We are looking to fill a quantitative analyst position in Model Risk Management Department of BB&T. I am wondering if you could recommend some candidates (both PhDs and masters) in the stat department who are on the job market and might be interested in working in banking industry. This position provides H1B sponsorship.
We prefer candidates who have a strong econometric and statistical background, as well its applications on risk management. More specifically, an ideal candidate should have solid foundation on one or more of the following modeling skills: logistic regression (including multinomial logit and probit regression), survival analysis, panel data (longitudinal analysis), time series econometrics (ARIMA, dynamic regression with ARIMA errors, etc.).
High level of programming proficiency in SAS (SAS Macro and SQL) and R is necessary. Candidates should have thorough knowledge of how to implement the above models based on economic and business content in either SAS or R.
If any candidates are interested, please let them know that they could send their resume to my email (zmai@ncsu.edu) directly.
Thank you.
Milton Ziyi Mai