Quantitative Analysis Intern (Brea, CA) Corporate QUANT03000 Apply with LinkedIn Apply now * * Posted: November 13, 2018 * PartTime * Brea, CA Admin Brea, CA, USA Brea, CA Admin Brea, CA, USA +0 more less Job Details Description This position within PacWest FP&A Quantitative Analytics team will develop DoddFrank Act Stress Testing (DFAST) stress testing models for bank wise portfolio including but not limited to the following activities: RESPONSIBILITIES: * Obtain and conduct QA/QC on all data required for DFAST stress loss model development * Developing and executing primary and benchmark DFAST stress loss models for credit risk and PPNR * Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility) * Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) * Work closely with line of business, finance, accounting, & credit team during modeling * Utilize your quantitative skills to analyze and summarize data, formulate findings, and provide recommendations * Assist others with conducting business research by gathering data, identifying options, and creating nonroutine reports with detailed analyses. * Perform additional duties as required. POSITION REQUIREMENTS: * Proven statistical/mathematical and analytical skills, as normally acquired through the pursuit of a masters or PhD degree in Mathematics, Statistics, Economics, Operations Research, or related field; applicants that have completed doctoral qualifying exams preferred. * Solid oral / written communication skills. * Solid interpersonal skills and the ability to work in a team environment as well as independently * Proficiency in a statistical software package such as R, SAS or Python etc. * Proficiency in Excel and PowerPoint or equivalent substitution. #LIDNP Qualifications Skills Behaviors : Motivations : Education Experience Licenses & Certifications