| Job Details
Job #: 15407 - Quantitative Analyst - Global Bank
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15407
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| Active |
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Quantitative Analyst - Global Bank
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NY-NYC
Mid-Atlantic (DE, DC, MD, NJ, NY, PA, VA & WV)
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| Capital Markets; Finance |
| Banking; Financial Services |
| Low: $80,000 |
High: $100,000 |
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| Low: $100,000 |
High: $120,000 |
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| Bonus performance based |
| None Listed |
| No |
| Full Time / Direct Hire |
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| Global Bank seeks Quantitative Analyst to join a newly formed analytics group with a mandate to develop and manage financial/statistical/data analyses and models to support company businesses, risk management and provide overall support management decision making |
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| Responsibilties: • Develop and execute models from planning to completion and maintain current firm models, including but not limited to Pricing model, Settlement model, Capacity and Performance model, Volatility calculator, Volume and value forecasts, Revenue forecasts. • Work with business units to identify data requiring analysis, identify data sets and sources and devise appropriate statistical/models to resolve business’s analytical needs. • Originate candidate models utilizing firm tools and industry programs including Market event analysis models, new product modelling, and Regulatory required modelling. Review and present new model outputs to business stakeholders . • Test, validate and document model functionality before employing models • Transfer Model execution to required business and maintain on-going model library. • Regularly review models with business units in response to market events and to compare versus emerging new models. • Represent team and coordinate project/model completion through facilitating relationships with multiple department Risk Management, Finance, Operations, Communications, Relationship Management, Compliance, and IT. |
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| Qualifications: • Bachelors and masters level (PHD preferred) degree in Mathematics, Statistics, Physics, Engineering, Econometrics • Strong understand of statistics including regression analysis (multivariate, dynamic, quantile), Time series analysis and Forecasting (ARMA, VAR, GARCH, Spectral Analysis etc.), Bayesian Statistics, Non-parametric statistics etc. • Adept data management skills – capturing, cleaning, exploring large datasets. • Knowledge of database programs, SQL. C# C++ or VBA programming skills • Understanding of Cluster analysis, Linear / Integer Programming, Monte Carlo Simulation, Scenario and sensitivity analysis, Stochastic modelling. • Knowledge and understanding of banking and FX market. • Documentation and validation skills (knowledge of model validation methodologies e.g. OCC) |
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| Master's |
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| American Society of Pension Professionals & Actuarie |
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| None |
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| 1-2+ |
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| 1-2+ |
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