Quantitative Finance Analyst

Job Description

This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations include having a broad knowledge of financial markets and products.

• Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers
• Supports the planning related to setting quantitative work priorities in line with the bank’s overall strategy and prioritization
• Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation
• Supports model development and model risk management in respective focus areas to support business requirements and the enterprise’s risk appetite
• Supports the methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
• Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
• Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches

• Demonstrates knowledge of data & AI solutions, data platforms, context engineering, data management & model governance practices and standards.
• Uses architecture tools to create design artifacts, including but not limited to Data models/architecture, API design and data solutions architecture.
• Undertakes architecture & solutioning for data and data centric AI solutions as well as one or more data management products such as Data Catalog, Data Lineage, Data Feeds Registry, Data Quality and related data services.
• Design data products to provide high quality data for quantitative modeling solutions for GRM.
• Applies knowledge to perform regular assessments of the health and maturity of data & information capabilities for the Global Risk Management (GRM) domain.
• Evangelize and design new data & AI solutions and capabilities to support risk lines of businesses.
• Participates in efforts to define the mission, goals, critical success factors, principles, and procedures for data strategy and information architecture.
• Understands the end-to-end change impact by managing linkages from information capabilities to technical assets (operational + analytical)
• Maintains integrated logical data models and data flows to understand data and its interdependencies regardless of its usage pattern.

• Bachelor’s degree in computer science / engineering, Data Science or Analytics and 4+ years of experience in data & AI platform/solutions and data management; or if Master’s degree, 2+ years’ experience.
• Strong experience working with risk reporting systems, data warehouses, reporting tools, and governance frameworks.
• Familiarity with data quality frameworks, metadata management, data lineage tools, and control monitoring.
• Working knowledge of AI and GenAI patterns, lang graph, lang chain, embedding, chunking, RAG, vector stores as well as graphical context processing.
• Proven track record of defining and delivering product roadmaps for complex data management or reporting platforms.
• Strong stakeholder management and cross-functional leadership skills.
• Proficiency in Agile delivery methodologies (e.g. Scrum, SAFe).
• Excellent communication skills (written, verbal and presentation) with the ability to translate regulatory language into actionable technical requirements.
• Strong experience driving the design and development of data & AI solutions, data management & governance products as well as data and reporting platforms.
• Expertise in architecting complex design…