Design model monitoring methodologies and investigate performance issues through regular testing and monitoring.
October 09, 2019
Develop statistical, econometric or data-science models to evaluate and predict the economic performance, market value, and risk of financial products, including residential mortgages, personal loans, credit cards, auto loans, commercial mortgages, secured and unsecured commercial loans, equity investments, fixed income products, and various derivatives (including interest rate swaps and foreign exchange options, etc.
November 21, 2019
Supporting trading activities by explaining model and algorithm behavior, carrying out scenario analyses, developing and delivering quantitative tools, and supporting analytics including transaction cost analysis.
December 05, 2019
Review of applications will begin immediately and will continue until the positions are filled.
December 20, 2019
Provide credible, well-documented evidence supporting validity of models for their intended use.
January 07, 2020
Building, maintaining, and utilizing networks of client relationships and community involvement.
January 10, 2020
Create financial models for various types of ABS and Esoteric Assets transactions securitizations in the US, Canada, and Latin America.
January 26, 2020
Assist in the development of proposals for new work, taking responsibility for writing the research design and analysis plans for both the quantitative and qualitative sections of the overall narrative.
February 07, 2020
Implement calculations related to regulatory capital requirements for large, complex financial institutions, including stress testing and risk-based capital requirements.
February 08, 2020
Participate in the writing of project reports, papers for professional conferences and peer-reviewed journals, and other publications in order to disseminate project findings to national and international audiences.
February 09, 2020