Senior Quantitative Model Solutions Specialist
Core
Create, implement, and document complex quantitative models to quantify, analyze, and manage markets, forecast losses, and compute capital requirements.
Role type
Senior Quantitative Model Solutions Specialist
Builds
Production credit risk models (CCAR, CECL, IFRS), RRP Valuation, and PPNR models
Domain
Financial Services / Quantitative Risk Modeling
Deliverable
production ML models
Required skills
Quantitative analytics, statistical theory, structured securities analysis, market/credit/operational risk management, regulatory model implementation, project management
Preferred skills
Advanced Python programming, PySpark, model deployment frameworks, credit risk modeling expertise
Technologies
Python, PySpark
Responsibilities
Forecast losses and compute capital requirements; utilize structured securities to provide expertise on theory and mathematics; manage market, credit, and operational risks; participate in analytical strategy discussions; collaborate with regulators and auditors
Seniority
Senior, hands-on IC
