Assistant Vice President; Quantitative Finance Analyst

Responsibilities

• Applying quantitative models and techniques to address and resolve concrete financial problems.
• Providing a micro view of risk management in a particular business line.
• Providing a macro view of risk management for the bank as a whole.
• Applying quantitative credit analytics, risk management techniques, fixed income, and derivative valuation to support various business lines such as Corporate Treasury, Risk Management, Corporate Finance, and Consumer Banking.
• Performing balance sheet management, credit risk quantification, financial engineering, quantitative financial modeling, risk management, and trading operations and support.
• Utilizing advanced quantitative techniques and tools such as statistical analysis, predictive modeling, linear regressions, SAS, R, and Matlab as needed.
• Developing emerging risk assessments, analyzing credit risk scenarios, and modeling key risk factors.
• Conducting research and analysis to provide both a micro and macro view of risk management.
• Assessing market trends and providing quantitative data for internal partners and clients.
• Applying quantitative knowledge to specific financial challenges and projects aligned with the business.
• Implementing solutions using both qualitative and quantitative methods.
• Remote work may be permitted within a commutable distance from the worksite.

• Master's degree or equivalent in Economics, Finance, Mathematics or related.
• 2 years of experience in the job offered or a related Quantitative occupation.
• Must include 2 years of experience in each of the following:
• Performing quantitative modeling by utilizing advanced quantitative techniques and tools of statistical analysis, predictive modeling, linear regressions, and Machine Learning.
• Building, implementing and maintaining automated process controls process to prevent operational issues in execution.
• Utilizing Python and SQL to conduct data analysis, estimate model coefficients, and aggregate the model results to generate comprehensive model outputs.
• Developing data visualization tools using Tableau to analyze and present data in order to support model development and Review & Challenge.
• Leveraging data analytics and visualization tools Alteryx, R, and Jupyter Notebook to build easy access analytical capabilities and insightful reporting for the management.
• The Employer will accept pre- or post
  - Master’s degree experience.