3 дня назад
Quantitative Analytics & Model Consultant (Loss Forecasting)
91 000 - 202 800$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Analytics & Model Consultant (Loss Forecasting): Validating loss forecasting, stress testing, scoring, and machine-learning models for financial services with an accent on quantitative analysis, model risk assessment, and regulatory compliance. Focus on testing model design, implementation, data quality, and predictive performance while documenting conclusions on model strengths and limitations.
Location: In-office in Pittsburgh, PA or Tysons Corner, VA, United States
Base salary: $91,000–$202,800 per year, plus incentive eligibility.
Company
is a financial services company focused on banking, customer solutions, and enterprise risk management.
What you will do
- Perform independent validation reviews of loss forecasting, stress testing, scoring, and other quantitative models, including machine-learning models.
- Develop quantitative analyses and model frameworks to support business decision-making.
- Refine, monitor, and validate existing models using large datasets.
- Assess model design, implementation, theoretical foundations, data quality, and integrity.
- Evaluate model risks, strengths, and limitations in collaboration with model owners and developers.
- Prepare validation reports, memos, and regulatory compliance documentation.
Requirements
- University or college degree, typically a bachelor's degree.
- 5+ years of industry-relevant experience.
- Experience developing or validating applied models in financial services, government, or academia is preferred.
- Hands-on experience with model testing and estimation tools such as Python, R, SQL, or SAS.
- Strong written and verbal English communication skills for explaining complex technical concepts to diverse stakeholders.
- Must work in the office; employment visa sponsorship and STEM OPT participation are not available.
Nice to have
- Experience with credit risk, operational risk, financial analysis, predictive analytics, quantitative techniques, and regulatory environments in financial services.
- Knowledge of bank quantitative analysis, risk appetite, data analytics, and model development.
Culture & Benefits
- Inclusive, supportive in-office workplace focused on collaboration and employee contribution.
- Medical, prescription, dental, and vision coverage, with a Health Savings Account option.
- Life and disability insurance, 401(k) matching, pension, and stock purchase plans.
- Paid parental leave, up to 11 paid holidays, occasional absence days, and 15–25 vacation days depending on career level and service.
- Educational assistance, wellness programs, and dependent care, adoption, surrogacy, and doula reimbursement options.
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