Quantitative Model Analyst 2
About The Position
Quantitative Finance Implementation & Monitoring (QF I&M) is a group within Corporate Treasury that oversees model implementation and monitoring for models covering multiple use cases (e.g., CCAR, interest rate risk, MVPE, NII forecasting). QF I&M is seeking a strong decisive, results-oriented contributor who will be responsible for the implementation and on-going monitoring for a subset of complex econometric models. This role will work closely with model developers to understand aspects of a model’s design (e.g., techniques used, data cleansing procedures, assumptions/limitations, etc.) in order to successfully implement models in a production environment. Responsibilities also include documenting implementation procedures and generating reports used to communicate model results to senior management.
Requirements
- Bachelor’s degree in a quantitative field, and three or more years of relevant experience OR MA/MS in a quantitative field, and less than three years of related experience.
- Extensive programming experience in both SQL and Python (or other statistical software).
- Sound understanding of statistical modeling techniques, including time series analysis.
- Ability to juggle multiple tasks simultaneously under tight deadlines.
Nice To Haves
- Proficiency in Python.
- Experience with data warehousing, data structures and data quality assurance testing using SQL, or similar database language.
- Thorough knowledge of statistical modeling techniques, including regression analysis, time series analysis, and parametric and non-parametric algorithms.
- Strong mathematical, analytical, and problem solving skills.
- Excellent technical writing skills.
- Experience with model implementation, testing and controls.
- General knowledge of banking, finance and stress testing.
- Demonstrated ability to work efficiently and both independently and collaboratively.
- Strong project management skills.
- Excellent written and verbal communication skills.
- Experience with Essbase a plus.
Responsibilities
- Implementation and on-going monitoring for a subset of complex econometric models.
- Work closely with model developers to understand aspects of a model’s design (e.g., techniques used, data cleansing procedures, assumptions/limitations, etc.) in order to successfully implement models in a production environment.
- Document implementation procedures.
- Generate reports used to communicate model results to senior management.
Benefits
- Healthcare (medical, dental, vision)
- Basic term and optional term life insurance
- Short-term and long-term disability
- Pregnancy disability and parental leave
- 401(k) and employer-funded retirement plan
- Paid vacation (from two to five weeks depending on salary grade and tenure)
- Up to 11 paid holiday opportunities
- Adoption assistance
- Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law
- Incentive and recognition programs
- Equity stock purchase
- Pension (all benefits are subject to eligibility requirements)
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Number of Employees
501-1,000 employees
