Quantitative Analyst

Bank of the West is a financially strong, well-capitalized and prudently managed FDIC-insured bank that customers have entrusted with their money for over 135 years. Through holding company BancWest Corporation, the bank is a subsidiary of BNP Paribas, one of the six highest rated banks in the world.

Responsible for analysis of date to ensure integrity and quality, development requirements for granularity, determine history requirements and timelines and mapping rules, documenting the business, data and function requirements to support the development of PD, LGD and EAD models. Collaborate with business, risk personnel and model development team to deliver data and infrastructure required for regulatory compliance.

* Manage and analyze large, complex data sets using statistical tools and techniques * Developing, testing, implementing, documenting and monitoring statistical and econometrics models. * Conduct econometric and statistical analysis of times series and panel data sets. * Create business value by solving business problems in advanced analytical methodologies. * Working with the implementation team to document requirements and ensure models are accurately implemented in production systems. * Provide analytical and research support for the development and maintenance of assigned models. * Manage administrative and regulatory compliance tasks related to complete model development cycle. * Monitor performance of the models and perform periodic model evaluation analysis. * Generate data extracts and reports for use in statistical analysis. * Work effectively as a team member with other quantitative analysts at the company, as well as with external consultants. * Keep abreast with developments in quantitative risk management and industry best practices in model validation. * Work effectively either independently or as part of a team. * Manage time and resources in a dynamic multi-task environment. * Performs other duties as assigned.

**Required Education or Equivalent Experience** * Bachleor’s Degree Quantitative field required * Master’s/Advanced Degree in Quantitative field or MBA with quantitative focus; PhD preferred **Required Experience** * 3 to 5 years directly related quantitative analytics experience * With an appropriate Masters Degree 1 or more years directly related experience or PhD **Field of Experience** * Strong quantitative skills in such areas as econometrics, statistics, hazard modeling, and time series analysis * Strong knowledge of bank products, processes and business practices * Experience working with large data sets. SAS experience desirable * Familiarity with leading risk management practices and applicable regulatory guidance * Strong quantitative skills in such areas as econometrics, statistics, hazard modeling, and time series analysis