Quantitative Analytics Senior Manager
Tasks
- Assess models based on findings
- Conduct model validation reviews
- Evaluate and manage model risks
- Evaluate credit risk prepayment and default models
- Evaluate market risk and counterparty risk models
- Follow model governance procedures and requirements
- Lead cooperative project team efforts
- Perform peer reviews for model validation quality
- Plan execute and document analysis of complex financial models
- Remediate regulatory findings and address audit feedback
- Use simulation methods for risk analysis
- Validate and develop derivatives valuation models
Perks/Benefits
Skills/Tech-stack
Capital Models | Counterparty risk | Credit Risk | Credit risk modeling | Curve Bootstrapping | Default modeling | Derivatives Valuation | EAD | Econometrics | Historical Simulation | Interest Rate | Interest Rate Derivatives | LGD | Loan Scoring | MATLAB | Market Risk | Market Risk Modeling | Model Governance | Model Validation | Monte Carlo | Monte Carlo Simulation | PD | Prepayment modeling | Python | R | Risk Management | Risk Modeling | SAS | Security Valuation | Statistical Methods | Term structure | Term structure models
Education
Related jobs
-
Manager, Data Engineering USD 130K-166KAWS | Access Controls | Apache Airflow | Audit Logging | AzureCollaborative team culture | Remote work | Work-life balanceSenior-level Full TimeRemote, United States R13h ago
-
Robotics Program Manager, Product Data Operations USD 134K-202KBash | Data Curation | Data Quality | Data Quality Management | Data pipelineOnsite workMid-level Full TimeBurlingame, CA18h ago
-
Benchmarking | Code review | Data Pipelines | Distributed Systems | Evaluation FrameworksMid-level Full TimeMenlo Park, CA18h ago
-
Technical Program Manager, Office of the CEO USD 167K-230KAI product lifecycle | AWS | Agile | Azure | Cloud PlatformsMid-level Full TimeMenlo Park, CA18h ago
-
Code review | Data Deduplication | Data Pipelines | Data Processing | Data QualityMid-level Full TimeMenlo Park, CA18h ago
-
Research Data Program Manager, MSL USD 122K-196KAnnotation tooling | Data Operations | Data Quality | Data labeling | EvaluationsMid-level Full TimeMenlo Park, CA18h ago
-
Research Data Program Manager USD 143K-202KAnnotation tooling | Data Annotation | Data Quality | Data labeling | Language ProcessingMid-level Full TimeMenlo Park, CA18h ago
-
Construction Project Controls | Construction Scheduling Software | Construction scheduling | Critical Path Method | Critical pathSenior-level Full TimeSunnyvale, CA, USA; Kirkland, WA, USA18h ago
-
Gross To Net Data and Analytics Manager USD 99K-184KAudit Readiness | Chargebacks | Data Modeling | Data Pipelines | ETL401k savings plan | Dental insurance | Disability insurance | Employee assistance program | Flexible vacationMid-level Full TimePlainsboro, NJ, US21h ago
-
Principal AI Engineer - Core Platform USD 250K-290KAWS | Agents SDK | Anomaly Detection | Automated testing | Classification401k match | Company-provided phone | Health insurance | Hybrid work | PTOSenior-level Full TimeNew York, New York, United States1d ago
-
Analytics Solutions Manager USD 175K-201KAWS | Alteryx | Apache Hive | Automation | Big DataBackup childcare | Financial coaching | Health care coverage | Mental health support | Retirement savings planMid-level Full TimeWilmington, DE, United States1d ago
-
Associate Director, Data Engineering USD 94K-203KAgile | Change Management | Configuration Management | Data Engineering | Interpersonal CommunicationMid-level Full TimeMadisonville Office Building, United States1d ago
-
Agile | Data Lineage | Data Observability | Data Quality | Data Quality ManagementHealth and wellness resources | Paid time offSenior-level Full TimeCharlotte, United States1d ago
-
Analytics | Business Modeling | Credit modeling | Customer Experience | Customer experience strategy401k | Dental insurance | Fully remote | Life insurance | Medical insuranceSenior-level Full TimeMissouri Work at Home, United States R1d ago
-
VP, Fraud Analytics and Strategy USD 135K-230KBatch testing | Big Data | Challenger Analytics | Data Analysis | Data MiningTravel for business as required | Work from home flexibilityExecutive-level Full TimeCharlotte Remote NC, United States R1d ago
-
Marketing Analytics Automation & Enablement Manager USD 106K-156KAdobe Target | BigQuery | Business Intelligence | CDP | CTEGenerous time off | Health care insurance | Paid parental leave | Paid personal time off | Paid sick timeMid-level Full TimeRemote - US R1d ago
-
Manager, Forward Deployed Engineering USD 220K-320KAPI | Benchmarking | Data Engineering | Data Pipelines | Data ValidationSenior-level Full TimeNew York City, NY (Hybrid); Redwood … R1d ago
-
Backtesting | Executive Communication | KPI Development | LLM Applications | Language ModelsBackup childcare | Financial coaching | Health care coverage | Mental health support | Onsite health and wellness centersSenior-level Full TimeJersey City, NJ, United States1d ago
-
Manager, Solutions Engineering USD 280K-345KCloud Architecture | Generative AI | JavaScript | Machine Learning | Network ArchitectureHybrid work relocation assistanceSenior-level Full TimeSan Francisco1d ago
-
Data Management | Data licensing | Jira | Market Data | Master DataMid-level Full TimeNew York, New York, United States1d ago
-
Senior Engagement Manager, West USD 155K-171KBudgeting | Margin management | Project Management | Risk Management | Schedule management401k match | Dental insurance | Employer paid disability coverage | Flexible spending accounts | Medical insuranceSenior-level Full TimeUnited States, Remote R1d ago
-
VP, AI Program Lead USD 130K-163KArtificial Intelligence | Audit Readiness | Data Governance | Data Management | Ethical AI401k match | Hybrid work | Paid subscriptions | Paid time off | Remote workSenior-level Full TimeChevy Chase, MD1d ago
-
Confluence | Dependency management | GitHub | Jira | Program Management401k matching | Dental insurance | Home Technology Stipend | Medical insurance | Paid HolidaysSenior-level Full TimeCollege Park, Maryland, United States; Oxford, …1d ago
-
Lead Data Engineer USD 125K-150KAWS Glue | AWS Lambda | AWS Step Functions | Agile | Amazon EMR401k matching | ADandD insurance | Disability insurance | Employee assistance program | Health insuranceSenior-level Full TimeFort Lauderdale, FL, United States1d ago
-
Manager, Business Intelligence USD 120K-140K.NET | Amazon Web Services | C Sharp | Data Dictionary | Data GovernanceMid-level Full TimeFort Lauderdale, FL, United States1d ago