המקום בו המומחים והחברות הטובות ביותר נפגשים
This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products.
Responsibilities:
Skills:
Minimum Education Requirement:Master’s degree in related field or equivalent work experience
• Required to pro-actively seek out effective statistical estimation techniques required to model credit risk across our mortgage business Wholesale and Consumer loss forecasting models
• Pro-actively work with stakeholders across the mortgage business to collect requirements and then develop and build modelling solutions to meet them
• Implement the model using well written and well governed python code
• Produce clear and coherent technical documentation for internal and regulatory purposes
• Promote the adoption of, and personally meet, GRA best practices for model development, implementation and monitoring
• Critical to the role is to be able to think outside the box of current industry standards to develop innovative approaches to modelling problems
Required Skills:
• Highly numerical degree (Masters required; PhD level desirable) in Statistics, Financial Mathematics, Applied Mathematics, Economics, Physics or Engineering
•2+ years of experience in developing, documenting & maintaining risk and/or capital models and handling large datasets
•Technical skills: Statistics, Probability Theory, Econometrics, Financial Mathematics
• Strong programming skills; SQL, Python, VBA, Latex
• Strong technical writing and clear verbal communication skills
• Experience of, and ability to work under pressure and deliver to tight deadlines
• Ability to work independently, multitask and properly prioritize work
• Curiosity and willingness to develop and work on new ways of modellingDesired Skills:
• Experiences in the areas of credit risk modelling, loss forecasting etc. preferred
• Knowledge of regulatory guidelines including CCAR, DFAST, CECL, ICAAP.
•Strong stakeholder engagement skills with an ability to work with colleagues in other functions (business, risk and model validation)
•Organized, practical and execution focused with some project management experience
•Self-motivated and intellectually curious about both the role, supporting technologies and the wider bank
• Experience with LaTeX
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