FINANCE-OPERATIONS RESEARCH ANALYST (Morrisville, NC): Produce macroeconomic & market scenarios for use in internal risk controls & Federal Reserve-mandated stress tests as part of the Comprehensive Capital Analysis & Review (CCAR). Review all submissions related to expansion results & statistical tests & present them to senior management. Review materials & minutes for various governance forums & model ongoing monitoring results. Design, test, & automate process flows & controls. Develop scenario expansion models by performing statistical & quantitative analyses using R, including linear regressions, auto regression with distributed lags, goodness-of-fit tests, assumption tests, & in sample/out of sample tests & projections. Perform etc…
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