VP, Quantitative Deposit Modeling Buildout
- Manhattan, NY, USA
- Permanent, Full time
- BSM Group
- 15 Feb 18 2018-02-15
Our client, a leading Tier 1 Bank, are seeking to add a VP to their already impressive Treasury function, focusing on hands on Operational and Deposit Modeling. Applicants must bring with them a strong risk and modeling background gained ideally from a leading financial institution. Role is in the NYC area.
- This is an exciting opportunity for a strong Computer Science/Math major individual to work in a small team of highly effective individual’s prototyping and building firm’s next generation operational risk models.
- This function sits in Treasury working closely with a team of liquidity risk experts sitting in New York, London Tokyo and Singapore.
- Strong understanding of LCR
- Design and test detection scenario models using statistical modeling techniques. Propose new DS models by identifying patterns using data mining techniques and advanced algorithms on various data sources, including customer transactional, and sanctions data sets.