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Sr Quantitative Fin Analyst

Charlotte, North Carolina

Job Description:

The Senior Quantitative Finance Analyst will be a key leader in the Model Risk Management focusing on machine learning models. The role is especially designed to provide both thought leadership and hands-on expertise in methodology, techniques, and processes in data science and machine learning including, but not limited to, Gradient Boosting Tress, Random Forests, Support Vector Machines, Prototype Methods and Nearest-Neighbors, and Artificial Neural Network in the consumer banking, commercial banking and financing space.


The position will be responsible for:

  • Performing all model validation tasks including but not limited to independent model validation, annual model review, ongoing monitoring report review, required action item review, and peer review.
  • Conducting all administrative and governance activities such as model identification, model approval, breach actions, extension assessments, and system of records, to manage model risk.
  • Providing hands-on leadership for projects pertaining to machine learning approaches; and providing methodological, analytical, and technical support to effectively challenge and influence the strategic direction and tactical approaches of these projects.
  • Communicating and working directly with relevant modeling teams and their corresponding Front Line Units; and if needed, communicating and interacting with the third line of defense (e.g. internal audit) as well as external regulators and governance agents.
     

Required skills
The successful candidate should be a seasoned modeler or validator and meet the following requirements:

  • Conducted complete and rigorous independent development and/or validation of models that use machine learning methodologies
  • At least 3-years of work experience at another financial services firm in quantitative research, model development, and/or model validation
  • PhD in mathematics, statistics, computer science, and/or engineering, with a solid knowledge of the banking and finance industry; or possess a graduate degree in finance and/or economics with strong quantitative skills
  • Proficiency in ML platforms/software (e.g., Python / sklearn, XGBoost, and R), algorithms, and techniques; and proficient in at least two of the following languages and statistical packages: SAS, MATLAB, R, and Python
  • Strong knowledge of financial, mathematical and statistical theories and practices, and a deep understanding of the modeling process, model performance measures, and model risk
  • Strong written and verbal communication skills
     

Job Band:

H4

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

The Senior Quantitative Finance Analyst will be a key leader in the Model Risk Management focusing on machine learning models. The role is especially designed to provide both thought leadership and hands-on expertise in methodology, techniques, and processes in data science and machine learning including, but not limited to, Gradient Boosting Tress, Random Forests, Support Vector Machines, Prototype Methods and Nearest-Neighbors, and Artificial Neural Network in the consumer banking, commercial banking and financing space.


The position will be responsible for:

  • Performing all model validation tasks including but not limited to independent model validation, annual model review, ongoing monitoring report review, required action item review, and peer review.
  • Conducting all administrative and governance activities such as model identification, model approval, breach actions, extension assessments, and system of records, to manage model risk.
  • Providing hands-on leadership for projects pertaining to machine learning approaches; and providing methodological, analytical, and technical support to effectively challenge and influence the strategic direction and tactical approaches of these projects.
  • Communicating and working directly with relevant modeling teams and their corresponding Front Line Units; and if needed, communicating and interacting with the third line of defense (e.g. internal audit) as well as external regulators and governance agents.
     

Required skills
The successful candidate should be a seasoned modeler or validator and meet the following requirements:

  • Conducted complete and rigorous independent development and/or validation of models that use machine learning methodologies
  • At least 3-years of work experience at another financial services firm in quantitative research, model development, and/or model validation
  • PhD in mathematics, statistics, computer science, and/or engineering, with a solid knowledge of the banking and finance industry; or possess a graduate degree in finance and/or economics with strong quantitative skills
  • Proficiency in ML platforms/software (e.g., Python / sklearn, XGBoost, and R), algorithms, and techniques; and proficient in at least two of the following languages and statistical packages: SAS, MATLAB, R, and Python
  • Strong knowledge of financial, mathematical and statistical theories and practices, and a deep understanding of the modeling process, model performance measures, and model risk
  • Strong written and verbal communication skills
     

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21034489

Band: H4

Manages People: No

Travel: No

Manager:

Talent Acquisition Contact:

Aubrey Drake

Referral Bonus:

0

Street Address

Primary Location:
150 N COLLEGE ST, NC, Charlotte, 28255