b****d
发帖数: 35 | 1 Location: NJ, Morristown. See job description below. Please contact me
directly via email [email protected] ( number1 before @).
1-2 year relevant experience is ideal, we accept fresh graduates too.
Good opportunity. Hurry up .
Responsibilities
The Quantitative Strategies team (QS) delivers model development, research
and analysis to support Business Capital in 3 objectives:
• Building and supporting models for Commercial Banking
• Building and supporting models for regulatory requirements
• Build tools & process enhancements and identifying opportunities to
automate parts of model development and contribute to infrastructure, tool,
or process improvement to enable efficiencies on the team
• Ad-hoc quantitative support for other areas in the organization
The role will primarily focus on supporting model development and Big Data/
Machine Learning initiatives
Qualifications
• Advanced degree (Masters or PhD) required in Quantitative Finance,
Applied Mathematics, Statistics, Engineering, or other quantitative-oriented
disciplines
• 3+ years of experience developing/validating statistical and
financial models
• Experience successfully collaborating with others in a change driven
environment, particularly technology, internal controls, and project
management teams
• Demonstrated ability to effectively organize tasks, manage time, set
priorities and deadlines
• Strong quantitative skills and analytical problem-solving ability
required
• Functional with database development, maintenance, and extraction of
data
• Advanced programming skills in one of the following - R, SAS, MATLAB
or Python
• Knowledge of Model Risk Management Regulatory Guidance (SR 11-7/OCC
2011-12)
• Experience in CECL/DFAST environment is desirable
• Excellent written and verbal communication and interpersonal skills,
including the ability to reach the best possible results without
compromising the work quality
• Understand technical issues in statistical modeling, including
theoretical assumptions and methodology limitations, data pitfalls, model
sensitivities, simulation approaches or scenario analyses for low-default
portfolios, and applying these skills toward providing robust solutions to
business problems
• Team-work oriented and strong presentation skills
• Results oriented |
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