Quantitative Model Analyst – Level 3

Role Overview

• Building complex statistical models for our income statement
• Estimating, validating, testing, documenting, implementing, and maintaining macroeconomic forecasting model frameworks
• Creating model development and/or validation documentation such as presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures
• Communicating modeling approaches and results to stakeholders across the bank

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, times series techniques, and other statistical models
• 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

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