4 часа назад
Manager, Treasury Modeling Researcher
91 800 - 150 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Manager, Treasury Modeling Researcher (Treasury Forecasting): Developing and deploying forecasting, pricing, segmentation, and quantitative models for deposits, margins, and other balance-sheet products with an accent on structural modeling, statistical analysis, and production-ready code. Focus on architecting models for forecast and model-as-a-service use cases, analyzing granular datasets, and improving forecasts of customer and product behavior.
Location: Hybrid role based in Lone Tree, Colorado, or Westlake, Texas
Salary: USD $91,800–$150,000 per year, plus potential bonus or incentive opportunities
Company
is a financial services company developing data-driven modeling and analytics capabilities for the finance industry.
What you will do
- Develop forecasting, pricing, segmentation, structural, statistical, and quantitative models for deposits, margins, and other balance-sheet products.
- Architect models in the Forecast Stack for forecast assumptions and model-as-a-service API use cases.
- Analyze large and granular datasets to generate insights into the balance sheet, clients, customer behavior, and product behavior.
- Research, document, deploy, maintain, and improve models, including writing model white papers and technical papers.
- Apply machine learning selectively where it provides incremental value and expand capabilities in data science, engineering, and modeling.
- Present findings and provide analytical support for strategic decisions while collaborating with stakeholders.
Requirements
- Bachelor’s degree in economics with a focus on econometrics, statistics, mathematics, or a related scientific field.
- At least 2 years of experience as a developer or quantitative modeler working with large and complex datasets, preferably in a large financial company.
- Strong understanding of structural, statistical, and quantitative modeling, including model development, testing, deployment, and maintenance.
- Strong programming skills in Python, C++, or another modern programming language, with object-oriented coding experience.
- Advanced experience extracting data from relational databases using SQL and visualizing analytics and model results.
- Experience with software change management, production-ready code, communication, and collaborative teamwork.
Nice to have
- Experience in a Treasury department of a large financial firm.
- Experience modeling deposits, margins, and other balance-sheet products.
- Experience with structural or mechanistic models in production, time-series, dynamic systems, or behavioral modeling.
Culture & Benefits
- Hybrid work and flexibility with regular in-person collaboration.
- 401(k) with company match and employee stock purchase plan.
- Paid vacation, volunteering time, and a 28-day sabbatical after five years for eligible positions.
- Paid parental leave, family-building benefits, and adoption support.
- Health, dental, and vision insurance, plus tuition reimbursement.
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