Quantitative Strategist – Balance Sheet Strategy & Financial Resource Analysis, AVP
New York, NY (1271 AOA/6th Ave), United States
USD 91K-145K Executive-level Full Time
Tasks
- Apply machine learning for forecasting
- Automate regulatory capital calculations
- Build capital forecasting models
- Coordinate with model validation and internal audit
- Develop RWA analytics
- Develop scenario analysis pipelines
- Execute stress testing analytics
- Forecast regulatory capital
- Implement Basel III Endgame rule interpretation
- Optimize financial resource consumption
- Perform RWA attribution
- Prepare model governance documentation SR 26 2
- Present capital impact findings
- Use large language models for documentation automation
Perks/Benefits
Skills/Tech-stack
Azure | Basel III | Basel III Endgame | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Credit Valuation Adjustment | Credit valuation | Databricks | Derivatives | Exposure Measurement | Financing transactions | Git | Language Models | Large Language Models | Leverage Exposure | Machine Learning | Market Risk | Market Risk Capital | NumPy | Pandas | Power BI | PySpark | PyTorch | Python | RWA | Regulatory Capital | Risk Capital | SA-CCR | SQL | Scenario Analysis | Scikit-learn | Securities Financing | Securities financing transactions | Snowflake | Stress Testing | TensorFlow | Valuation Adjustment
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Analyst | Quantitative Analyst | Quantitative Strategist | Strategist
Regions
Countries
States
Cities
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