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Develop the business acumen and institutional knowledge necessary to build and maintain models and processes specific to banking and Treasury: balance sheet management, liquidity, and market risk.
Utilize advanced quantitative techniques, such as, statistical analysis, predictive modeling, linear regressions, mathematical optimization.
Troubleshoot issues that arise in the daily execution of models and processes maintained by the team.
Implement production-quality code, with a focus on the R, Python, and Perl programming languages.
Develop web tools to facilitate the visualization of model outputs reporting and model performance monitoring.
Fulfill all the requirements to maintain models compliant.
Conduct model research and development with a focus on quantitative finance, financial engineering, and mathematical optimization.
Perform data analytics and reporting using R & Rmarkdown, utilizing dplyr, shiny, and ggplot2 packages.
Design or enhance software applications using Perl, R, python, SQL.
Write modular, production-quality, and unit-tested code, in a collaborative and controlled environment.
Use Linux OS, including operating effectively on the command line interface (bash).
Remote work may be permitted within a commutable distance from the worksite.
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Master's degree or equivalent in Quantitative Finance, Mathematical Finance, Mathematics, Statistics, Operations Research, 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:
Conducting model research and development with a focus on quantitative finance, financial engineering, and mathematical optimization;
Performing data analytics and reporting using R & Rmarkdown, utilizing dplyr, shiny, and ggplot2 packages;
Designing or enhancing software applications using Perl, R, python, SQL;
Writing modular, production-quality, and unit-tested code, in a collaborative and controlled environment; and,
Using Linux OS, including operating effectively on the command line interface (bash).
If interested apply online at or email your resume to and reference the job title of the role and requisition number.
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