About the role
- Responsible for independently conducting quantitative analytics and modeling projects
- Responsible for developing new models, analytic processes or systems approaches
- Research and apply quantitative techniques in financial mathematics, applied mathematics and statistics
- Design and build econometric behavioral models for mortgage backed securities, loans and deposit products
- Supports the planning related to setting quantitative work priorities
Requirements
- Working knowledge of risk or pricing models for fixed income or commodity products
- Understanding of regulatory capital and risk management framework and stress testing requirement
- Solid working experience in a related field (Market Risk, Middle Office)
- Expertise in Statistical Programming Software such as R
- Proven programming skills (Python, C++, SQL, or equivalent object-oriented programming) to write reusable and testable code
- Good written and oral communication, interpersonal and organizational skills
- Strong attention to detail, excellent communication skills
- Master’s degree in related field or equivalent work experience
- Health insurance
- Retirement plans
- Paid time off
- Professional development
- Wellness programs
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
quantitative analyticsmodelingfinancial mathematicsapplied mathematicsstatisticseconometric modelsrisk modelsprogramming (Python, C++, SQL)statistical programming (R)regulatory capital
Soft skills
communication skillsinterpersonal skillsorganizational skillsattention to detail
Certifications
Master’s degree