The Federal Reserve Bank of Atlanta is seeking a Data Scientist/Senior Data Scientist to lead and participate in the review and validation of quantitative risk management models at bank holding companies. The ideal candidate will possess strong quantitative skills, project management experience, and proficiency in statistical programming languages
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 (BHCs).
Conducts additional quantitative analysis related to capital adequacy processes of large BHCs, including the analysis of loss estimation and pre-provision net revenue methodologies.
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 the review and validation of quantitative risk management models at bank holding companies. The ideal candidate will possess strong quantitative skills, project management experience, and proficiency in statistical programming languages.
Skills & Requirements
Must-have
Quantitative risk management practices
Capital adequacy processes
Model risk management frameworks
Advanced risk management systems
Quantitative analytics
Statistical/analytical methods
Nice-to-have
Industry modeling approaches
Internal consultant
Supervisory expectations
Sound risk management practices
Horizontal assessments
White papers and industry developments
Key Requirements
Bachelor's Degree
Two to Five years experience
Proficient with statistical or mathematical programming language