Research and apply quantitative techniques in financial mathematics, applied mathematics and statistics to enhance forecasting for risk measurement and asset liability management
Design and build behavioral and forecasting models, along with pricing and valuation tools, for loan and deposit products on the bank’s balance sheet
Responsible for technical documentation, model implementation, data management, model analysis, model performance monitoring. Contribute to process improvement and automation across all of these activities
Required Qualifications:
Strong skills/intuition in Economics and Finance
Ability to work individually and with the group on complex problem solving; analytical skills, critical thinking with a strong desire to learn
Strong attention to detail, excellent communication skills and ability to work well in a cooperative, time-sensitive, market-driven environment
Ability to manage multiple priorities with minimal supervision
Expertise in Statistical Programming Software such as R, and experience in data analysis
Desired Qualifications:
Strong academic background in econometrics or statistics (M.S. or PhD in a STEM/Economics field)
Experience with financial markets and banking
Experience with computational and simulation methods
Places value on process automation with an eye for reproducibility of results
Experience in one or more of the following languages: Python, SQL, Spark