Description:Overview: A large Bank's Global Risk Management business is looking for a Senior Quantitative Finance Analyst within the Market Behavior Analytics group. This group is responsible for developing surveillances and other sophisticated controls over activities in our Global Markets business. These controls detect potentially suspicious activities and patterns of behavior. Building these controls requires knowledge of big data techniques, ability to architect systems that can efficiently scale to hundreds of billions of data points per day, machine learning over unstructured and structured data, graph analytics, and experience with building UI for data rich applications.Job Description: This job is responsible for conducting quantitative analytics and complex modeling projects for specific business units or risk types. Key responsibilities include leading the development of new models, analytic processes, or system approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations may include the ability to influence strategic direction, as well as develop tactical plans.Responsibilities: Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers Leads the planning related to setting quantitative work priorities in line with the bank’s overall strategy and prioritization Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation Maintains and provides oversight of model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite Leads and provides methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approachesSkills Needed: Critical Thinking Quantitative Development Risk Analytics Risk Modeling Technical Documentation Adaptability Collaboration Problem Solving Risk Management Test Engineering Data Modeling Data and Trend Analysis Process Performance Measurement Research Written CommunicationsKey responsibilities include: Designing and building end-to-end surveillance systems, which include data transformations, data controls, modeling, scaling, and user interfaces Managing a team of highly skilled quantitative analysts and engineers and setting the direction of the team Interfacing with and influencing various stakeholders in business, modeling, and technology groups across the bankRequired Skills: Successful candidates will have a Masters or PhD in Computer Science or similar discipline, and at least 7 years of relevant experience Proven technical leadership in designing big data systems Proven technical leadership in building complex analytical models that use a combination of numeric, textual, and graph data Proven technical leadership in using machine learning to solve domain specific problems Experience in managing teams of size up to 10 Ability to work in a large, complex organization, and influence various stakeholders and partners Player-coach who is able to simultaneously lead a team and work on projects individually Strong communication skills and ability to effectively communicate quantitative topics to technical and non-technical audiences Ability to effectively presents findings, data, and conclusions to influence senior leadersSkills:Python, Quantitative analysis, CTop Skills Details:Python,Quantitative analysis,CAdditional Skills & Qualifications: Successful candidates will have a Masters or PhD in Computer Science or similar discipline, and at least 7 years of relevant experience Proven technical leadership in designing big data systems Proven technical leadership in building complex analytical models that use a combination of numeric, textual, and graph data Proven technical leadership in using machine learning to solve domain specific problems Experience in managing teams of size up to 10 Ability to work in a large, complex organization, and influence various stakeholders and partners Player-coach who is able to simultaneously lead a team and work on projects individually Strong communication skills and ability to effectively communicate quantitative topics to technical and non-technical audiences Ability to effectively presents findings, data, and conclusions to influence senior leadersExperience Level:Expert LevelAbout TEKsystems: We're partners in transformation. We help clients activate ideas and solutions to take advantage of a new world of opportunity. We are a team of 80,000 strong, working with over 6,000 clients, including 80% of the Fortune 500, across North America, Europe and Asia. As an industry leader in Full-Stack Technology Services, Talent Services, and real-world application, we work with progressive leaders to drive change. That's the power of true partnership. TEKsystems is an Allegis Group company. The company is an equal opportunity employer and will consider all applications without regards to race, sex, age, color, religion, national origin, veteran status, disability, sexual orientation, gender identity, genetic information or any characteristic protected by law.
Job Details
ID | #52659652 |
Estado | New York |
Ciudad | New york city |
Full-time | |
Salario | USD TBD TBD |
Fuente | TEKsystems |
Showed | 2024-10-07 |
Fecha | 2024-10-08 |
Fecha tope | 2024-12-06 |
Categoría | Etcétera |
Crear un currículum vítae | |
Aplica ya |
Senior Quantitative Analyst
New York, New york city 00000 New york city USA