Senior Treasury Quantitative Analyst

Mtbachelor

New York, NY, United States of America
Base: $112,778.00 – $122,402.00 py; bonus/equity: ...
Using sas, r, python, or matlab for modeling
Quantitative behavioral modeling for risk management
Sql data analysis for model implementation
Use SAS, R, Python, or MATLAB to develop model implementation and execution codes for various risk management models including credit risk, interest rate risk, and liquidity risk

Job Summary

  • Use SAS, R, Python, or MATLAB to develop model implementation and execution codes for various risk management models including credit risk, interest rate risk, and liquidity risk.
  • Prepare, manage, and analyze large financial data sets using SQL or similar tools to support quantitative modeling and risk management decisions.
  • Conduct model performance tracking, identify deviations from forecasts, and maintain model documentation while ensuring compliance with regulatory guidance and internal controls.

Matching Summary

Use SAS, R, Python, or MATLAB to develop model implementation and execution codes for various risk management models including credit risk, interest rate risk, and liquidity risk.

Salary

Base: $112,778.00 – $122,402.00 per year; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Using SAS, R, Python, or MATLAB for modeling
  • Quantitative behavioral modeling for risk management
  • SQL data analysis for model implementation
  • Model implementation and execution in production
  • Compliance with regulatory model risk standards
  • Portfolio and model performance tracking

Nice-to-have

  • Communicating analytical results to stakeholders
  • Providing guidance to less experienced personnel
  • Engaging with audit teams and regulators
  • Developing ad-hoc processes to address model deficiencies

Key Requirements

  • Master’s degree in Statistics, Economics, Finance or related field
  • Minimum 2 years experience as Model Risk Analyst or Quantitative Analyst
  • Experience with quantitative behavioral modeling for credit, interest rate, and liquidity risk
  • Experience conducting model testing and independent validation
  • Experience engaging with Federal Reserve, FDIC, OCC regulators
  • Experience extracting and analyzing large financial data sets in SQL

Work Rights

Not specified

Tailored Resume

Cover Letter