Description
Model Development Officer Internship Program Location(s): Comerica Bank Headquarters, Dallas TX The Enterprise Risk Quantitative Analytics Graduate-Level College Intern will learn quantitative and financial model development. Position Responsibilities Support quantitative and financial model development activities including data manipulation, model building and documentation. Multiple projects may be assigned. Some projects can be geared towards financial data manipulation while others may be more related to model development and documentation. Enhance and develop communication and problem solving skills. Additional responsibilities as assigned by Enterprise Risk Management. Stress Testing and CELC Loss Forecasting PPNR and Market Risk Modeling Position Competencies Successful incumbents possess intellectual horsepower, time management skills, written communication skills, have process management skills and the ability to prioritize. Qualifications Graduate students (MS or PhD) in the areas of Mathematics, Statistics, Economics, Finance or Engineering Strong analytical and problem-solving skills Background in standard statistical and econometrics regression theories such as: OLS (including weighed least square), time series (autoregression and ARIMA), logistic, survival and ML techniques Prefer some experience building quantitative models, exposure to banking or financial models Experience using SAS, STATA, Python, R software or equivalent software programs Excellent interpersonal skills This internship is scheduled for April - mid-December. Travel Travel is not required of this position. Relocation Relocation is not available for this position. Comerica Bank Tower Monday- Friday 8AM-5PM %387008% %%admin%%
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