Quantitative Analyst II

Overview

This position will assist in the review & development of risk models & tools used to report on and manage the financial metrics, balance sheet and risk of the company. Responsible for assigned tasks that support data analysis and research that for model development and strategies using historical data.

This position will work on a team of development professionals in support of the implementation of quantitative modeling in line with the bank's overall strategy and prioritization. In addition the role will provide creative, testable, and efficient solutions for the quantitative analyst team on relevant model development, model validation, and business stakeholders.

Responsibilities

• Data Analysis - Participates in the risk management analysis and identifying key risks to the bank.
• Model Development - Supports the execution of stress tests and scenario analysis to evaluate the performance of models under various adverse market conditions. Support development of the appropriate documentation for second line risk partners.
• Participate in python development, integration, and testing activities for Financial Models and Financial Reporting code.
• Design performant and maintainable technical solutions.
• Design and build automated testing for python implementations.
• Communicate with business stakeholders to create and prioritize development backlogs.
• Business Support - Provides daily support for assigned systems, products, or business units.
• Process Improvement - Identifies potential improvements to current procedures, plans, and controls to achieve business objectives and regulatory requirements.