Responsible for the implementation and on-going monitoring for a subset of complex econometric models
Work closely with model developers to understand aspects of a model’s design
Document implementation procedures and generate reports used to communicate model results to senior management

Requirements

Bachelor’s degree in a quantitative field, and three or more years of relevant experience OR
MA/MS in a quantitative field, and less than three years of related experience.
Proficiency in Python
Experience with data warehousing, data structures and data quality assurance testing using SQL, or similar database language
Thorough knowledge of statistical modeling techniques, including regression analysis, time series analysis, and parametric and non-parametric algorithms
Strong mathematical, analytical, and problem solving skills
Excellent technical writing skills
Experience with model implementation, testing and controls
General knowledge of banking, finance and stress testing
Demonstrated ability to work efficiently and both independently and collaboratively
Strong project management skills
Excellent written and verbal communication skills
Experience with Essbase a plus

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

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

PythonSQLstatistical modeling techniquesregression analysistime series analysisparametric algorithmsnon-parametric algorithmsdata warehousingdata structuresdata quality assurance testing

Soft Skills

mathematical skillsanalytical skillsproblem solving skillstechnical writing skillsproject management skillsindependent workcollaborative workwritten communication skillsverbal communication skills