Principal Quantitative Analyst - Model Risk Office
Core
Principal Quantitative Analyst leading validation of balance sheet forecasting and economic stress test models for capital requirements.
Role type
Principal Quantitative Analyst (Model Risk Office)
Builds
Capital Markets modeling and analytical frameworks (deposit predictions, derivatives, fixed income)
Domain
Financial Services / Quantitative Risk Modeling
Deliverable
production ML models
Required skills
Financial time series modeling, Interest rate term structure, Mortgage Prepayment modeling, Market Risk modeling, Python, C++, Statistical/econometric modeling, Linear/logistic regression, Machine learning, Large dataset management (>1M records)
Preferred skills
Python/R statistical software, Large data set manipulation
Technologies
Python, C++, R, SQL, Risk Management Software
Responsibilities
Validate model development and performance for balance sheet items, Partner with lines of business to enhance modeling frameworks, Apply quantitative methods to improve business performance, Provide technical guidance to business leadership, Own the model validation process from conceptualization to monitoring
Seniority
Principal, hands-on IC with strategy & mentorship