Conducting quantitative analytics and complex modeling projects for specific business units or risk types
Leading the development of new models, analytic processes, or system approaches
Creating technical documentation for related activities
Working with Technology staff in the design of systems to run models developed
Influencing strategic direction and developing tactical plans
Performing end-to-end market risk stress testing including scenario design, implementation, results consolidation, and analysis
Leading planning related to setting quantitative work priorities in line with the bank’s overall strategy
Identifying continuous improvements through reviews of model development and validation tasks
Maintaining oversight of model development and risk management to support business requirements
Performing statistical analysis on large datasets and interpreting results

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.) with demonstrated interest in finance and markets
Ability to identify key industry drivers, excellent quantitative skills, and judgment in research
Prior experience in a research-orientated role (e.g. Equity, Credit) is a plus
Strong economic and financial skills and a keen interest in markets, 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

Senior Quantitative Finance Analyst

Key skills