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Quantitative Analytics

3 months ago

Jersey City, United States CEDENT Full time

Req I:
Title: Model Risk Quant Analytics Manager (Cleveland, OH or Remote)

Terms of Hire: Full Time.

**Salary**: $ Open K/ YR + Benefits.

**Job description**:
**ESSENTIAL JOB FUNCTIONS**:

- Act as a member of the validation team to complete in-depth technical validations and reviews of models in the fraud, identity authentication, anomaly detection, amongst other functional areas.
- Leverage relevant industry expertise on fraud/authentication typologies and risks to evaluate model suitability for use and leveraging best practices for model use.
- Employ and assess advanced analytics and machine learning approaches for design sutiability, appropriate performance, and necessary diagnostics (e.g. optimization, hyperparameter tuning, interpretability, etc.)
- Review and challenge the conceptual framework, assumptions, limitations, technical soundness, fitness-for-use, and monitoring of Client’s high impact models.
- Verify the correct model implementation through review and understanding of version control software.
- Oversee critical projects on high impact models, plan and organize project scope, liaison with stakeholders, and evangelize on best practices.
- Mentor junior model validators within the team on best practices.
- Verify the model has been properly documented, and produce documentation of the validation testing and results robustly for internal and external communications.

**REQUIRED QUALIFICATIONS**:

- PhD/Master’s in computer science, mathematics, data science, statistics, applied mathematics, finance, economics, or other related field
- 7+ years of model development or model validation experience preferred (relevant academic experience can be considered)
- Strong working knowledge of Python, R, Matlab or other programming languages for computational/statistical learning
- Preferred experience with productionizing machine learning development, monitoring and implementation in cloud technologies (e.g AWS, GCP, Azure, or others)
- Preferred experience with modern data pipelining practices and tools (e.g. Data Proc, BigQuery, Spark/PySpark, and others)
- Excellent written and oral communication skills
- Proficiency in the use of Microsoft Office
- Ability to perform multiple tasks simultaneously to meet strict deadlines
- Mentoring experience of junior staff experience
- Effective working both independently and as a team-member

Req 2:
Title: Sr. Manager, Quantitative Analysis - Mortgage (Cleveland, OH or Remote)

Terms of Hire: Full Time.

**Salary**: $ Open K/ YR + Benefits.
**Essential Job Functions**:

- Leading the development of the Credit Loss Forecasting models, including supporting the implementation of modeling and analytical methodologies
- Coordinating analysis and responses to Internal Model Risk Validation and External Auditors from the Federal Reserve and the OCC
- Working closely with the Finance Management team as well as other critical stakeholders to shape and prioritize the modeling and analytical work efforts and plans
- Providing advice and recommendations to business leaders within the company to ensure the highest standards of practice, including the incorporation of credit loss forecasts into the ongoing evaluation of risk
- Performing complex quantitative and thoughtful qualitative assessments on all aspects of models including theoretical decisions, model design and implementation as well as data quality and integrity
- Building and leading a team, providing professional guidance to highly skilled workforce, and establishing plans and development goals to promote growth and success of the team and individuals

**Required Qualifications**:

- 5+ years of risk modeling and analytics experience and industry knowledge in Home lending within financial services
- Prior experience in developing CECL models is a strong plus
- Preference for PhD or MS in quantitative field: finance, econometrics, mathematics, physics, engineering
- Excellent communications skills - internally and externally, including with regulators
- Experience in Python / SAS / R building credit loss models
- Experience in developing and defining analytical methodologies
- A leader and a motivator - who can recruit, retain and advance great people
- A relationship builder, who can establish trust and credibility across the organization as well as with regulators and other critical external constituents
- Impeccable integrity, sound judgment, and strategic vision

You Will Enjoy:

- An opportunity to be a part of a great culture, an awesome team, a challenging work environment, and some fun along the way