Senior Associate, Data Management & Quantitative Analysis

This role will be responsible for the development, enhancement and documentation of counterparty credit risk and treasury risk modeling methodologies. He/she will also assist in managing inbound questions, deliverables and ad-hoc requests with an emphasis on accuracy and timeliness of meeting deliverables on prescribed timelines. Execute corporate-wide standards for model development by creating options for theoretical frameworks, collecting data needed, supporting assumptions, and reviewing outcomes. Responsible for performance monitoring of models, identifying possible deterioration by comparing outcomes to established thresholds. This role requires regular (written and verbal) interactions with business, technology, and other stakeholders in the bank such as Finance, Treasury, Model Risk Management. Good inter-personal and negotiation skills are a key factor to accomplishing goals when interacting in a complex, multiple-priority environment. Strong programming skills in Python and R is desired. Strong quantitative skills: Master's degree in a quantitative discipline, including Financial Engineering / Operations Research/ Economics / Econometrics / Statistics / Mathematics, etc. is required; PhD is a plus The candidate must have experience with complex quantitative modelling, numerical analysis, and computational methods using programming languages (such as Python and R) and have experience with database. Internship experience in quantitative modeling positions for a leading financial institution / central bank, consulting firm or similar Experience in fixed income and equity pricing Extremely focused, detail oriented and highly productive with ability to synthesize large amounts of data and various viewpoints and summarize key concepts Excellent organizational and communication (verbal and written) skills A proven track record of executing against deliverables and meeting deadlines under pressure Works well individually and in teams, shares information, supports colleagues, and encourages participation