Financial Modeler / Data Scientist (AVP/VP)

  • Negotiable
  • Manhattan, NY, USA
  • Permanent, Full time
  • Michael Page International - US
  • 30 Sep 16

Bank seeks Financial Modeler for Capital Stress Testing/ Regulatory team. In this role, you will be responsible of developing and enhancing PPNR models.

Foreign Branch Bank

Description

- Develop, enhance PPNR and balance models using SAS
- Identify issues or potential limitations in PPNR modeling process

- Develop plans of corrective action on models as needed

- Evaluate data

- Manage projects and serve as subject matter expert to the bank on regulatory matters

- Contribute to other initiatives that may arise, ad hoc projects

Profile

- SAS and MatLab

- Advanced knowledge of SQL, Python, Machine Learning, C/C++, Java

- Understand and experience in statistical concepts, regression-based forecasting models and time series analysis

-Ability to effectively analyze large data sets

Job Offer

Competitive salary