Sr. Quantitative Finance Analyst
Core
Senior Quantitative Finance Analyst conducting independent validation, testing, and review of complex Anti-Money Laundering (AML) models to manage model risk.
Role type
Senior IC quantitative analyst (model risk management)
Builds
Validated AML models and model risk governance frameworks
Domain
Banking / Financial Crime / Anti-Money Laundering
Deliverable
production ML models
Required skills
AML model validation, statistical methods, Python, SAS, SQL, regulatory landscape knowledge, model risk management, empirical analysis, technical reporting
Preferred skills
ATL/BTL techniques, Sampling methods, AML Coverage Assessments, model development experience, CAMS certification
Technologies
Python, SAS, SQL
Responsibilities
Review and challenge models on conceptual soundness, assumptions, data, and performance; Develop and implement testing plans and code; Conduct annual model reviews and ongoing monitoring; Perform governance activities including model approval and breach remediation; Communicate with modeling teams, front line units, internal audit, and regulators; Write technical reports for management and regulators; Act as subject matter expert on AML analytic techniques.