Were looking for an organized and self-driven individual to join our Quantitative Strategies
Group (QSG) as an Analyst. The Quantitative Strategies Group is responsible for researching
and developing cutting edge mathematical models to enable the fintech capital markets and
strategic direct lending businesses.
As a key member of the Business Risk unit within QSG, you will work on risk model/tool development and management. Help the lead of the unit in second and third line liaisons, working closely with model owners to ensure model compliance.
Under the leadership and mentorship of the lead of the unit, carryout light modeling activities including but not limited to model enhancements, error corrections, what-if analysis and outcome attributions. Author high quality model documentation, execute model monitoring plans and build solutions for identified model issues remediation.
Requirements: Strong quantitative amp; analytical skills: The role requires a strong quantitative background (PhD /Master Degree or equivalent) in Statistics, Mathematics, Operations Research, Physics, or a quantitative science
Minimum 2+ years prior experience in an Analytics function, Model Development or Model Validation. Experience with Credit risk models and experience in model validation is preferable. Past experience working in a Model Risk Management function or a Model Risk Oversight function is a definite plus. Understanding of capital markets, securitizations, consumer credit products a plus.
Broad knowledge of relevant Modeling frameworks and standards. Sound project management /organizational skills: flexible, adaptable to shifting priorities to achieve the most effective result and able to work in a fast-paced environment is required.
This position is open to all candidates.
