Quantitative Modeling Lead [Multiple Positions Available]
Tasks
- Assess and mitigate model risk
- Conduct minor model enhancement reviews
- Conduct model experiments and comparisons
- Conduct no change re reviews
- Coordinate annual status assessment process
- Design model performance metrics
- Drive model review process
- Own validation projects planning execution coordination delivery
- Perform technical assessments
- Review and build benchmark models
- Validate model conceptual soundness
- Validate regulatory models for capital stress testing
Perks/Benefits
- Backup childcare
- Financial coaching
- Health insurance
- Mental health support
- Onsite health and wellness centers
- Retirement savings plan
- Tuition reimbursement
Skills/Tech-stack
Backtesting | Data Preprocessing | Ensemble Methods | Explainability | Feature importance | Hyperparameter Optimization | Linear Regression | Logistic Regression | Machine Learning | Model Deployment | Model Training | Random Forest | Series modeling | Shapley Values | Time Series | Time Series Modeling | XGBoost
Education
Bachelor of Engineering | Bachelor of Science | Doctor of Philosophy | Master of Science | PhD
Regions
Countries
States
Cities
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