Conducting quantitative analytics and modeling projects for specific business units or risk types
Developing new models, analytic processes, or systems approaches
Creating technical documentation for related activities
Working with Technology staff in the design of systems to run models developed
Perform end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting
Analyzing stress scenario results to better understand key drivers
Supporting the planning related to setting quantitative work priorities in line with the bank’s overall strategy and prioritization
Identifying continuous improvements through reviews of approval decisions on relevant model development or model validation tasks
Supporting model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite
Performing statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches

Master’s degree in related field or equivalent work experience
2+ years of experience in model development, statistical work, data analytics or quantitative research, or PhD
Effectively creates a compelling story using data; Able to make recommendations and articulate conclusions supported by data
Strong Programming skills e.g. R, Python, SAS, SQL, or other languages
Experience with complex data architecture, including modeling and data science tools and libraries, data warehouses, and machine learning
Knowledge of predictive modeling, statistical sampling, optimization, machine learning and artificial intelligence techniques
Ability to extract, analyze, and merge data from disparate systems, and perform deep analysis
Experience designing, developing, and applying scalable Machine Learning and Artificial Intelligence solutions
Experience with data analytics tools (e.g., Alteryx, Tableau)

Industry-leading benefits
Access to paid time off
Resources and support to make a genuine impact and contribute to sustainable growth

Quantitative Finance Analyst

Key skills