Quantitative Finance Analyst
Core
Develops wholesale credit risk models, performs stress testing, and executes quantitative analytics to support risk management and capital measurement.
Role type
Quantitative Finance Analyst (Risk Modeling)
Builds
Wholesale credit risk models, loss forecasting, commercial scorecards, behavioral score, and regulatory capital models
Domain
Banking / Financial Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Statistical modeling, Machine Learning, Python, SQL, Data visualization, Applied statistics, Business analysis
Preferred skills
NLP, Deep Learning, NoSQL, Distributed computing, C/C++, SAS, R, MATLAB
Technologies
Python (scikit-learn, pandas, numpy), SQL, SAS, R, MATLAB, C/C++, Tableau, Power BI, NoSQL
Responsibilities
Develop wholesale credit risk models and regulatory capital models; Perform end-to-end market risk stress testing and scenario analysis; Execute in-depth analysis of wholesale credit performance and financial data; Prepare technical documentation and white papers for models; Interact with model risk management to address concerns and remediate findings; Support post-implementation monitoring and stakeholder communication.
Seniority
Mid-level, hands-on IC