Masters degree in Information Technology, Information Systems, Mathematics, Finance, Quantitative Finance, Computer Science, Electrical Engineering, or related field willing to accept foreign education equivalent plus three years of quantitative analysis experience. Experience must include three years of performing statistical modeling, including credit risk modeling, market risk modeling, macroeconomic modeling, and asset allocation modeling; preparing quantitative pricing models, including options and fixedincome models; utilizing programming languages, including Python, R, VBA, and CC, to code and implement models or algorithms; and performing regulatory reporting pursuant to SR 117 framework, including CCAR, CECL, IFRS, and ICAAP. In the alternative, the employer is willing to accept a Bachelors degree and five years of experience as stated above. Experience must include 1 year of collaborating with internal teams, clients lines of businesses, model developers, model validators, and internal audits to manage the model monitoring cycles; and mentoring, coaching, and training junior team members. Less than 10 travel outside of normal commuting distance.br br From H. 7A Masters degree in Information Technology, Information Systems, Mathematics, Finance, Quantitative Finance, Computer Science, Electrical Engineering, or related field willing to accept foreign education equivalent.
Categories: eb3
0 Comments