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FIS · 2 months ago

Product Analyst Senior - Quantitative Methods Lead

US WI MKE 4900

Full-time

Hybrid

Senior Level

FIS is a fintech company that powers the world’s economy and fosters innovation. The role involves serving as a quantitative subject matter expert, engaging with customers to recommend modeling choices, and improving analytical capabilities while conducting various customer projects.

BankingFinancial ServicesFinTechPayments

No H1B

Responsibilities

Serve as a Quantitative subject matter expert

Engage with customers to discuss and recommend static and stochastic valuation modelling choices, including model selection, volatility matrix and curve inputs selection, decomposition, explanation and troubleshooting of results (PVs and sensitivities). Apply theory to practical recommendations considering real world constraints

Own and continually Improve tools, design and documentation supporting our analytical capabilities

Conduct customer projects including Deposit behavior studies and Lending/Deposit new volume studies

Research, trial and collaborate with other internal stakeholders to leverage AI to improve the analytical, reporting and documentation abilities of our solutions

Present in webinars and write whitepapers and PowerPoints on trending topics in risk management, including customer training

Qualification

Quantitative analysisInterest rate modellingPredictive analyticsMathematical methodsStatistical methodsCommunication skillsTeam collaborationProblem-solvingAdaptability

Required

Exceptional logical, analytical and mathematical skills

Master's degree in Applied Mathematics, Statistics, Financial Engineering, Actuarial Science or Computer Sciences

Understanding of interest rate modelling and the outward effect of interest rates and economic environments on fixed income products

Experience in prepayments and mortgage products (MBS, CMOs, CMBS, banking book mortgages, TBAs)

Experience in consumer and commercial loan lifecycle modelling (delinquency, default, loss given default)

Experience in cashflow, valuation and sensitivity modelling of fixed income optionality

Experience in modelling of fixed income derivatives typically used in hedging, such as swaps, swaptions, caps and floors, futures

Demonstrated knowledge of predictive analytics development, including data extraction and processing, independent variable analysis, multivariate analysis and model validation

Knowledge of mathematical and statistical methods including linear regression, Generalized Linear Models, Non-linear Models, Regression Models, and Accelerated Failure Models

Ability and desire to explore and learn

Ability and desire to explain complex concepts to a broad variety of audiences, including technical and non-technical backgrounds