Tech Stack

Description

You will develop and maintain innovative models for asset valuation and portfolio management, working with the Risk Analytics team to solve complex business problems related to credit risk, asset valuation, and process optimization. You'll collaborate with engineers, product managers, and capital markets experts to drive key initiatives.

Requirements

• Bachelor's in quantitative discipline (statistics, economics, finance, physics, math) with 2+ years modeling experience in financial services, or advanced degree
• Strong statistical and machine learning skills for model development at account/customer/asset level
• Proficiency in R, SQL, and Python
• Team player with strong interpersonal and communication skills
• Experience in commercial bank, investment bank, consulting, or fintech preferred

Responsibilities

• Develop and maintain asset valuation models using statistical analysis and macroeconomic factors
• Develop portfolio management models for value forecasting and market risk segmentation
• Conduct regular model performance assessments and enhance existing models
• Collaborate with technology team to enhance data capabilities and streamline infrastructure
• Refactor analytic solutions to improve scalability