Quantitative Analytics Manager - Treasury
Core
Develop predictive time-series models for Pre-Provision Net Revenue (PPNR) stress testing, Interest-Rate Risk (IRR), and Liquidity Risk using advanced mathematical techniques.
Role type
Senior IC quantitative analytics manager (treasury/risk)
Builds
Predictive models and prescriptive analyses for corporate forecasting and ALM
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Time-series modeling, inferential statistics, prescriptive analysis, data stewardship, SQL/NoSQL, Python/R/SAS, cloud computing, distributed computing
Preferred skills
Leadership, coaching, strategic business acumen, executive communication
Technologies
Python, R, SAS, SQL, NoSQL, Microsoft Office Suite, Cloud-based computing
Responsibilities
Create and leverage models to solve complex business problems; coach others on data modeling methods; establish standards for data analysis tools; communicate technical observations to senior executives; manage competing priorities and tight deadlines
Seniority
Senior, hands-on IC with leadership responsibilities
