Senior Quantitative Analytics Risk Analyst
Posted on May 31, 2022 by Request Technology - Craig Johnson
*Position is Bonus eligible*
*We are unable to sponsor for this permanent Full time role*
Prestigious Enterprise Company is currently seeking a Senior Quantitative Analytics Risk Analyst. Candidate will perform all tasks related to model validation to evaluate and manage model risks associated with company's models. The objective of the role is to build and execute a complete model validation within the Enterprise Model Risk group with the purpose of improving a consistent model review process.
- Engage in validation of models built using modern ML/AI techniques (Neural networks, Random Forest, and various boosting algorithms).
- Conduct technical validation of risk models, including writing a detailed independent model validation report.
- Providing innovative, thorough and practical solutions to an extensive range of demanding and complicated problems.
- Developing and validating loss forecasting models, conducting research on enhancements to the existing models, and applying industry best practices and techniques to meet various business needs
- Work collaboratively with stakeholders to ensure effective management of model risk enterprise wide.
- Doctorate degree, (or Master's degree with equivalent work experience)
- in quantitative finance, statistics or a related quantitative field.
- Experience with ML/AI techniques (Neural networks, Random Forest, and various boosting algorithms).
- Coursework or work experience applying predictive modelling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets.
- Qualifying coursework may include--but is not limited to-statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modelling.
- Coursework or work experience writing statistical and/or optimization programs to develop models and algorithms.
- Programming languages may include - but are not limited to - Python, R, SQL, Java, SAS, and MATLAB.