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Within Corporate Investments Group, expertise in two or more or deep mastery of one of the following disciplines: Coding, Scripting/Implementation, Mathematical Modeling, Economics, Statistics, Theory/Valuation or Financial Economics. Responsible for conducting quantitative analytics and modeling projects incorporating quantitative problem solving skills with intuition. Responsible for developing new models, analytic processes or systems approaches. Possesses excellent quantitative/analytic skills and a broad knowledge of financial markets and products.
Responsibilities:
Develop the business acumen and institutional knowledge necessary to build and maintain models and processes specific to banking and Treasury: balance sheet management, liquidity, global funding and market risk
Utilize advanced quantitative techniques, such as, statistical analysis, predictive modeling and 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 Python and R 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
Design or enhance software applications using R, python, PySpark, 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)
Skills:
Analytical Thinking
Application Development
Automation
Solution Design
Technical Strategy Development
Business Intelligence
Data Modeling
Financial Management
Solution Delivery Process
Business Analytics
Required Qualifications:
2 years of experience in the job offered or a related Quantitative occupation
Must have 2 years of experience in each of the following: Conducting model research and development with a focus on quantitative finance, statistical modeling, and mathematical optimization
Experience performing data analytics and reporting
Desired Qualifications:
Master's degree or equivalent in Quantitative Finance, Mathematical Finance, Mathematics, Statistics, Operations Research, or related
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