Senior Associate, Quantitative Analyst - Model Risk Office
Core
Partner with model development teams to enhance modeling and analytical frameworks for Loan Loss Forecasting and Allowance for Credit Losses (ACL) using quantitative methods and machine learning.
Role type
Senior Associate quantitative analyst (model risk)
Builds
Cloud-based analytical solutions and validation reports for financial risk frameworks
Domain
Financial services / Quantitative modeling
Deliverable
production ML models | dashboards & analysis
Required skills
Statistical/econometric modeling, Linear and logistic regression, Machine learning, Time-series analysis, Panel data analysis, Cross-sectional data analysis, Survival analysis modeling, Large dataset management (>1M records), Programming in R/Python/SQL
Preferred skills
Advanced Python/R statistical analysis
Technologies
R, Python, SQL
Responsibilities
Partner with lines of business to enhance modeling frameworks, Create novel analytical solutions for business problems, Identify opportunities for quantitative automation, Collaborate on cross-disciplinary cloud-based solutions, Develop and maintain high-quality model documentation and validation reports
Seniority
Senior, hands-on IC