Senior Quant Financial Analyst
Eclaro is looking for a Senior Quant Financial Analyst for our client in New York, NY.
The Senior Quantitative Financial Analyst will contribute to the Corporate Audit Model Risk team's enterprise-wide coverage of model risk management.
DUTIES AND RESPONSIBILITIES:
- Read and understand financial regulatory guidance
- Interview business partners in various lines of business and control functions to understand relevant aspects of model governance, development, validation, and use
- Apply this understanding to the auditing of model governance, model development, model validation, and model use; produce written evaluations based on these audits
- Periodically lead the team efforts for selected audits, in addition to producing their own written work products – this will involve directing and coaching the efforts of the team and reviewing, commenting on, and revising team member contributions
- Provide quantitative modeling consultation to other audit teams and engage with business partners in ensuring effective model risk management across the bank
- Independently conduct quantitative analytics and complex modeling projects
- Lead efforts in development of new models, analytic processes, or system approaches
- Create documentation for all activities and may work with technology staff in design of any system to run models developed
EDUCATION AND SKILLS REQUIRED:
- Master's Degree or Ph.D. in a quantitative discipline such as Mathematics, Statistics, Operations Research, Physics, or Economics
- Expertise in one of R, SAS, C++, MatLab, Java
- Sound organizational, analytical, quantitative, verbal, and written communication skills
- Ability to influence strategic direction, as well as develop tactical plans
- Ability to work well with and communicate with others, from teammates to executives, and to present findings to upper level management and executives
- Ability to juggle multiple work efforts and to quickly change direction as needed
- Significant quantitative financial experience
- Experience with financial regulatory guidance, audit, or compliance
Equal Opportunity Employer: Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.