Sr. Quantitative Finance Analyst
Core
Conduct quantitative analytics and complex modeling projects for specific business units or risk types, including market risk stress testing and fraud prevention model validation.
Role type
Senior quantitative finance analyst (model validation & risk analytics)
Builds
Risk models, stress testing scenarios, and validation reports for fraud detection and market risk.
Domain
Financial services / Risk management / Quantitative analytics
Deliverable
production ML models
Required skills
Advanced quantitative modeling, statistical analysis, Python, SAS, R, model validation, regulatory compliance, fraud detection, AI/ML techniques (Gradient Boosting, Neural Networks, Random Forest, Transformer), feature importance analysis, SHAP values
Preferred skills
Bias/fairness testing for AI/ML models
Technologies
Python, SAS, R, LaTeX
Responsibilities
Perform end-to-end market risk stress testing including scenario design, implementation, and result analysis; Lead planning for quantitative work priorities aligned with bank strategy; Identify continuous improvements in model development and validation; Maintain oversight of model development and model risk management; Provide methodological and technical guidance to challenge strategic direction; Validate enterprise fraud prevention models for conceptual soundness and quantitative rigor; Develop testing or alternative models using statistical and quantitative analysis; Present model validation results in structured reports (IAR, MVR, RAI Assessment, OMR Reviews); Partner with business, model developers, risk, and audit partners across the model lifecycle.
Seniority
Senior, hands-on IC