Sr. Quantitative Finance Analyst

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

Qualifications

• 8+ years of Consumer Unsecured analytics experience preferably data analytics, or quantitative research, forecast methods, credit acquisition or existing account management strategy experience, Finance or Collections data analytics, risk management, or quantitative research
• Navigating and building expertise in new/unfamiliar data sources (internal or external) to correctly interpret data and extract information needed for analysis
• Designing analytical framework / experiment to effectively answer business questions
• Storyteller with demonstrated ability to deliver data insights to business in succinct and digestible manner through strong intuition on linkage between data observations and business significance and effective use of data visualization techniques
• Highly proficient at SQL, demonstrated ability to transform data into analysis ready format
• Demonstrated ability to independently drive, organize and work collaboratively across multiple teams and functions
• Proficiency with Tableau, MS Word/Excel/PowerPoint
• Previous demonstrated strong leadership or project management experience