About this role

Lead and participate in on
and off-site reviews of development, use, and validation of models
Participate in Federal Reserve System reviews of regulated firms’ capital adequacy and conduct additional quantitative analysis
Serve as an internal consultant to examination staff, department officers, and Reserve Bank management
Participate in examinations, inspections, and analyze complex BHCs’ use of quantitative techniques
Develop and recommend appropriate supervisory actions to ensure sound risk management practices

Bachelor's Degree; Master's Degree preferred
Two to Five years of experience in quantitative skills
Knowledge of statistical methods/tools for developing and validating risk management and capital stress models
Proficient with at least one statistical/mathematical programming language (such as SAS, R, MATLAB)
Project Management Skills

Data Scientist, Senior Data Scientist

Key skills