Quantitative Analyst Job Description Sample
Role / Responsibilities:
We are looking for a Quantitative Analyst to join our modelling team. Our team is responsible for developing all models and scorecards used in the rating process.
Build and develop complex cash flow models using Moody's fixed income software
Develop in-depth knowledge of our Rating Agency models and scorecards
Assisting with ad-hoc quantitative projects to update and improve the rating process (structured finance simulations, macroeconomic projects, etc.).
Publish research and participate in professional training for the analytical staff
Perform back-tests and develop analytical projects to confirm the ability of financial models to assess credit risk.
Assist developers in the creation of models and scorecards
Act as a key point of contact to provide guidance to rating teams to ensure consistency with rating models and scorecards when appropriate
Bachelor's degree in Finance, Financial Engineering, Mathematical Finance, Mathematics, Statistics, Physics, Engineering, Computer Science or related field
Experience in financial modelling – experience in credit risk, credit derivatives or structured finance a strong plus. Experience may be gained through employment or academic study
Ability to comprehend, interpret and analyse legal documents on complex financial structures
Proficient/expert in Excel and VBA, and other MS Office tools
Strong quantitative aptitude
Excellent written and verbal communication skills, able to communicate clearly and succinctly
High attention to detail with excellent organisational and analytical skills and ability to handle multiple projects at one time
Hard working, easy to work with, and a willingness to learn new technologies
Fluency in English is essential
Master's degree or PhD is a plus.
Knowledge of SQL, C#.Net, VBA.Net or other programming/scripting languages is a plus
Understanding of fixed income; knowledge of structured finance is a plus
Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion, national origin, citizen status, marital status, physical or mental disability, military or veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law. Moody's also provides reasonable accommodation to qualified individuals with disabilities in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email email@example.com.. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications.
For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance. For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act. For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law.
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Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.
The Quantitative Analyst 2 performs analysis of key performance measures in the areas of product/app performance, operations performance and customer experience. Unlocks opportunities leveraging quality data to inform product and operational leaders. Experienced at analyzing data and presenting a compelling, insightful analysis that drives business decisions. Develops easy to understand data visualization of trends and variances from decision making. Develops alarm/alert systems using control charts and other statistical techniques. Applies advanced analytics to include machine learning techniques to improve product delivery and reduce cost per service event. Serves as a consultant to business process owners and provides actionable insights that facilitate decision making and drive financial performance.
Here's what you'll bring to the team:
Analyzes customer app or service engagement across channels to identify opportunities to grow customer engagement.
Develop analytics across different channels to identify opportunities for Customer experience improvement.
Employs data analysis techniques and methods to build varied regression and classification models for defect identification and process optimization.
Develops reporting based on business requirements, understanding of business processes, and knowledge of system logging to implement fully automated solutions.
Work across the organization and build the knowledge base for overall business improvement.
Visualize the movement of customers through and across channels (app, call center, voice self-service, web, email, on-line chat) and measure customer level of effort with effective data collection via SQL and other query languages to integrate data from multiple sources
Ensure reports have the utmost data integrity and accuracy and verbally present results and implications to operational teams on a daily basis
Serve as subject matter expert in analytics and support strategic projects that directly impacts customer, agent and coach experience.
Analyze operational and financial metrics and identify statistically significant cause-and-effect relationships between key business drivers
Present results to senior management in a clear, concise, and compelling manner
Identify opportunities and recommend creative solutions to business problems through analytics and understanding of the business processes and systems
Operate with a high degree of autonomy in a direct support relationship to primary customers and meet all requirements with minimal management oversight
Who's a great match for us?
Bachelor's degree in MIS, Computer Science, Business Analytics
Minimum of 2 years' experience in Data Analytics OR Masters Degree with 0 years experience
Experience with building data visualizations using tools such as Spotfire, Tableau, D3.js
High-energy and a desire to work in a results oriented, fast-growth environment
Intellectual curiosity, passion for problem-solving and comfort with ambiguity
Superior quantitative and analytical skills, intellectual curiosity and a passion for achieving practical business impact
Strong interpersonal skills including confidence in dealing with people at all levels of the organization, ability to manage intake, and present insights
Ideal candidate will have at least 2 years supporting customer service operations
Strong understanding of databases, and query tools like DBeaver, SQL workbench
Expert skill level in Excel
Experience with visualization and presentation tools, mainly, Spotfire, Tableau, or Power BI
Knowledge of statistical tools in Python (SciPy, NumPy, Pandas, scikitlearn) or R.
Understanding of statistical concepts and experience in applying techniques(Random Forest, SVM, NLP)
Apply statistical theory and methods to collect, organize, interpret, and summarize numerical data to provide usable information. Interprets quantitative data and design statistical models for researching problems or questions. Analyzes data using statistical analysis software. Gathers, evaluates and relays both internal and economic data to predict different types of risks by making use of econometric and statistical methods. Conducts special studies to analyze complex financial actions and prepares recommendations for policy, procedure, control, or action. Analyzes financial information to determine present and future financial performance. Identifies trends and recommends improvements accordingly. Coordinates with all levels of management to gather, analyze, summarize, and prepare recommendations regarding financial plans, acquisition activity, new business planning and trended future requirements. Maintains databases and ensure that their data are reliable.
Essential Duties and Responsibilities
Develop predictive and forecasting models applied to Banking and Finance
Apply statistical theory and methods to collect, organize, interpret, and summarize numerical data to provide usable information.
Gather, evaluate, and relay both internal and economic data to predict different types of risks by making use of econometric and statistical methods
Conduct special studies to analyze complex financial actions and prepares recommendations for policy, procedures, control, or action.
Analyze financial information to determine present and future financial performance. Identifies trends and recommends improvements according.
Aides in the preparation of studies, reports, and analyses such as budgets, forecasts, financial plan, regulatory requirements, statistical reports, cash flow projections, valuations, and business forecasts.
Assist in the development of the budget, planning, and other corporate financial requirements.
Maintains databases and ensures that the data is reliable.
Provides analytical support and documents models as per model validation requirements.
Excellent organization skills, able to establish priorities, manage multiple tasks simultaneously, work under pressure and meet deadlines.
Ability to analyze business results, to identify problems and propose solutions.
Excellent oral and written communication skills in both English and Spanish.
Bachelor's Degree in Computer Science or Mathematics
At least two years of related experience.
Collaboration & Teamwork
Optoro is a fast-growing technology company that is revolutionizing the retail industry. Every year, more than 15% of retail goods are returned or simply never sell. This creates tons of unnecessary waste and costs retailers billions.
Our mission is to make retail more sustainable by eliminating all waste from returns. Our technology platform connects every returned item to its best home, thereby increasing profitability for retailers, giving consumers great deals, and reducing environmental waste.
Backed by some of the top investors in the country - including Kleiner Perkins, Revolution Growth, and UPS - Optoro is powered by its collaborative, unconventional, and resourceful employees who love solving big problems. We are looking for individuals with similar creativity and energy to help build a lasting company focused on the triple bottom line.
Smart Disposition Product Analyst
Reporting into the Director of Analytics, this role is responsible for using quantitative analysis to understand and monitor the performance of Smart Disposition, Optoro's flagship product. In partnership with Product Management, the Analyst will create automated methods to evaluate product performance and will also engage in exploratory analysis. This includes metric development and reporting: establishing key metrics, owning product reporting, and surfacing key trends. Equally important is data analysis: conducting unit-level forensic analysis, prioritizing features for investment, and supporting ad hoc analysis of SmartDisposition stakeholders.
Duties and Responsibilities
Metric Development and Reporting
Partner with Product Managers to develop product metrics
Design, build and maintain product performance dashboards
Monitor product performance and new feature impact
Develop baseline product performance and serve as SME for go-forward product performance
Exploratory Data Analysis
Manipulate complex, high-volume data from varying sources to provide insights into enhancing Optoro's SmartDisposition algorithm
Conduct unit-level forensics and tracking for anomalous unit dispositions
Surface themes and insights from forensics explorations to inform product management decisions
Provide substantial input into feature prioritization and data science model evolution based on expected impact of changes and 'what if' analysis
Collaborate with technical/data engineering, business/client, and operations stakeholders to collect and validate data needed to conduct analyses
Bachelor's degree, preferred Applied Math, Engineering, Physics, Statistics, Economics
Minimum of 1-3 years of professional experience in a technical, or analytical function
Experience with data visualization tools (Excel, Tableau, Looker) required; experience with R and/or Python preferred
Experience writing SQL
Technical competence to perform advanced analytics with large datasets
Proven analytical abilities required
Ability to prioritize workloads and adapt to changing priorities
Experience in a related industry such as retail, supply chain or technology preferred
Excellent attention to detail with exceptional follow-up
Strong communication and presentation skills
Ability to thrive in a fast-paced environment
High-achiever, self-starter and team player
Optoro is an equal opportunity employer.
The Quantitative Analyst position is part of the Company's fast-paced Investment Division. Responsibilities will include creating, maintaining, and updating investment models; managing portfolio accounting and reporting systems; assisting in evaluating equity, fixed income, and alternative investment opportunities; leading special quantitative projects upon request, and assisting in the preparation of written investment reports and recommendations for senior management.
Create, maintain, and update investment portfolio Excel models
Manage portfolio accounting and reporting systems; take ownership of data reliability and accuracy
Analyze and evaluate potential investment opportunities and prepare written summaries
Prepare materials and exhibits for senior management meetings
Complete time-sensitive projects, including ad hoc analyses
Essential Job Functions:
Use quantitative problem-solving skills to find and create efficiencies in models, programs, and processes to improve speed and reliability of results
Work with third party data providers and internal groups to reconcile cash flows, daily cash balances, and GAAP & Tax accounting, automating as much of the process as possible
Research, analyze, and value equity, fixed income, and alternative investments
Summarize results and present conclusions in a clear and concise manner, both verbally and in writing
Prepare presentations for senior management meetings
Perform general market research & analyses
Respond quickly to ad hoc requests
Maintain a positive attitude and constructively collaborate with colleagues
Bachelor's degree in finance, accounting, computer science, engineering, or a related field
Mastery of Microsoft Excel including VBA programming experience
Proficiency in at least one programming language
Strong organizational skills with exceptional attention to detail
Highly motivated, solves problems independently and able to meet firm deadlines
Strong writing and communications skills
Ability to maintain a positive attitude and constructively collaborate with colleagues in a fast-paced environment
Highly dependable with the utmost integrity and the ability to protect confidential information
Strong desire to learn and grow in all aspects of the investment field
1-3 years of experience in investments
CFA or CFA candidate preferred
Working knowledge of financial concepts - IRR, NPV, etc.
Experience using Bloomberg terminal and Excel API
Working knowledge of GAAP and Tax accounting
Proficiency in investment concepts and terminology
Irvine Company is a privately held real estate investment company and master-planner committed to creating and sustaining communities that thrive for generations.
With diversified operations throughout coastal California, Irvine Company plans and brings to life balanced, sustainable communities with a full range of housing, job and retail centers, schools, recreation and permanently preserved open space.
We take as much pride in our employee community as we do the communities we create. It's an environment populated with talented and experienced people, a collaborative spirit and abundant opportunities.
Apply today to join our employee community, and learn more about Irvine Company, our legacy and our guiding principles.
The Irvine Company is committed to providing equal opportunity in all of our employment practices, including selection, hiring, promotion, transfer, compensation, termination, and training, without regard to race, religion, color, sex, sexual orientation, gender, gender identity, national origin, ancestry, citizenship status, marital status, pregnancy, age, medical condition, genetic information, military and veteran status, disability, or any other basis protected by federal, state, and local law. Reasonable accommodation is available for qualified individuals with disabilities, upon request.
Does complex modeling excite you? Are you an innovative thinker? Are you an expert analyst of trade and market data? Do you have a keen understanding of the market micro-structure space? Are you able to proactively create solutions in response to continuous dynamic changes?
We're looking for someone like that who will contribute to the Algorithmic Trading product to:
- be a subject matter expert in the field of equities algorithmic trading, Americas market structure and transaction cost analysis
- serve as a team lead for junior quantitative analysts
- perform original research on market microstructure
- improve algorithmic strategy performance by developing new and improving existing models
- collaborate with other front office personnel and IT to improve algorithmic trading strategies
You'll be working in the Algorithmic Trading and Analytics group in New York.
We are a global team comprised of Quantitative Analysts, Financial Engineers, Traders and Technologists. Our role is to provide trading algorithms and execution consultancy for electronic trading of equities and other asset classes.
Our team is responsible for building algorithmic trading strategies, designing high performance quant trading models, research on market microstructure and helping optimize the trading performance across equities
– a M.S. or Ph.D. in finance, physics, mathematics, computer science, engineering or related field. Ph.D. preferred
– experience designing and implementing mathematical models within real-time low-latency systems.
– a minimum of 5 years related Quantitative Analyst and/or product management experience
– experience as a quant within equities trading environment
– strong core Java, KDB/Q, Python
– experience working with large data sets
– experience with pre-trade models and portfolio optimization
Your experience and skills:
– highly proficient in statistical software packages for time-series analysis
– an expert in database design and comfortable building data access queries and tools.
– hands-on and will not require assistance to collect and clean data, implement, evaluate, maintain and document your projects
– able to manage multiple projects
– an excellent communicator both written and oral
– able to work effectively on a trading floor, under pressure and deadlines
Job Title: Quantitative Analyst
Department: Quantitative and Derivatives Strategies
The analyst will play a key role in developing research and analytics to support the firm's investment strategies. This role will support quantitative initiatives that include systematic strategy development, portfolio advisory, alpha generation, risk management, and integration of quantitative analytics and data science within the firm's fundamental investment platform.
Apply econometric and machine learning techniques across a range of quantitative and data science research initiatives to identify alpha enhancement opportunities across strategies and support product development initiatives.
Provide portfolio advisory including application of portfolio construction and optimization techniques across strategies to calibrate risk-return profile and create portfolio efficiencies.
Support development of risk managed systematic quantitative and derivatives overlay strategies.
Work with PM's across investment teams to better integrate quantitative and data science within a fundamental investment framework. Investment teams include real estate, global infrastructure, natural resources, commodities, fixed income, and macro.
Research and evaluate appropriate hedging and alpha enhancing strategies using equities, fixed income, and currency derivatives including options, futures and swaps.
Support investment risk management effort including our proprietary risk management system.
3-8 years of quantitative finance experience.
Master's in Financial Engineering, Computational Finance, Mathematics, or related areas preferred.
Fluent capital markets knowledge.
Knowledge of derivatives.
Solid knowledge of econometrics, machine learning, and data science techniques.
Good understanding of portfolio construction and optimization techniques.
Strong proficiency in programming (i.e. C, C++, C#, CUDA, R, Python, MATLAB).
Ability to multi-task effectively across multiple quantitative and derivatives areas.
Strong oral and written communication skills.
Note: This job description reflects management's assignment of essential functions; it does not prescribe or restrict the tasks that may be assigned.
Data Makes Our World Go Around
We make decisions about our own business based on data and we help our clients do the same. Without it, we grind to a halt. Bring your skills to Vixxo and be at the center of some of our most exciting projects, changing and disrupting the facilities management industry.
Just like you would, we hold ourselves accountable for growing the company and meeting aggressive goals. We also work equally as hard at growing our corporate culture, which includes Vixxo's commitment to diversity and the fact great minds think differently
About the Role
As a member of the Analytics team, the Decision Support Analyst enables customer success and loyalty by providing data-driven decision support to customers. Reporting to the Director, Analytics this role generates actionable business insights about facility management (FM) programs to help customers achieve cost savings, improve asset uptime and optimize their FM spend. In close collaboration with customers, Operations, Account teams, IT and other internal stakeholders, the Decision Support Analyst ensures that the analytical needs of customers are met in a timely, thoughtful, accurate and value-oriented manner.
Provides decision support to customers through the collection, analysis, and interpretation of operational and financial performance data. Uses analytical findings to propose FM strategies and solutions for customers. Performs trend analyses to uncover patterns in customer performance data that guide business decisions and drive cost savings and operational efficiencies in the customer's FM program
Proactively develops a strong understanding of the customer's FM program and Vixxo's operations. Performs root cause analyses to address business questions and problems and identify FM performance improvement opportunities that enable customers to reach their FM goals and objectives.
Defines and documents reporting requirements and partners closely with the Business Intelligence and Reporting Strategy team to automate recurring reports. Proposes and implements reporting enhancements as needed in order to meet evolving customer needs.
Drives improvements in data quality by partnering with Account teams, Operations, Finance, the Data Governance Office and IT to research data anomalies and recommend changes to data policy, processes, procedures, and systems.
Prepares and presents analytical and/or reporting results to customers and internal leadership in conjunction with the Account Manager as needed
Uses analytical findings to inform recommendations for internal operational or financial process improvements
Establishes a professional and trusting relationship with customers
Bachelor's Degree in Business Administration, Industrial Engineering, Finance, Mathematics, Economics or other related field required.
5+ years of experience collecting, analyzing and interpreting operational and financial data using industry-accepted software packages such as R, SAS, Python, etc.
Advanced skills in SQL, MS Excel, and MS PowerPoint
Experience developing queries to retrieve data from multi-object, relational databases
Ability to visually represent and verbally communicate insights so they can be easily understood by customers and internal stakeholders
Ability to clearly and compellingly articulate the strategic and tactical implications of analytical findings
Effectively manages multiple priorities simultaneously and develops clear objectives, goals, and action plans to meet or exceed customer expectations within a fast-paced environment
Familiarity with P&L reporting (including cost, margin, allocations, etc.) is a plus
Familiarity with budgets and forecasting is a plus
Ability to foster collaborative and professional partnerships and teamwork throughout the organization
Excellent critical thinking and problem-solving skills
Must be highly customer-centric
Exhibits a high degree of initiative, self-motivation and seeks to continuously learn and grow
Experience with text analytics is a plus
Janus Henderson Global Investors is a leading independent global asset manager, dedicated to delivering the best outcomes for clients through a broad range of actively managed funds.
We provide our institutional, retail and high net-worth individuals with access to skilled investment professionals representing a broad range of asset classes including, equities, fixed income, multi asset and alternatives.
We are a team of independent thinkers who work tirelessly to help our clients achieve their goals – and we do it by fostering an energetic and collaborative culture that ensures our people love the place they work.
Headquartered in London, Janus Henderson is a truly global asset manager with a diverse geographic footprint, managing assets from 27 offices globally and employing more than 2,000 staff.
Overview of the Role
You will be a member of a new global fixed income quant team that will augment and complement our existing fundamental research efforts, thereby enhancing our fixed income portfolio management insights and processes. You will conduct quantitative research into a range of areas affecting fixed income portfolio management, including forecasting of capital markets conditions and asset prices, portfolio construction, and idea generation. You will focus on both portfolio-specific and general market area of interest and will use a wide variety of approaches of forecasting techniques that include both traditional factor modelling and modern data science. You will work closely with other quants and developers, portfolio managers and risk managers.
Area of Control
Your core duties fall within the remit of the Fixed Income department. You will also be working closely with members of the Investment Risk department.
Duties and Responsibilities
Work closely with other quants in developing alpha, risk and portfolio construction models and tools.
Conduct literature reviews to determine potential projects of interest and assess how data science approaches can be employed across the firm.
Help develop risk-budgeting tools to improve sizing of trades and optimize allocations to improve risk/reward trade-offs.
Work across the FI teams to encourage adoption of quantitative tools and applications to augment our fundamental approach.
Test hypotheses offered by the broader FI team, and then present findings to peers and management.
Develop factor-based strategies and build infrastructure to help manage resultant exposures.
Develop tools and techniques to identify relative value opportunities across the fixed income universe.
Develop tools to screen credit and macro ideas to identify trade opportunities.
Develop tools to help fundamental credit research analysts generate insight into sectors and companies.
Work with trading desks to help develop tools to help identify opportunities based on market liquidity and technicals.
Identify and make use of how optimization technologies might enhance various stages of the research and management process.
Identify alternative sources of data, including both structured and unstructured data, that might aid decision-making.
Work with data and technology teams to ensure appropriate governance and quality controls are applied to data sets.
Be disciplined and rigorous about hypothesis testing and documentation of models, data and tools.
Work closely with risk managers to help them effectively engage with portfolio managers.
Enhance the infrastructure and strategies supporting the use of data, modelling, and other quantitative development across the firm.
Routinely engage with IT to prioritise development, ensuring consistency in approach and design across the Front Office.
Carry out additional duties as assigned.
- May supervise more junior team members in future as capabilities grow
Technical Skills and Qualifications
At least Master's degree or equivalent in relevant subject, e.g. Quantitative Finance, Statistics, Computer Science, Economics.
Minimum of five years quant research experience with a Fixed Income focus
CFA, FRM or similar, or progress toward completion preferred.
Excellent knowledge of statistical techniques and packages.
Good knowledge of data science applications
Good knowledge of market data platforms e.g. Bloomberg
Strong coding skills, e.g. Python, R, MATLAB, SQL
Working Environment/Physical Activities (U.S. Only)
Overtime may be required on short notice and may include evening, weekend, holiday hours
Typical office environment with telephone, desktop computer, copier
Experience of conducting quantitative research
Extensive knowledge of fixed income and derivatives instruments
Deep curiosity about global financial markets
Excellent communication skills and ability to work with multiple stakeholders
Highly analytical, with a passion for the subject
Attention to detail
Team player, but able to operate independently
Ongoing competence in the role to be assessed by:
Annual Performance Appraisal
Completion of all assigned Compliance training
Annual Attestation (Knowledge and Competence in-scope roles only)
At a minimum the role will require you to:
Place the interest of Janus Henderson's Clients first and always act in accordance with TCF (Treating Customers Fairly) principles
Understand and follow laws and regulations applicable for your role, seeking the help of your supervising manager or Compliance if you would like further explanation or direction regarding this
Understand and abide by all Janus Henderson policies applicable to your role, and ask for the support/guidance of the policy owner if you are unsure at any time
You are ultimately accountable for your actions and responsible for seeking further information on any or all of the above as necessary.
Janus Henderson Investors (including its subsidiaries) will not maintain existing or sponsor new industry registrations or licenses where not supported by an employee's job functions (as determined by Janus Henderson Investors at its sole discretion).
All applicants must be willing to comply with the provisions of Janus Henderson Investors' Investment Advisory Code of Ethics related to personal securities activities and other disclosure and certification requirements, including past political contributions and political activities. Applicants' past political contributions or activity may impact applicants' eligibility for this position. Janus Henderson Investors is an equal opportunity / Affirmative Action employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or veteran status. All applications are subject to background checks.
At First Republic, we care about our people. Founded in 1985, we offer extraordinary client service in private banking, private business banking and private wealth management. We believe that personal connections are everything and our success is driven by the relationships we form with our colleagues and clients. You'll always feel empowered and valued at First Republic.
Incredible teams doing exceptional work, every day
In Finance, we're responsible for the Bank's financial health. We work with teams across First Republic to set growth strategies, explore initiatives, stay ahead of market trends, monitor risk and ensure compliance with the latest regulatory requirements.
Common goals, uncommon potential
As a Quantitative Analyst, you'll use your strong R and SQL programming skills to assist the Finance team. You'll have the opportunity to perform statistical modeling (for example, linear and logistic regression) and describe methodologies, insights and recommendations to business stakeholders and senior management.
What you'll do as a Quantitative Analyst:
Using a large relational database of residential mortgages, develop statistical credit loss models to meet the Financial Accounting Standards Board's updated accounting standards (Accounting Standards Update 2016-13).
Apply your statistical and programming knowledge, using R and SQL, for the purpose of credit loss forecasting, including writing code, estimating model parameters and working with the model validation team.
Summarize your insights and present the key findings to business stakeholders and senior management.
Collaborate with programmers or analysts in Git and GitHub environments.
Test models for prediction accuracy, statistical soundness and sensitivity to risk drivers.
Fully document the model development process, model tests performed, model assumptions, and processes for controls and governance.
Respond to model scrutiny and inquiries from both internal and external validators as well as federal regulators to ensure conceptual soundness, prediction accuracy and robustness.
Perform regression diagnostics such as stationarity, residual correlation, heteroscedasticity, normality of residuals, multicollinearity, highly influential observations and overfitting.
Translate business problems into statistical problems and develop statistical models to support business needs.
Assist in data collection, extraction, scrubbing, validity and sanity checks, transformation, and validation for a variety of projects that use data.
Perform other ad hoc data analysis, including business intelligence and reporting.
Proactively identify opportunities to improve processes and to adopt leading industry practices.
You could be a great fit if you have:
A graduate degree in analytics, computer science, statistics, applied math or econometrics
The ability to effectively describe methodologies, insights and recommendations to business stakeholders and senior management
Two years of experience working within a financial services-related institution creating credit risk models using a large database of loans; applying statistical and programming knowledge using R and SQL; and working with large relational databases and writing queries and stored procedures using T-SQL
One year of experience collaborating with other programmers or analysts in Git and GitHub environments
The ability to be team-oriented, juggle multiple tasks, and comfortably work and deliver high-quality results under tight deadlines
Own your work and your career — apply now
Are you willing to take initiative and make decisions? Are you willing to go the extra mile because you love what you do and how you can contribute as a team? Do you want the freedom to grow and the opportunity to take charge of your own career? If so, then come join us.
We want hardworking team players. You'll have the independence to learn, lead and drive change. A culture of extraordinary service, empowerment and stability — that's the First Republic way. Come join us!
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