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Quantitative Analytics Senior

Posted on Jun 18, 2022 by Request Technology

Virginia, VA
IT
Immediate Start
$120k - $160k Annual
Full-Time

Quantitative Analytics Senior

Salary: $120k-$160k + Bonus

Location: McLean, VA

*We are unable to provide sponsorship for this role*

*Bonus Eligible*

A prestigious Fortune 500 company is seeking a Quantitative Analytics Senior that 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.

Qualifications

  • 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.
  • 7+ to 10 years' experience

Responsibilities

  • Validate credit risk models and models used in financial and regulatory reporting.
  • Manage model risks associated with company's 200+ models.
  • Report findings to model owners and senior management and make expert recommendations.
  • Engage in validation of models built using modern ML/AI techniques (Neural networks, Random Forest, and various boosting algorithms).
  • Conduct technical validation of 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

Reference: 1634156003

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