IT - Data Engineer IV

Responsibilities:

• Lead quantitative analysis and develop, implement and execute statistical models to forecast balance sheets for bank stress testing purposes in compliance with the Client  standards, policies and procedures.
• Understand business requirements, conduct business analysis, to define the business and technical requirements to solve problems and deliver solutions
• Analyze and manipulate large data sets, conduct applied research, design econometric models to forecast loan or deposit balances with relationships with macroeconomics, and streamline existing processes to improve efficiency
• Lead design, planning, implementation, and testing of various modeling initiatives and cross-functional projects, and working with and liaising with business partners
• Review models with stake holders (e.g. business leaders, Validation, PPNR Subcommittees), and defend models and answer to challenges to get approvals
• Produce and maintain well-articulated documentation
• Write and maintain robust code for performing the above functions.

Requirements:

• Strong background and 7+ years of experience in developing and deploying predictive models, including traditional regression algorithm, and machine learning techniques.
• Solid experience and knowledge in financial services/banking (i.e commercial and retail lending), stress testing (CCAR, DFAST) and model governance.
• Proficient programming skill in SAS and Python
• Strong written and verbal communication, and presentation skills.
• Experience in working in Unix/Linux, Microsoft Azure environment for analytics is a plus
• Experience working with relational databases, big data manipulation, and SQL preferred.
• Strong interest and ability to undertake applied research