Associate - F&BM Transformation Quantitative Research - Center of Excellence

The person will analyze existing technical documentation, gain access to estimation input data and assumptions, and experiment to create statistical/mathematical models. The person will also be responsible for creating documentation supporting any newly created approaches and for preparing for independent model reviews. This position provides a rare opportunity for motivated candidates to learn about forecasting methodologies across various banking and markets products and to understand the end-to-end process from estimation design to implementation.

Responsibilities:

- Design and develop new models and estimations or re-engineer the existing ones to meet business needs

- Partner with subject matter experts to understand complex business concepts and to apply various quantitative techniques

- Document models and estimations as required and manage the end-to-end independent model review process

- Partner to automate models and estimations that have been designed onto the firm's forecasting platform