Senior Associate, Data Management & Quantitative Analysis

94_26321394

Obowiązki

• This role will be responsible for the development, enhancement and documentation of counterparty credit risk and treasury risk modeling methodologies.
• He/she will also assist in managing inbound questions, deliverables and ad-hoc requests with an emphasis on accuracy and timeliness of meeting deliverables on prescribed timelines.
• Execute corporate-wide standards for model development by creating options for theoretical frameworks, collecting data needed, supporting assumptions, and reviewing outcomes.
• Responsible for performance monitoring of models, identifying possible deterioration by comparing outcomes to established thresholds.
• This role requires regular (written and verbal) interactions with business, technology, and other stakeholders in the bank such as Finance, Treasury, Model Risk Management.
• Good inter-personal and negotiation skills are a key factor to accomplishing goals when interacting in a complex, multiple-priority environment. Strong programming skills in Python and R is desired.

Wymagania

• Strong quantitative skills: Master’s degree in a quantitative discipline, including Financial Engineering / Operations Research/ Economics / Econometrics / Statistics / Mathematics, etc. is required; PhD is a plus
• The candidate must have experience with complex quantitative modelling, numerical analysis, and computational methods using programming languages (such as Python and R) and have experience with database.
• Internship experience in quantitative modeling positions for a leading financial institution / central bank, consulting firm or similar
• Experience in fixed income and equity pricing
• Extremely focused, detail oriented and highly productive with ability to synthesize large amounts of data and various viewpoints and summarize key concepts
• Excellent organizational and communication (verbal and written) skills
• A proven track record of executing against deliverables and meeting deadlines under pressure
• Works well individually and in teams, shares information, supports colleagues, and encourages participation

Oferujemy

• America’s Most Innovative Companies, Fortune, 2024 
• World’s Most Admired Companies, Fortune 2024 
• Human Rights Campaign Foundation, Corporate Equality Index, 100% score, 2023-2024 
• Best Places to Work for Disability Inclusion, Disability: IN – 100% score, 2023-2024
• “Most Just Companies”, Just Capital and CNBC, 2024 
• Dow Jones Sustainability Indices, Top performing company for Sustainability, 2024 
• Bloomberg’s Gender Equality Index (GEI), 2023

Źródło: BNY/Praca