11 часов назад
Senior Treasury Modeling Researcher (Quantitative Modeling)
105 600 - 234 600$
Мэтч & Сопровод
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Описание вакансии
Текст:
TL;DR
Senior Treasury Modeling Researcher (Quantitative Modeling): Developing forecasting, pricing, and segmentation models for deposits, margins, and other balance-sheet products with an accent on structural modeling, quantitative research, and large-scale data analysis. Focus on building and validating interpretable models, analyzing customer and product behavior, and selectively applying machine learning to improve financial forecasts.
Location: Hybrid role based in Lone Tree, Colorado, or Westlake, Texas
Salary: USD $105,600–$234,600 per year, plus eligibility for bonus or incentive opportunities
Company
is a financial services company developing products and analytical capabilities across the finance industry.
What you will do
- Develop forecasting, pricing, segmentation, structural, and quantitative models for deposits, margins, and other balance-sheet products.
- Analyze large and granular datasets to provide insights into the balance sheet, clients, and product behavior.
- Research, write model white papers and technical papers, and maintain models throughout their lifecycle.
- Improve existing models, rigorously test them, and support recurring business forecasts and strategic decisions.
- Apply machine learning selectively where it adds value to structural modeling objectives.
- Expand capabilities in data science, engineering, and modeling techniques.
Requirements
- Ph.D. in Physics, Applied Mathematics, Engineering, or a related quantitative field.
- At least five years of work experience, preferably as a quantitative modeler in a large financial company; postgraduate research may be considered.
- Proven record of publishing quantitative research and building structural or mechanistic models.
- Experience developing, deploying, maintaining, improving, and rigorously testing models using large and complex datasets.
- Strong programming skills in Python or C++, object-oriented coding, SQL, data visualization, and modern software change management.
- Strong communication, interpersonal, collaboration, self-motivation, and attention-to-detail skills.
Nice to have
- Experience in a Treasury department of a large financial firm.
- Experience modeling deposits, margin, and other balance-sheet products.
- Experience with time-series, dynamic systems, behavioral modeling, or machine learning in applied settings.
Culture & Benefits
- Hybrid work approach with regular in-person collaboration.
- 401(k) with company match and employee stock purchase plan.
- Health, dental, and vision insurance.
- Paid vacation, volunteering time, parental leave, and family-building benefits.
- Tuition reimbursement and a 28-day sabbatical after five years for eligible positions.
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