PRI Technology · 1 day ago
Associate Director - Quantitative Analytics
Jersey City, NJ
Full-time
Hybrid
Senior Level, Lead/Staff
5+ years expPRI Technology is seeking an Associate Director in Quantitative Analytics to enhance their credit risk management and securitization financing methodologies. The role involves leading the development of complex models, collaborating with stakeholders, and shaping modeling standards across various structured finance asset classes.
Information Technology & Services
Responsibilities
Research, develop and implement financial models, in close partnership with the trading desk, to value and assess risk of structured products across traditional and non-traditional asset classes
Develop internal rating methodologies with input from internal stakeholders and write risk criteria papers that document model assumptions and analytical framework. Manage criteria & model validation process and remediate findings
Monitor emerging industry trends, evaluate credit risk drivers, and communicate market developments with risk managers and the business. Incorporate research to improve calibration and performance of models and criteria
Redesign processes to improve how credit risk is managed, measured and monitored across the bank's exposures
Analyze business activities and credit risk of investments on the organization. Ensure compliance with credit risk management policies and procedures, limits, and guidelines
Qualification
Required
Experience in esoteric asset securitization is preferred though a broader background in ABS or structured finance is highly relevant
Degree in a quantitative field such as mathematics, finance, engineering, computer science, physics
5+ years in an analytical, modeling or quantitative role within financial services or consulting
Advanced Excel skills. Knowledge of a programming language is helpful
Self-starter who can work independently and collaborate well in teams. Multi-tasker who can manage competing priorities and drive results
Ability to discern insights from data/model output and tell the story behind the numbers
Interpersonal skills and strong communicator who can explain analytical and technical concepts to internal and external stakeholders. Ability to write with clarity
Preferred
CFA, FRM, or Graduate degree in a relevant field
Credit experience in an adjudication, research, rating, underwriting or similar role
CRE, CMBS, or corporate/infrastructure experience
Strong programming abilities (Python, R, VBA, or similar)
Experience with data analysis and data preparation/management
Company
PRI Technology
IT Staffing Solutions - Experience the Difference Working With Professionals That Understand Your Information Technology Needs and the Importance of Managing Your Costs! PRI Technology, a division of Perennial Resources International, is a full service Information Technology staff augmentation and executive search firm comprised of high performing industry professionals focused on your success.
51-200 employees
Funding
Current Stage
Growth StageLeadership Team
Joseph Kelly
Chief Financial Officer
Company data provided by crunchbase