Senior Manager Quantitative Analysis

Overview

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

• 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
• Risk, Asset & Business Management - Supports the identification of quantitative modeling project opportunities with leadership and leads planning activities including budget and scope determination. 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.
• Business Strategy - Recommends actions and strategies that support the goals and objectives of the business. Provides oversight of department team strategy and acts as resource to senior managers.
• Managerial Functions - Determines appropriate staffing for assigned areas based on the size, scope, risks, and regulatory environment. Leads the evaluation identified model risks and reaches conclusions on strengths and limitations of the model. Leads the preparation and analysis of detailed documents for validations and regulatory compliance.