Financial Quantitative Analyst

Key Skills

Java Programming, Python Programming, C++, C Programming, SQL, Cloud computing, Scala Programming, Machine learning techniques, Data science techniques, MATLAB Programming, PyTorch, TensorFlow, R Programming

Job Description

The Financial Quantitative Analyst provides analytical and operational supports for the Bank’s Treasury Department for Liquidity, Investment and Asset Liability management.

Responsibilities

• Developing, preparing, reconciling, and modifying recurring and ad-hoc financial schedules for management reporting. Documentation includes data needed for 10Q and 10K reports, internal and external audit activities, and ALCO reports.
• Responsible for operations, monitoring, financial analysis, management reporting and documentation for various investments and derivative exposures.
• Identifying, researching and proposing changes to operating procedures and policies to effectuate positive impact.
• Assembling, compiling, and analyzing information, and resolving errors/inconsistencies in data from financial reporting systems. Work in collaboration with business groups to ensure the accuracy of data.
• Assisted in data preparation, mining, and validation for asset liability management modelling process.
• Assisting in financial modelling. Providing financial and analytical, modeling expertise to build, run and improve quantitative models. Conducting effectively challenge over the model’s conceptual soundness, assumptions, and appropriateness of model methodology. Maintaining financial models and model documentation for auditing and validation.
• Performing other analysis and research assignments as directed.
• Performing all other job duties as needed

Qualifications

• Bachelor’s degree required, preferably in a quantitative field (e.g., Economics, Finance, Mathematics, Statistics)
• An advanced degree in a quantitative field and/or a professional certification directly related to financial risk management (such as CFA, FRM) is a strong plus
• Proficiency with Microsoft Office is required. Experience with SQL and/or programing language (e.g. R, Python) are a plus
• Strong analytical and math skills a must. Enthusiastic about solving large, complicated problems and challenges
• Strong work ethic and intellectual curiosity
• Strong organizational, critical thinking, and customer service skills
• Ability to multi-task and manage competing deadlines
• Ability to meet tight timelines and prioritize workloads
• Excellent communication and analytical skills
• Ability to work both independently and in a team setting