Senior Lead Quantitative Analytics Specialist

• Develop, implement, and calibrate various analytical models for risk management
• Perform highly complex activities related to financial products, business analysis and modeling
• Perform basic statistical and mathematical models using Python, C++ and SQL
• Perform analytical support and provide insights regarding a wide array of business initiatives
• Provide solutions to business needs and analyze workflow processes to make recommendations for process improvement in risk management
• Collaborate and consult with peers, colleagues, managers and regulators to resolve issues and achieve goals
• Establishing effective yet automated controls and creating consistent and robust execution processes across models
• Maintaining documentation for key implementation processes across the team with focus on standardization of implementation and execution controls
• Partnering with modeling team to understand model structure and limitation
• performing model performance monitoring, creating and sharing regular reports with key stockholders

• 7+ years of Quantitative Analytics experience, or equivalent demonstrated through work experience, training, military experience, education
• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
• Strong analytical skills with Python programming and C++ programming expertise in model development
• Extensive experience in interest rate products pricing and risk modeling
• Strong financial modeling knowledge in stochastic calculus and numerical computation
• Strong analytical/quantitative problem-solving skills
• Knowledge and understanding of financial products and financial modeling
• Strong time management skills and ability to meet deadlines
• Ability to deliver results with speed and agility
• Ability to work effectively in a team environment and across all organizational levels
• Excellent verbal, written, and interpersonal communication skills
• Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment

PhD in statistics, mathematics, physics, engineering, computer science, economics, or quantitative field