Quantitative Finance Analyst

About the role

This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed.

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
• Supports 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
• Supports model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite
• Supports the 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

Qualifications

• Bachelor’s degree in computer science / engineering, Data Science or Analytics and 4+ years of experience in data & AI platform/solutions and data management; or if Master’s degree, 2+ years’ experience.
• Strong experience working with risk reporting systems, data warehouses, reporting tools, and governance frameworks.
• Familiarity with data quality frameworks, metadata management, data lineage tools, and control monitoring.
• Working knowledge of AI and GenAI patterns, lang graph, lang chain, embedding, chunking, RAG, vector stores as well as graphical context processing.
• Proven track record of defining and delivering product roadmaps for complex data management or reporting platforms.
• Strong stakeholder management and cross-functional leadership skills.
• Proficiency in Agile delivery methodologies (e.g. Scrum, SAFe).
• Excellent communication skills (written, verbal and presentation) with the ability to translate regulatory language into actionable technical requirements.
• Strong experience driving the design and development of data & AI solutions, data management & governance products as well as data and reporting platforms.
• Expertise in architecting complex design patterns, microservices, API design, data warehouse and data lakes and data pipelines.
• Ability to drive data strategy and deep understanding of industry paradigms such as data mesh, data contracts, integration fabric etc.
• Experience with relational and NoSQL data stores and big data environments.
• Hands-on expertise with data technologies and computing frameworks including but not limited to, Python, Spark, Airflow, Javascript and SQL.
• Ability to research new data technologies, architect novel data solutions for business problems and prove design approach through hands-on prototyping.
• Experience with data modeling for complex data pipelines, data lake and data platforms.
• Strong experience with data management platform such as Collibra (preferred) or understanding of open-source frameworks such as Apache Atlas, Amundsen, Datahub, Marquez etc.
• Exceptional communication skills and the ability to communicate effectively at all levels of the organization; this includes written and verbal communications as well as visualizations.

Skills

• 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

Shift

1st shift (United States of America)

Hours Per Week

40