Quantitative Analyst AVP
Core
Develop statistical and machine learning models to forecast asset and liability behavioral balances and manage interest rate risk for Treasury Finance.
Role type
Senior IC quantitative analyst (ALM)
Builds
Production statistical and machine learning models for interest rate risk management
Domain
Banking / Asset Liability Management
Deliverable
production ML models
Required skills
statistical and econometric modeling, time series analysis, regression modeling, Python programming, data cleaning, pattern identification, clustering, machine learning techniques
Preferred skills
modeling non-maturing deposits, mortgage prepayment models, mortgage completion models, complex machine learning implementation
Technologies
Python
Responsibilities
Design analytics and modeling solutions to complex business problems, develop high performing documented analytics solutions, implement models in stable software, provide ongoing support for analytics solutions, ensure conformance to Model Risk Policy
Seniority
Senior, hands-on IC with leadership expectations