The Federal Reserve Bank of Atlanta is seeking a Data Scientist/Senior Data Scientist to lead and participate in reviews of quantitative risk management practices and model validation for bank holding companies. The role requires strong analytical skills, proficiency in statistical programming, and the ability to communicate effectively with stakeholders
Job Summary
Leads and participates in on- and off-site reviews of the development, use and validation of models, related quantitative risk management practices and governance at bank holding companies.
Contributes to building perspectives on industry modeling approaches for a variety of business problems and actively participates in Federal Reserve System reviews of regulated firms’ capital adequacy.
Serves as an internal consultant to examination staff, Department officers, and Reserve Bank management and assists in the execution of Bank supervision and regulatory policy.
Matching Summary
Match Score: 85
The Federal Reserve Bank of Atlanta is seeking a Data Scientist/Senior Data Scientist to lead and participate in reviews of quantitative risk management practices and model validation for bank holding companies. The role requires strong analytical skills, proficiency in statistical programming, and the ability to communicate effectively with stakeholders.
Skills & Requirements
Must-have
quantitative risk management practices
capital adequacy (e.g. CCAR, DFAST)
loss estimation and pre-provision net revenue
credit risk, market risk, liquidity risk
model risk management frameworks
advanced risk management systems
quantitative analytics
Nice-to-have
internal consultant to examination staff
collaborate with supervisory personnel
maintains proficiency in advanced statistical methods
Key Requirements
Bachelor's Degree; Master's Degree preferred
Two years to Five years experience
Proficient with at least one widely used statistical or mathematical programming language