Quantitative Analyst
GE Capital - Norwalk, CT

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GE is an equal opportunity employer, offering a great work environment, challenging career opportunities, professional training and competitive compensation.

Analyst supporting Model Governance & Validation Team in the development, communication, and compliance review for model governance related processes and procedures. Support reporting processes and statistical validation & backtesting of all credit risk models. Key support for regulatory & supervisory reviews of model governance and ad hoc regulatory requests. Liaising with adjacent HQ policy teams to promote consistency & complementarity.

Essential Responsibilities
  • Provide independent review and validation of quantitative finance models.
  • Perform reserve adequacy studies.
  • Report on model performance and adequacy results and support regulatory communication on finance models.
  • Provide ad hoc support business unit modeling teams.

    Basic Qualifications:
  • Bachelor’s Degree in Finance, Business, Economics, Statistics.
  • Minimum of 4 year’s experience in relevant Economics, Finance, or physical science.
  • Experienced in handling and assessing large data sets.
  • Experience with statistical model validation.
  • Database and data systems experience.
  • Experience with finance models and financial accounting.
    Eligibility Qualifications:
  • Must submit your application for employment through gecareers.com to be considered (Internals via COS).
  • Must be able to satisfy the requirements of Section 19 of the Federal Deposit Insurance Act.
  • Must be willing to comply with pre-employment screening, including but not limited to drug testing, reference verification, and background check.
  • Legal authorization to work in the U.S. is required. We will not sponsor individuals for employment visas, now or in the future, for this job opening.

    Additional Eligibility Qualifications
    GE will only employ those who are legally authorized to work in the United States for this opening. Any offer of employment is conditioned upon the successful completion of a background investigation and drug screen.

    Desired Characteristics

  • MBA or CAS experience.
  • SAS and or R proficiency.
  • Excellent teamwork and interpersonal skills; collaborative approach with peers and team members.
  • Excellent attention to detail, organizational, presentation and communication skills.
  • Previous role with experience in dealing across multiple GE Capital Business and exposure to multiple GECC financial product.

    Section 19 Job

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    At GE Capital we’re not just bankers, we’re builders. Headquartered in Norwalk Connecticut, GE Capital is one of the...