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Quantitative Analyst - Global Bank

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JOB DESCRIPTION
Job #: 15407
Status: Active
Title: Quantitative Analyst - Global Bank
Job Location: NY-NYC
Mid-Atlantic (DE, DC, MD, NJ, NY, PA, VA & WV)
Job Categories: Capital Markets; Finance
Industries: Banking; Financial Services
Base Compensation:
Low: $80,000       High: $100,000
Total Compensation:
Low: $100,000       High: $120,000
Bonus, Incentives, etc.: Bonus performance based
Overnight Travel: None Listed
Is Employer Willing to Relocate?: No
Employment Type: Full Time / Direct Hire
 
Why is This a Great Opportunity?
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
 
Job Description:
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.
 
QUALIFICATIONS
Mandatory Minimum Qualifications - Must Have: 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)
 
Education: Master's
 
Certifications: American Society of Pension Professionals & Actuarie
 
Licenses: None
 
Total Years of Experience: 1-2+
 
Years of Experience in Present Position: 1-2+
 
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