Job title : Senior Quantitative Finance Analyst

Top Skills' Details

1. 5 years experience within Quantitative Analysis
   2. Strong experience with Python and Big Data Technologies
   3. Strong understanding of Capital Markets
   4. Strong Communication

Job Description:

This job is responsible for conducting quantitative analytics and complex modeling projects for specific business units or risk types. Key responsibilities include leading the development of new models, analytic processes, or system approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations may include the ability to influence strategic direction, as well as develop tactical plans.

Responsibilities:
Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers
Leads the planning related to setting quantitative work priorities in line with the bank s overall strategy and prioritization
Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation
Maintains and provides oversight of model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite
Leads and provides methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches

Skills Needed:
Critical Thinking
Quantitative Development
Risk Analytics
Risk Modeling
Technical Documentation
Adaptability
Collaboration
Problem Solving
Risk Management
Test Engineering
Data Modeling
Data and Trend Analysis
Process Performance Measurement
Research
Written Communications

Key responsibilities include:
Designing and building end-to-end surveillance systems, which include data transformations, data controls, modeling, scaling, and user interfaces
Managing a team of highly skilled quantitative analysts and engineers and setting the direction of the team
Interfacing with and influencing various stakeholders in business, modeling, and technology groups across the bank

Required Skills:
Successful candidates will have a Masters or PhD in Computer Science or similar discipline, and at least 7 years of relevant experience
Proven technical leadership in designing big data systems
Proven technical leadership in building complex analytical models that use a combination of numeric, textual, and graph data
Proven technical leadership in using machine learning to solve domain specific problems
Experience in managing teams of size up to 10
Ability to work in a large, complex organization, and influence various stakeholders and partners
Player-coach who is able to simultaneously lead a team and work on projects individually
Strong communication skills and ability to effectively communicate quantitative topics to technical and non-technical audiences
Ability to effectively presents findings, data, and conclusions to influence senior leaders