Senior Quantitative Analytics Specialist( Gen AI)

Perform complex quantitative model validations primarily for Mortgage, Credit, and Market Risk models including documenting validation evidence and assessing multiple aspects such as model purpose, methodology, and performance.

Forecast losses and compute capital requirements using advanced statistical methods, and provide expertise on complex structured securities modeling.

Collaborate with stakeholders including regulators, auditors, and senior management to communicate model risk findings, influence global assessments, and ensure compliance with regulatory standards.

Bachelor's degree in quantitative discipline (mathematics, statistics, engineering, physics, economics, or computer science) required.

4+ years of quantitative analytics experience or equivalent (training, military, education).

Experience with model validations and performing complex statistical analyses is required.

Work Experience Required: Minimum 4+ years quantitative analytics experience explicitly mentioned.

Advanced knowledge of mathematical and numerical methods including Monte Carlo simulations, stochastic calculus, differential equations, linear algebra, applied probability, statistics, and machine learning.

Experience working independently on complex model validations end-to-end with strong attention to detail and comprehensive documentation.

Proven ability to communicate effectively with a diverse audience including technical peers, senior management, auditors, and regulators, and to manage relationships with key model stakeholders.