Sr. Quantitative Finance Analyst
Core
Conduct quantitative analytics and complex modeling projects for specific business units or risk types, leading the development of new models, analytic processes, or system approaches.
Role type
Senior IC quantitative finance analyst (risk modeling)
Builds
Next generation risk and capital models, analytic processes, and system approaches
Domain
Banking, Financial Risk Management, Capital Management
Deliverable
production ML models | product features
Required skills
Statistics, Probability Theory, Econometrics, Financial Mathematics, SQL, Python, VBA, Latex, Technical Writing
Preferred skills
Financial risk modelling, Capital modelling, loss forecasting, Regulatory guidelines knowledge (CCAR, CECL, DFAST, ICAAP)
Technologies
SQL, Python, VBA, Latex
Responsibilities
Perform end-to-end market risk stress testing including scenario design, implementation, and analysis; Lead planning for quantitative work priorities; Identify continuous improvements through reviews of model development and validation; Maintain oversight of model development and model risk management; Provide methodological and technical guidance to challenge strategic direction; Collaborate with stakeholders to collect requirements and build modelling solutions; Produce clear technical documentation for internal and regulatory purposes.
Seniority
Senior, hands-on IC with leadership