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Bank Of America Senior Quantitative Finance Analyst United States, North Carolina, Charlotte 161861104
Job Description:
Enterprise Model Risk Management seeks a Sr Quantitative Fin Analyst – Anti-Money Laundering (AML) to conduct independent testing and review of complex models used to monitor and mitigate money laundering risk. The candidate should exhibit familiarity with industry practices and have knowledge of up-to-date AML techniques. The candidate should be able to provide both thought leadership and hands-on expertise in methodology, techniques, and processes in applying statistical and machine learning methods to manage the bank’s AML models and model systems.
The position will be responsible for:
Performing independent model validation, annual model review, ongoing monitoring report review, required action item review, and peer review.
Conducting governance activities such as model identification, model approval and breach remediation reviews.
Providing hands-on leadership for projects pertaining to statistical modeling and machine learning approaches to effectively challenge and influence the strategic direction and tactical approaches of these projects.
Communicating and working directly with relevant modeling teams and their corresponding Front Line Units; communicating and interacting with the third line of defense (e.g., internal audit) as well as external regulators, as needed.
Writing technical reports for distribution and presentation to model developers, senior management, audit and banking regulators.
Acts as a senior level resource or resident expert on analytic/quantitative modeling techniques used for Anti-money laundering.
Required Qualifications & Skills:
PhD or Masters in a quantitative field such as Mathematics, Physics, Finance, Economics, Engineering, Computer Science, Statistics.
Knowledge and 4+ years of experience in building and understanding of Anti-Money Laundering models and systems.
Strong familiarity with industry practices in the field and knowledge of up-to-date Anti-Money Laundering techniques
CAMS certification (preferred)
Fluency in Python, SAS and SQL
Excellent written and oral communication skills with stakeholders of varying analytic skills and knowledge levels.
Responsibilities:
Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers
Leads the planning related to setting quantitative work priorities in line with the bank’s overall strategy and prioritization
Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation
Maintains and provides oversight of model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite
Leads and provides methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches
Minimum Education Requirement:
Master’s degree in related field or equivalent work experience
Skills:
Critical Thinking
Quantitative Development
Risk Analytics
Risk Modeling
Technical Documentation
Adaptability
Collaboration
Problem Solving
Risk Management
Test Engineering
Data Modeling
Data and Trend Analysis
Process Performance Measurement
Research
Written Communications
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