Product Analyst Senior - Quantitative Methods Lead

Fidelity National Information Services-posted about 2 months ago
Full-time • Mid Level
Hybrid • Jacksonville, FL
5,001-10,000 employees
Credit Intermediation and Related Activities
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We are FIS. Our technology powers the world's economy and our teams bring innovation to life. We champion diversity to deliver the best products and solutions for our colleagues, clients and communities. If you're ready to start learning, growing and making an impact with a career in fintech, we'd like to know: Are you FIS? NOTE: 1: This position is hybrid (3 days onsite) in our FIS Office locations in Jacksonville (Florida), Atlanta (Georgia) & Milwaukee (Wisconsin), 2: Current and future sponsorship are not available for this position. About the Team: We build world leading solutions for Balance Sheet Management (Integrated Interest Rate Risk, Liquidity Risk and Capital Mgmt). The product teams work with customers and prospects to understand and solve their current and future risk management dilemmas. The teams constantly evolve the analytical and simulation capabilities, workflow and computing power of our solutions so that they meet current and future customer needs.

  • Serve as a Quantitative subject matter expert.
  • Engage with customers to discuss and recommend static and stochastic valuation modelling choices, including model selection, volatility matrix and curve inputs selection, decomposition, explanation and troubleshooting of results (PVs and sensitivities). Apply theory to practical recommendations considering real world constraints.
  • Own and continually Improve tools, design and documentation supporting our analytical capabilities.
  • Conduct customer projects including Deposit behavior studies and Lending/Deposit new volume studies.
  • Research, trial and collaborate with other internal stakeholders to leverage AI to improve the analytical, reporting and documentation abilities of our solutions.
  • Present in webinars and write whitepapers and PowerPoints on trending topics in risk management, including customer training.
  • Exceptional logical, analytical and mathematical skills. Master's degree in Applied Mathematics, Statistics, Financial Engineering, Actuarial Science or Computer Sciences.
  • Understanding of interest rate modelling and the outward effect of interest rates and economic environments on fixed income products, such as experience in the following areas: Prepayments and mortgage products (MBS, CMOs, CMBS, banking book mortgages, TBAs).
  • Consumer and Commercial Loan lifecycle modelling (delinquency, default, loss given default).
  • Cashflow, valuation and sensitivity modelling of fixed income optionality.
  • Modelling of fixed income derivatives typically used in hedging, such as swaps, swaptions, caps and floors, futures.
  • Demonstrated knowledge of predictive analytics development, including:
  • Data extraction and processing, independent variable analysis, multivariate analysis and model validation:
  • Mathematical and statistical methods including linear regression, Generalized Linear Models, Non-linear Models, Regression Models, and Accelerated Failure Models.
  • Ability and desire to explore and learn.
  • Ability and desire to explain complex concepts to a broad variety of audiences, including technical and non-technical backgrounds.
  • Current experience with AI models.
  • Knowledge of Finance and Fintech Industry.
  • Knowledge of FIS products and services.
  • Opportunities to innovate in fintech.
  • Tools for personal and professional growth.
  • Inclusive and diverse work environment.
  • Resources to invest in your community.
  • Competitive salary and benefits.
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