Assistant Vice President; Quantitative Finance Analyst
Core
Conducting quantitative analytics and modeling projects for specific business units or risk types, including developing new models, analytic processes, and systems approaches.
Role type
Assistant Vice President; Quantitative Finance Analyst
Builds
Quantitative models, analytic processes, and systems for banking and Treasury functions (balance sheet management, liquidity, capital risk, interest rate risk).
Domain
Banking / Quantitative Finance / Risk Management
Deliverable
production ML models
Required skills
quantitative modeling, statistical analysis, predictive modeling, mathematical optimization, data analytics, software application design, modular code development, Linux command line usage
Technologies
R, Python, SQL, Jira, Microsoft Azure, GitHub, Linux
Responsibilities
Apply quantitative models to resolve financial problems; collaborate with lines of business on model requirements; build and maintain models for balance sheet, liquidity, and capital risk; utilize statistical analysis and optimization techniques; develop statistical frameworks for deposit and Net Interest Income forecasts; maintain interest rate risk models for marked-to-market portfolios.
Seniority
Senior, hands-on IC
