| Senior Quantitative Developer OR Analyst_ Hybrid model_24 months contract at Remote, Remote, USA |
| Email: [email protected] |
| From: Vinay, Kolla soft Inc., [email protected] Reply to: [email protected] Role: Senior Quantitative Developer/Analyst Location: Hybrid in New York City 3 days onsite and 2 days remote 4 open spots Duration: 24-month contract Only USC or GC Holders that currently live in NJ or NY Top Skills' Details 5+ years experience in Quantitative Analysis Strong experience with Python and Big Data Technologies Strong understanding of Capital Markets Strong Communication Job Description Overview: Bank of Americas Global Risk Management business is looking for a Senior Quantitative Finance Analyst within the Market Behavior Analytics group. This group is responsible for developing surveillance and other sophisticated controls over activities in our Global Markets business. These controls detect potentially suspicious activities and patterns of behavior. Building these controls requires knowledge of big data techniques, ability to architect systems that can efficiently scale to hundreds of billions of data points per day, machine learning over unstructured and structured data, graph analytics, and experience with building UI for data-rich applications. Job Description: This job is responsible for conducting quantitative analytics and complex modeling projects for specific business units or risk types. Key responsibilities include leading the development of new models, analytic processes, or system approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations may include the ability to influence strategic direction, as well as develop tactical plans. Responsibilities: Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, and internal and external reporting, and analyzes stress scenario results to better understand key drivers Leads the planning related to setting quantitative work priorities in line with the banks overall strategy and prioritization Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation Maintains and provides oversight of model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite Leads and provides methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches Skills Needed: Critical Thinking Quantitative Development Risk Analytics Risk Modeling Technical Documentation Adaptability Collaboration Problem Solving Risk Management Test Engineering Data Modeling Data and Trend Analysis Process Performance Measurement Research Written Communications Key responsibilities include: Designing and building end-to-end surveillance systems, which include data transformations, data controls, modeling, scaling, and user interfaces Managing a team of highly skilled quantitative analysts and engineers and setting the direction of the team Interfacing with and influencing various stakeholders in business, modeling, and technology groups across the bank Required Skills: Successful candidates will have a Master or PhD in Computer Science or a similar discipline, and at least 7 years of relevant experience Proven technical leadership in designing big data systems Proven technical leadership in building complex analytical models that use a combination of numeric, textual, and graph data Proven technical leadership in using machine learning to solve domain-specific problems Experience in managing teams of sizes up to 10 Ability to work in a large, complex organization, and influence various stakeholders and partners Player-coach who can simultaneously lead a team and work on projects individually Strong communication skills and ability to effectively communicate quantitative topics to technical and non-technical audiences Ability to effectively present findings, data, and conclusions to influence senior leaders Work Environment Wall Street Environment. Global Markets Risk Analytics considers itself one of the top Quant Shops on Wall Street. Very Collegial atmosphere. Business Drivers/Customer Impact This group is responsible for developing surveillance and other sophisticated controls over our Global Markets business activities. These controls detect potentially suspicious activities and patterns of behavior. Building these controls requires knowledge of big data techniques, the ability to architect systems that can efficiently scale to hundreds of billions of data points per day, machine learning over unstructured and structured data, graph analytics, and experience with building UI for data-rich applications. Why is the position open (provide details) New Managing Director was brought in from Goldman to build the Market Behavior Analytics group. He has received funding to build a team of 8 Quant Developers. External Communities Job Description Looking for a Strong Senior Quantitative Developer for the Global Market Behavior Analytics team in NYC. If interested please share your updated resume to [email protected] Keywords: user interface green card New Jersey New York Senior Quantitative Developer OR Analyst_ Hybrid model_24 months contract [email protected] |
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| Wed May 29 22:42:00 UTC 2024 |