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Sr. Quantitative Finance Analyst

Charlotte, North Carolina;

Job Description:

To work as part of a quantitative risk modelling team: developing, implementing and documenting quantitative risk models.

• Key position within a small and highly skilled team which is responsible for designing and subsequently managing the activities
• Directly responsible for setting and enforcing the “rules of the road” for platform users; and the overall management of the platform’s the compute and storage resources
• Create the standards and protocols for all platform users, including acceptance criteria for new joiners
• Design a centralized control framework that ensures the platform is appropriately governed
• Generate the tools and reports required to fully realize compute and storage efficiencies
• Responsible for the effective and efficient day-to-day running of the platform – overseeing membership, applying the control framework, prioritizing compute and storage usage, etc
• The position is largely autonomous, working directly for the Platform Architect and operating as an individual contributor
• The role requires interaction with a diverse range of business partners across multiple organizations within the Bank
• The platform is designed to adopt models from across Bank, including Wholesale, Consumer

Required/Desired:

• Required : Master degree or PhD in applied mathematical field (Physics, Computational Finance, etc.). and the ability to program (working knowledge of Python essential, C++ desired).

• Minimum 5 years banking experience
• Prior roles within Technology or Quantitative Groups
• Experience with designing and operating large-scale, flexible architectures
• Proficient in High Performance Computing and process optimization
• Detailed understanding of how to oversee and control the day-to-day running of a major platform

Job Band:

H4

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

To work as part of a quantitative risk modelling team: developing, implementing and documenting quantitative risk models.

• Key position within a small and highly skilled team which is responsible for designing and subsequently managing the activities
• Directly responsible for setting and enforcing the “rules of the road” for platform users; and the overall management of the platform’s the compute and storage resources
• Create the standards and protocols for all platform users, including acceptance criteria for new joiners
• Design a centralized control framework that ensures the platform is appropriately governed
• Generate the tools and reports required to fully realize compute and storage efficiencies
• Responsible for the effective and efficient day-to-day running of the platform – overseeing membership, applying the control framework, prioritizing compute and storage usage, etc
• The position is largely autonomous, working directly for the Platform Architect and operating as an individual contributor
• The role requires interaction with a diverse range of business partners across multiple organizations within the Bank
• The platform is designed to adopt models from across Bank, including Wholesale, Consumer

Required/Desired:

• Required : Master degree or PhD in applied mathematical field (Physics, Computational Finance, etc.). and the ability to program (working knowledge of Python essential, C++ desired).

• Minimum 5 years banking experience
• Prior roles within Technology or Quantitative Groups
• Experience with designing and operating large-scale, flexible architectures
• Proficient in High Performance Computing and process optimization
• Detailed understanding of how to oversee and control the day-to-day running of a major platform

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21057271

Band: H4

Manages People: No

Travel: No

Manager:

Talent Acquisition Contact:

Jillian Teeter

Referral Bonus:

0