Sr. Quantitative Finance Analyst

About the role

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.

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
• Led 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

• Required Education, Skills, and Experience:
• Bachelor’s degree in Finance, Accounting, Economics, Business, or related field. Alternatively, a bachelor’s degree in a technical field (i.e: engineering, computer science, mathematics, statistics, etc.) and a demonstrated interest in finance and markets.
• Masters in one of the aforementioned subjects a plus.
• Progress toward (or completion of) CFA a plus.
• Ability to identify key industry drivers, excellent quantitative skills and judgment in the field of research. Prior experience in a research-orientated role (e.g. Equity, Credit) is a plus.
• The candidate must be able to thrive in a fast-paced and intense environment, be intellectually curious about drivers of the economy, industry & company performance and consumer behavior
• Strong economic and financial skills and a keen interest in markets, some experience in investment strategy is a plus
• Strong writing and spreadsheet skills
• Must be an expert in MS Excel, experience working with statistical packages and/or programming experience preferred
• Must have excellent communication skills, written and verbal
• Must have strong attention to detail, ability to multi-task
• Must work well in a collaborative team environment and be exceptionally driven
• Desired Skills and Experience:
• Some knowledge of Tableau, SQL, Python.
• Good understanding of current US regulatory environment, including but not limited to CECL and CCAR

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

Pay

Competitive salary and benefits package

Schedule

1st shift (United States of America)

Benefits

Health insurance, retirement plan, paid time off, and other employee perks