing deliverables including the FR Y-14M/Q/A, FR Y-9C, FFIEC 031, 041, 101 & 102. Partner with technology to implement long term automated system on regulatory reporting tools like Axiom SL and which ensures of Data strategy meets requirements, testing/validation of results.

Implementing and performing UAT testing on reporting tools like Axiom SL for FIFEC reports. Providing specialized analysis and developing statistical solutions to support Basel III Accord deliverables, Stress Testing, IFRS 9 and CECL model implementations.

Partner with central teams, divisional management, finance, business heads, and quant strategy to develop, document, maintain, present, and successfully execute divisional models used to project revenue, expense, and balance sheet.

Prepare objective analysis that provides perspective to senior management to support decision-making on key issues related to regulatory capital.

Research, document and support statistical/econometric credit risk models, including probability of default (PD), loss given default (LGD), exposure at default (EAD) and portfolio calculation. Perform and enhance on stochastic economic capital and stress test framework to support the risk management division.

Job Requirements:

Require Bachelor’s Degree or Foreign Equivalent in Commerce, Business Administration, Management or related field. Require five years of experience in job offered, Reporting Analyst, Financial Analyst, Manager, or related. Must have at least 3 years of experience in Axiom SL, Essbase, Financial reporting & Analytics. Require travel/relocation to various unanticipated locations throughout the United States.

Other jobs at Shimento

Senior Front End Developer

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Product Manager

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Please email your resume to info@shimento.com along with a cover letter or brief introduction