Vacancy expired!
- This team is responsible for the creation and delivery of macroeconomic scenarios for regulatory and stress testing purposes
- The team develops and maintains a complex hierarchical system of models which broadly span rates, equities, fx, etc.
- The candidate will be expected to be a strong developer and possess deep understanding of time series, statistics
- The team is currently undergoing a transformational shift from SAS to Python, which includes a full redesign and development of a shared modeling infrastructure
- Assist with ongoing project for development and adoption of database for sourcing of macro-economic data
- Creates documentation for all activities and works with technology staff on database requirements and design and adoption
- Contribute to Python modeling framework
- Assist with adhoc economic research, model development, testing
- Responsible for independently conducting quantitative analytics and modeling projects
- Responsible for developing new models, analytic processes or systems approaches
- Creates documentation for all activities and works with Technology staff in design of any system to run models developed. Incumbents possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products
- 0-3 years relevant experience
- Accomplished programmer, demonstrates ability to analyze and solve complex problems in a programming context
- Proven skills in Python (Pandas, Numpy, Statsmodel, Sklearn), R (dplyr, ggplot)
- Experience in database design, SQL
- Firm understanding of the fundamentals of statistics, time series as well as experience developing linear and non-linear models
- Detail oriented, able to work to highly technical environment and willingness to learn
- Ability to work in a large, complex organization, and influence various stakeholders and partners Self-starter; Initiates work independently, before being asked
- Strong team player able to seamlessly transition between contributing individually and collaborating on team projects
- Understands that individual actions may require input from manager or peers; Knows when to include others
- Strong communication skills and ability to effectively communicate quantitative topics to technical and non-technical audiences
- Effectively creates a compelling story using data
- Able to make recommendations and articulate conclusions supported by data
- Ability to work in a highly controlled and audited environment
- Effective at prioritization, and time and project management
- Strong analytical and problem-solving skills
- Experience implementing models into various production environments
- Able to work as a W2 employee of Genesis10 (no Corp-to-Corp)
- Ideally Master's Computer Science - quantitative degrees in other STEM fields will also be considered with relevant development
- MATLAB, SAS
- Experience in Agile framework preferred (not required)
- Ability to extract, analyze, and merge data from disparate systems, and perform deep analysis Experience developing and maintaining complex databases and data sets
- Experience using data mining and other advanced analytical techniques to aggregate data for model development and/or to produce management reporting
- Experience with data visualization tools
- Experience managing large data sets utilizing tools such as Hadoop
- Experience designing, developing, and applying scalable Machine Learning and Artificial Intelligence solutions
- Experience with data analytics tools (e.g., Alteryx, Tableau)
- Demonstrated ability to drive action and sustain momentum to achieve results
- Identifies, assigns, and manages project tasks and timelines across teams
- Demonstrated leadership skills
- Ability to exert broad influence among peers
- Sees the broader picture and can identify new methods for doing things
- Experience with LaTeX
Vacancy expired!