Assistant Vice President; Quantitative Finance Analyst

can build a successful career with opportunities to learn, grow, and make an impact. Join us!

RESPONSIBILITIES:

• Apply quantitative models and techniques in order to address and resolve concrete financial problems.

• Provide a micro view of risk management in a particular business line.

• Provide a macro view of risk management for the bank as a whole.

• Apply quantitative credit analytics, risk management techniques, fixed income and derivative valuation to support various business lines, such as Corporate Treasury, Risk Management, Corporate Finance, and Consumer Banking.

• Perform balance sheet management, credit risk quantification, financial engineering, quantitative financial modeling, risk management, and/or trading operations and support.

• Perform quantitative modeling of risk and capital models by employing advanced quantitative techniques and statistical analysis tools, including logistic regression and linear regressions, to enhance risk assessment and forecasting accuracy.

• Perform end-to-end market risk stress testing including scenario design, implementation, results consolidation, reporting, and analysis of stress test outcomes to identify key drivers using Python or R.

• Perform statistical analysis on large datasets using Python and R, applying both qualitative and quantitative approaches to interpret complex data and derive actionable insights.

• Research and apply quantitative techniques in financial mathematics, applied mathematics and statistics such as time series modeling, value at risk, expected shortfall to enhance risk prediction and measurement.

• Identify continuous improvements by reviewing model development and validation processes, providing critical feedback on technical documentation, testing procedures, and offering constructive challenges to enhance the overall quality and robustness of model development and validation efforts.

• Remote work may be permitted within a commutable distance from the worksite.

REQUIREMENTS:

• Master's degree or equivalent in Finance, Statistics, Mathematics, Quantitative and Computational Finance, or related: and

• 2 years of experience in the job offered or a related Quantitative occupation.

• Must include 2 years of experience in each of the following:

• Performing quantitative modeling of risk and capital models by employing advanced quantitative techniques and statistical analysis tools, including logistic regression and linear regressions, to enhance risk assessment and forecasting accuracy;

• Performing end-to-end market risk stress testing including scenario design, implementation, results consolidation, reporting, and analysis of stress test outcomes to identify key drivers using Python or R;

• Performing statistical analysis on large datasets using Python and R, applying both qualitative and quantitative approaches to interpret complex data and derive actionable insights;

• Researching and applying quantitative techniques in financial mathematics, applied mathematics and statistics such as time series modeling, value at risk, expected shortfall to enhance risk prediction and measurement; and,

• Identifying continuous improvements by reviewing model development and validation processes, providing critical feedback on technical documentation, testing procedures, and offering constructive challenges to enhance the overall quality and robustness of model development and validation efforts. Employer will accept pre- or post-Master's degree experience in meeting the minimum requirements.

Shift:
1st shift (United States of America)

Hours Per Week:
40

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