Senior Quantitative analytics Specialist

In this role, you will:

• Perform highly complex activities related to creation, implementation, and documentation

• Use highly complex statistical theory to quantify, analyze and manage markets

• Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives

• Utilize structured securities and provide expertise on theory and mathematics behind the data

• Manage market, credit, and operational risks to forecast losses and compute capital requirements

• Participate in the discussion related to analytical strategies, modeling and forecasting methods

• Identify structure to influence global assessments, inclusive of technical, audit and market perspectives

• Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills

Required Qualifications:

• 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Desired Qualifications:

• A Senior Quantitative Analytics Specialist should have a deep academic knowledge, broad based approach to solve business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member.

Essential Skills:

• 4+ years of experience with minimum Masters/Phd in a quantitative field such as applied math, statistics, engineering, physics, or mathematical finance.

• Performing mathematical model validation using Python, C++, R, and SQL or other programming languages and mathematical/statistical packages

• Producing required documentation to substantiate model validation

• Analyzing processes and work flows to make recommendations for process improvement in various risk management and/or business areas as well as participating in and leading model risk projects.

• Strong mathematical, statistical, analytical and computational skills

• Strong communication skills for a variety of audiences (other technical staff, senior management and regulators) both verbally and in writing

• Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions

• Ability to work independently on complex model validations from start to finish

• Able to demonstrate first-hand knowledge of advanced topics in various mathematical and numerical methods such as Monte Carlo, stochastic calculus, differential equations, linear algebra, applied probability, and statistics;

• Skill in managing relationships with key model stakeholders

• Eagerness to contribute collaboratively on projects and discussions

• Perpetual interest in learning something new, but being comfortable with not knowing the all the answers

• Attention to detail in both analytics and documentation

• Aptitude for synthesizing data to 'form a story' and align information to contrast/compare to industry perspective

• Intellectually curious, who enjoy solving problems

• Excellent programing skills and use of software packages such as C++, Python, R, SAS and SQL

• Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment

• Good interpersonal skills and ability to develop partnerships and collaborate with other business and functional areas