Key skills
PythonLeadershipProject ManagementRisk ManagementCommunicationNegotiation
About this role
Role Overview
- Building complex statistical models covering a variety of bank products and related functions
- Developing and maintaining advanced statistical models used for balance sheet forecasting and interest rate risk analysis
- Estimating, testing, documenting, implementing, and maintaining macroeconomic forecasting model frameworks
- Communicating modeling approaches and results to stakeholders across the bank
- Delivering model development documentation such as presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures
Requirements
- Bachelor’s degree in a quantitative field, and five or more years of relevant experience OR
- MA/MS in a quantitative field, and three or more years of related experience OR
- PhD in a quantitative field, and less than two years of related experience
- Thorough knowledge of various regression techniques, parametric and non-parametric algorithms, time series techniques, and other statistical models, various model validation tests/methodologies, using Python or similar statistical package
- Thorough data compilation, programming skills and qualitative analysis skills
- Thorough knowledge of the quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches
- Advanced understanding of applicable regulatory rules, guidance, or supervisory letters
- Ability to manage multiple tasks across various timelines
- Strong analytical, organizational, problem-solving, negotiation, and project management skills
- Demonstrated independence, teamwork and leadership skills
- Effective interpersonal, verbal and written communication skills.
Tech Stack
- Python
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