Quantitative Analytics, Model Development Consultant

Responsibilities

• Perform complex quantitative analyses and models development to support decision-making by running quantitative strategies
• Develop new model frameworks by supporting the line of business
• Refine, monitor, and validate existing models
• Conduct on‑going communication with model owners and model developers during the course of the review
• Work with large data to create models
• Perform advanced qualitative and quantitative assessments on all aspects of models, including theoretical aspects, model design and implementation as well as data quality and integrity
• Review reports and associated quantitative analysis
• Validate existing models and assess model risks
• Evaluate identified model risks and reach conclusions on strengths and limitations of the model
• Prepare and analyze detailed documents for validation and regulatory compliance, using applicable templates

• 5+ years of industry-relevant experience
• Bachelor's degree in a relevant field
• Analytical Thinking
• Credit Risks
• Data Analytics
• Financial Analysis
• Model Development
• Operational Risks
• Quantitative Models
• Risk Appetite
• Bank Quantitative Analysis
• Consulting
• Data Gathering and Reporting
• Effective Communications
• Predictive Analytics
• Quantitative Techniques
• Regulatory Environment - Financial Services
• Testing