Corporate Audit Quantitative Finance Analyst

Job Description:

***Position can be filled as either a Senior Quantitative Financial Analyst(B4) or a Quantitative Financial Analyst(B5) pending candidates overall experiences and qualifications***

• The Quantitative Financial Analyst will contribute to the Corporate Audit Model Risk team's enterprise-wide coverage of model risk management. Responsible for independently conducting quantitative analytics and modeling projects. Responsible for reviewing new models, analytic processes or systems approaches. Creates documentation for all activities and communicating audit results with senior model risk stakeholders within the company. Incumbents possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products.

The candidate will assume the following responsibilities:

• Read and understand financial regulatory guidance and technical publications.
• Interview business partners in various lines of business and control functions to understand relevant aspects of model governance, development, validation, and use.
• Apply this understanding to the auditing of model governance, model development, model validation, and model use. Produce written evaluations based on these audits.
• Provide quantitative modeling consultation to other audit teams and engage with business partners in ensuring effective model risk management across the bank.
• Document audit review and testing results and articulate findings to senior management.

Required Skills:

• Master's or Ph.D. in a quantitative discipline such as mathematics, statistics, operations research, or economics.
• Three plus years of relevant working experience in a quantitative capacity in the financial industry.
• Sound organizational, analytical, quantitative, oral, and written communication skills.
• Ability to work well with and communicate with others, from teammates to executives, and to present findings to upper level management and executives.
• Ability to manage multiple work efforts and to quickly change direction as needed.

Desired Skills:

• Quantitative financial experience
• Expertise in one of R, SAS, C++, MatLab, Java
• Experience with financial regulatory guidance, audit or compliance

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