Role:

• Manage and develop teams responsible for the creation, implementation of complex financial and statistical models
• Analyze and manage risks to forecast losses or enable decision making for business, product, marketing, or other functional areas
• Support financial products, portfolios, business process and risk management
• Perform various compliance with corporate and regulatory reporting, involving finance and capitalization requirements
• Determine scope and prioritization of work
• Perform key input in the development of strategy, policies, procedures, and organizational controls
• Manage one or more teams of highly skilled quantitative analysts or managers
• Interface with internal and external audit or regulators
• Manage allocation of people and financial resources for Quantitative Analytics
• Develop and guide a culture of talent development to meet business objectives and strategy

• 10+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 3+ years of management experience
• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
• Knowledge of regulatory requirements: SR 11-7, industry standards on model validation, model governance, extensive expertise and keen insight on the model risk management process and future directions, expertise in defining model performance metrics and risk reduction techniques.
• Ph.D. in a quantitative field such as Mathematics, Statistics, Engineering, Physics, Mathematical Finance/Economics or Computer Science.
• Previous model development or validation experiences for trading models across asset classes, with in-depth knowledge of pricing models in at least one or two asset classes.
• Knowledge of VaR models and counterparty credit risk models.
• Knowledge of a wide range of mathematical approaches and modeling techniques, with deep experience in numerical methods such as Monte Carlo simulation and finite difference methods.
• Excellent oral, written, and interpersonal communication skills, with an ability to communicate effectively to audiences of varying technical maturity.