Quantitative Modeling Associate Quantitative Modeling Associate …

in Warsaw, Mazowieckie, Poland
Permanent, Full time
Be the first to apply
in Warsaw, Mazowieckie, Poland
Permanent, Full time
Be the first to apply
Quantitative Modeling Associate
The F&BM Transformation Quantitative Research (QR) Center of Excellence partners with Line of Business and Corporate teams to conduct in-depth statistical and economic analysis on data assets to develop estimation/model methodologies for various business purposes including capital stress testing, budgeting, pricing & optimization, and ad-hoc analytics. The person will analyze existing technical documentation, gain access to estimation input data and assumptions, and experiment to create statistical/mathematical models. The person will also be responsible for creating documentation supporting any newly created approaches and for preparing for independent model reviews. This position provides a rare opportunity for motivated candidates to learn about forecasting methodologies across various banking and markets products and to understand the end-to-end process from estimation design to implementation.

The Finance & Business Management (F&BM) Transformation group within the Office of the CFO (OCFO) partners with Financial Analysis, Treasury and Controllers to build scalable, end-to-end solutions. F&BM Transformation also works with Corporate Technology to design and build capabilities & apply solutions that elevate the way we provide financial & business information and insights across a range of key deliverables inclusive of monthly, quarterly and ad-hoc financial reporting, budgeting & forecasting and capital stress testing, macroeconomic scenario design and execution, and the business development of our financial infrastructure. Further, we work with all Lines of Business across the firm's ~$3T balance sheet:
  • Consumer & Community Banking, which includes Consumer & Business Banking, Home Lending, Credit Card & Auto
  • Corporate & Investment Banking, which includes Markets, Investment Banking, Wholesale Payments and Securities Services
  • Commercial Banking
  • Asset & Wealth Management
  • Treasury CIO and Corporate
Our purpose is to innovate & deliver solutions to challenging problems and drive sustainable change, and we are looking to add new team members that can bring a unique blend of business and technical knowledge & skills to turbo-charge our momentum. Join our team and transform the way we work to make a difference.

Responsibilities :
  • Design and develop new models and estimations or re-engineer the existing ones to meet business needs
  • Partner with subject matter experts to understand complex business concepts and to apply various quantitative techniques
  • Document models and estimations as required and manage the end-to-end independent model review process
  • Partner to automate models and estimations that have been designed onto the firm's forecasting platform
Requirements :
  • Degree in Econometrics, Data Science, Statistics, Engineering, Finance, Economics, or a related field; advanced degree is a plus
  • Work experience in statistical modeling, quantitative research, financial analysis, risk management, or a related field
  • Proven ability to apply mathematical and statistical techniques in the development of models
  • Experience in performing large dataset quality checks and analytics using Python, R programming skills
  • Analytical and problem solving skills and attention to details
  • General knowledge of banking products and services a plus
  • Ability to work in a fast-paced, results driven environment
  • Good organizational, written and communication skills
  • Experience in partnering with business and technology to drive strategic projects
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