Position requires a Masters degree in Finance, Mathematics, Statistics, or related quantitative field plus two 2 years of experience in the job offered or in an advanced scientific or mathematical field.br br Specific Skills Requiredbr Position requires two 2 years of experience inbr br Programming languages used for statistical analysis and data programming including SAS, R, Python, SQL, and MATLABbr Analytical software like Hadoop and NoSQLbr Stochastic Modeling, Optimization, Simulation, Computational Statistics, and Machine Learningbr Experience assessing and documenting models to identify conceptual weaknesses in a model and evaluating tradeoffs with alternate approachesbr Documenting and presenting detailed model development and validation outcomes and resultsbr Utilizing best modeling practices and methodologies in the areas of data processing, sampling, model designspecification, model performance assessment, and evaluation testingbr Application of analytical, statistical and forecasting methods with focus on the theory and mathematics behind the analysesbr Performing model validations and clearly documenting evidence of validation activities to identify conceptual weaknesses in a model and understand tradeoffs with alternate approaches;br Provide effective model challenges to models developed in lines of business to reduce model risk to meet or exceed regulatory and industry standards;br Developing and validating a variety of statistical, machine learning and Artificial Intelligence AI models, including hazard models, LassoElastic Net regularization, logistic regressionbr models, time series models, largescale econometric models, and gradient boosting machines; andbr Working within the regulatory framework for financial institutions and interfacing with regulators and auditors.
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