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Quantitative Analyst
2 months ago
5-8 years of experience with
minimum Masters/Phd in a quantitative field
such as applied math, statistics, engineering, physics, accounting, finance, economics, econometrics, computer sciences, or business/social and behavioral sciences with a quantitative emphasis.Strong mathematical, statistical, analytical and computational skills.Strong communication skills for a variety of audiences (other technical staff, senior management and regulators) both verbally and in writing.Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions.Ability to work independently on complex model validations from start to finish.Skill in managing relationships with key model stakeholdersEagerness to contribute collaboratively on projects and discussionsPerpetual interest in learning something new, but being comfortable with not knowing the all the answersAttention to detail in both analytics and documentationAptitude for synthesizing data to 'form a story' and align information to contrast/compare to industry perspectiveIntellectually curious, who enjoy solving problems
Desired Skills:Hands on industry experience in building large scale end-to-end machine learning systems using a combination of big data tools and programming languages like Scala, Java and/or PythonKnowledge of parallel and distributed computing frameworks such as Hadoop, Spark, MPI, using GPUsExperience in machine learning areas such as recommender systems, NLP, pattern recognition, predictive modeling, Artificial Intelligence.Experience implementing machine learning algorithms such as support vector machines, decision trees, logistic regression, clustering, neural networks, graphical models etcData exploration and preparation using SAS, Spark, Python ,SQL or R or any statistical toolWorking experience in financial model validation team would be added advantagePrepare detailed documentations for projects for both internal and external that complies regulatory and internal audit requirementsKeep updated with the latest in the Data Science community and leverage new capability for the bankKnowledge of banking industry, terminologies and products in at least one of the LOB such as credit cards, mortgage, deposits, loans or wealth management etc.Knowledge of any functional area such as risk, marketing, operations or supply chain in banking industry.Instrumental in bringing new approaches to the table, create white papers and present in conferences