Financial Modelers Work Values

Daily Duties at Financial Modelers:

Independently developed Financial models and developed frameworks for computing risk metrics for commercial banks, retail banks and asset managers. - Designed a modeling framework to compute Incremental Risk Charge for Financial Institutions and an EXCEL/VBA Model to compute IRC for bonds. The prototype was showcased to a local bank for validation. The model is novel in using Monte Carlo simulation using reduced form credit term structure and using Merton's model to capture the incremental risk charge for banks owing to default risk, migration risk and credit spread risk. - Developed an application to stress test Financial Institutions for credit and interest rate risk in VB.Presented the stress testing model prototype using the financials of a TIER I Bank in the US . Holistically stress tests the balance sheet and off balance sheet to compute metrics in the areas of capital adequacy, asset quality, profitability and Risk Weighted Assets. - Developed a statistical model to forecast loan losses using macroeconomic data for depository institutions. Developed a Loan Loss Provisioning simulation model using the incurred loss, expected loss and dynamic provisioning methodologies. Drafted a white paper on “Loan Loss Provisioning - Methodologies Current and Proposed”. - Developed a Deposit Pricing and Promotion Tracking Application for Retail Banks. The application entails analyses such as vintage analysis, tracking metrics on Promotion drive, New Money Optimization, Index based pricing, fundamental analysis amongst others. This is a direct application of how promotions are run in a typical commercial or retail bank for deposits. Introduces crystallizing cannibalization into all analyses which is usually assumed in most cases based on past experience. - Showcased a data model and computation of Risk adjusted pricing and Risk adjusted performance measures (RAROC) to a Leasing Company.

What they like about Financial Modelers:

You highly value a work environment built on a formal structure, rules, and regulations. You do not enjoy the unpredictability of shifting priorities and deadlines that upset your routine. You require and enjoy direction, input and accountability as part of your work environment. You have a strong need to participate in making key decisions and feel left out if your superiors or co-workers do not seek your input when making decisions. You thrive on providing good customer service to both internal or external customers, and doing so makes you feel good.

Tags

Asset Liability Management, Counterparty Credit Risk, BASEL III, Liquidity Risk Management, Incremental Risk Charge, Funds Transfer Pricing, Credit Value Adjustment, Credit Risk Modeling, Interest Rate Risk Management, Market Risk Management, SQL, ACCESS, VBA

Skills

Detail Oriented, Financial Forecasting, Budgeting, Forecasting, Variance Analysis, Financial Accounting, Statistical, Report Writing, Presentation, Ecommerce Strategy and digital marketing channels optimization - SEO, SEM, email, affiliates - for high-profile accounts.

These are some of the questions we asked our climbers about their experiences with Financial Modelers: