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apply quantitative methods to develop capabilities that meet line of business, risk mgmnt & regulatory reqs
Maintain & continuously enhance capabilities over time to respond to the changing nature of portfolios, economic conditions & emerging risks
Requirements
Master's or equiv. & 2 yrs exp. in: Building & evaluating predictive risk or financial forecasting models by performing feature creation, testing & performance monitoring across diverse business domains using MS Excel, Python, SAS, & SQL based feature extraction
Performing high-level portfolio & transaction analytics to identify anomalous patterns & emerging trends using Pandas, NumPy, Spark/PySpark. 10% domestic travel, as necessary