myGwork - LGBTQ+ Business Community · 3 days ago
ERM Quantitative Analytics Director
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Responsibilities
Reviewing analytical methods and quantitative models for new and existing financial and mortgage products/portfolio.
Providing resolutions to an extensive range of complicated problems; solutions are innovative, thorough, and practicable.
Acting as the Model Risk lead for model testing and validation.
Developing validation reports based on rigorous theoretical and analytical reviews of models.
Acting as an advisor and leader for subordinates to meet schedules and/or resolve technical problems as well as developing and coordinating performance requirements.
Managing the coordination of the activities of a section or department. Often must lead joint effort among with members of different team.
Manage validation of credit decisioning models. Participate in ERM’s credit strategy review/challenge process.
Manage validation of models built using modern ML/AI techniques (Neural networks, Random Forest, and various boosting algorithms).
Qualification
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Required
MS in Economics, Finance, Statistics, Engineering, MBA with a concentration in Finance, Operational research, or a directly related quantitative field with at least 10 years of post-graduate work experience in quantitative analytics or modeling
Programming experience with a good level of knowledge of at least one: Matlab, STATA, Python, C++, SAS, R
Deeply knowledgeable of regression models, stochastic process modeling, Monte-Carlo simulation, Optimization and/or other econometric and statistical techniques such as survival, proportional hazards, etc.
Knowledge of AIML techniques such as neural networks, random forest, XGBoost and similar algorithms
Experience in the financial sector preferred
Ability to work across teams and with diverse organizations of modeling and risk professionals in an effective and efficient manner
Benefits
Competitive compensation
Market-leading benefit programs
Company
myGwork - LGBTQ+ Business Community
myGwork is the largest global platform for the LGBTQ+ business community.
Funding
Current Stage
Early StageTotal Funding
$4.77MKey Investors
24 HaymarketInnovate UK
2023-08-17Series Unknown· $1.66M
2023-08-17Grant· Undisclosed
2021-12-07Series A· $2.12M
Recent News
2024-04-10
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