Quantitative Analyst – Senior (Pittsburgh, PA)

Quantitative Analyst – Senior

Lewis James Professional is a woman-owned staff augmentation, project consulting and direct hire search and placement firm. We are currently seeking a Quantitative Analyst – Senior for a direct hire opportunity with a financial services client.

Responsibilities:

• Design, develop, implement, maintain, and execute complex financial models used for loss forecasting, scenario and stress testing, originations & collections, pricing, and portfolio optimization for retail, consumer, and commercial assets.
• Use Python or R for data consumption, aggregation, analysis, and model development.
• Utilize Power BI to develop portfolio analytics and communicate with the line-of-business and operations partners.
• Utilize Microsoft Office products for analysis, documentation, and presentation.
• Openly communicate with line-of-business and operations partners to identify needs and develop requirements.
• Collaborate with Model Owners to engage with and satisfy independent reviewers, auditors, validators, and regulators.
• Contribute to the research, design, and implementation of new financial products and portfolio strategies.
• Review model output, summarize, and articulate results to stakeholders and senior management.
• Create data environment to support needs of all quantitative activities.
• Evaluate academic and industry research, present summaries to partners and senior leadership, and suggest practical applications.
• Ensure compliance with the bank’s policies, procedures, and Federal and State regulations.
• Work with on-site equipment and minimize departmental non payroll costs.
• Recommend customer service enhancements and improvements.

Qualifications:

• Bachelor’s degree and Master’s degree in a field related to physics, mathematics, statistics, economics, or other quantitative discipline required.
• 5-6 years of work experience in a Financial Institution or Consulting Organization required.
• Experience programming in Python or R required.
• Experience programming in SQL, SAS, Java, C+, C++, or Julia preferred.
• 3-5 years of experience in a Financial Institution or Consulting Organization or extensive subject matter expertise in the areas of Operational Risk, Market Risk, Machine Learning, Artificial Intelligence, Stress Testing, or 3rd Party Vendor Models.
• Ability to navigate Microsoft Office Software, computer applications, and software specific to the department in order to maximize technology tools and gain efficiency.

For immediate consideration, please click “Apply” and use Job Code BHJOB11837_4195. You may also send a copy of your resume to: resumes@lewisjamesprofessional.com and enter only the following job code in the subject line: BHJOB11837_4195. Lewis James Professional is an Equal Opportunity Employer. M/F/D/V