This role in the model analysis group , is a data scientist role. The individual will work on post model developmental analytics associated with economic forecasting , risk capital and enterprise stress testing models.
In this role, the analyst will have opportunities to develop and grow in various areas of model development: Data Modeling, Coding, Analytics, Documentation and Process. This is an ideal job for individuals who enjoy advanced quantitative analysis and cutting edge coding. This role will prepare them to develop skills to defend quantitative models with various regulatory agencies such as OCC, Federal Reserve, etc.

Requirements

Master’s degree in quantitative fields –econometrics/economics/other quantitative fields.
Knowledge of banking systems and work experience with Banking Industry a Plus.
Ability to work in a fast-paced environment.
Quick learner and self-starter and willing to learn and adopt new technique or subject matter.
Strong Analytical, communication and written skills.
Act as a liaison between business and technical groups.
Extensive experience in Data Mapping exercise which could be straight through or derived and to perform validation of what was mapped is accurate to source.
Ability to understand and deep dive into the current models to scope out requirements for the group.
Experience in developing Time Series Models/Value at Risk Models/other econometric models and defending analysis results with business and regulatory stakeholders
Technical background and working knowledge of Unix, Java, SQL/SAS, Git ( Bitbucket) , Python, R, MATLAB
Prior experience working with Model Risk Management SR -11 requirements or ability to quickly ramp up
Experience with Hadoop and Big Data Analytics tools (such as Hue, Hive, Anaconda Enterprise Notebook, Jupyter Notebook)

Responsibilities:

Gather requirements and translate into actionable tasks.
Conduct deep dives into current approaches
Develop Analytical Strategies
Work with technical teams to come up with estimates for the effort to complete.
Research appropriate data fields in banking/credit systems, learn about various business processes, document business and regulatory rules.
Document model approach, assumptions and results
Automating/validating post model development activity reports: Ongoing Performance Analysis (OPAs) and Annual Model Reviews (AMRs)
Revalidate models which may include enhancements to current approaches

We Offer:

Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls
Cooperation with a high quality, international, multicultural and global team
Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
Management supporting balanced and agile work (flexible working hours, home office)
Attractive benefits package (Benefit System, medical care, pension plan etc.)
A chance to make a difference with various affinity networks and charity initiatives

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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Data Scientist - Model Analysis Group