Lead Quantitative Analytics Specialist

In this role, you will:

• Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory
• Qualify monitor markets and forecast credit and operational risks
• Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives
• Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis
• Review and assess models inclusive of technical, audit, and market perspectives
• Identify structure and scope of review
• Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models
• Collaborate and consult with regulators and auditors
• Present results of analysis and strategies

Required Qualifications:

• 8+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science

Desired Qualifications:

• Prior model development or model validation related exposure to Machine Learning models specifically in Fraud detection and fraud prevention space.
• Prior exposure to regulatory framework related to model risk management.
• Ability to utilize and enhance or tweak generative AI tools or Large language models for efficient handling of day-to-day activities.