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Quantitative Modeling - Vice President

Selby Jennings Buyside
Manhattan, United States
Posted about 14 hours ago Hybrid Permanent Negotiable
A Top American Investment Bank is hiring talented VP-level candidates to join their Consumer Banking branch of the business across their division that douses on Quantitative Modeling for Finance and Marketing! This has been a growth team build-out for the first half of the year, and the firm is looking to continue to build out this function as the year continues. It is a collaborative team that offers high visibility to senior management and clear paths for career trajectory!

A Top American Investment Bank is hiring talented VP-level candidates to join their Consumer Banking branch of the business across their division that douses on Quantitative Modeling for Finance and Marketing! This has been a growth team build-out for the first half of the year, and the firm is looking to continue to build out this function as the year continues. It is a collaborative team that offers high visibility to senior management and clear paths for career trajectory!

The firm is looking for candidates with extensive experience developing models hands-on from scratch, working with millions of rows of data in doing so. The models covered range from forecasting deposit models, CCAR stress testing models, PPNR models, machine learning models, etc., and will support both the Finance and Marketing branches of the business. Additionally, the firm is looking for candidates with proficiency coding in Python, strong work ethic, and the desire to be apart of a collaborative and continuously growing team.

The role can sit in a variety of locations across the US, ranging from New York, Chicago, Charlotte, Dallas, etc.

Responsibilities:

  • Help lead the development and implementation of models and tools for consumer and business products
  • Hands on model building of statistical models for forecasting deposits, loans and revenue
  • Cover the end-to-end modeling process (data collection, development, documentation, review, deployment, etc.)
  • Work with senior stakeholders in a role that allows you to contribute to the team's growth and help develop and recruit new developers
  • Responsible for all modeling methodologies across the area of coverage

Qualifications:

  • 4+ years of model development experience working with large data sets in a hands-on function
  • Experience and knowledge of financial instruments and products
  • Statistical and a mathematical background
  • Proficiency in Python
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Job ID  PR/366119
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