Sr Quant Data Modeler - SAS

Overview

On Site
USD75 - USD75
Contract - W2

Skills

Sr Quant Data Modeler - SAS

Job Details

job summary:

SUMMARY OF DAY-TO-DAY RESPONSIBILITIES


Job Title: Sr. Quant Data Modeler - SAS


Description:


This position sits within the PPNR Model Development team under the Treasury and Financial Modeling group. The role will lead quantitative analysis and the development, implementation, and execution of statistical models to forecast balance sheets for regulatory stress testing purposes.


Key Responsibilities:



  • Interpret and translate business requirements into technical solutions that meet modeling and forecasting needs
  • Analyze and manipulate large datasets; design econometric models to forecast loan and deposit balances based on macroeconomic variables
  • Drive the design, planning, implementation, and testing of modeling initiatives and cross-functional projects
  • Engage stakeholders to review and defend model assumptions and methodologies, and respond to challenges for approvals
  • Produce clear, well-structured documentation for models and methodologies
  • Write and maintain efficient, production-quality code for modeling and data processing tasks



location: Wilmington, Delaware

job type: Contract

work hours: 9am to 5pm

education: Masters



responsibilities:

MUST HAVE:


- 7+ years in predictive model development (regression, ML techniques)


- Financial services/banking experience, including stress testing (CCAR, DFAST) and model governance


- Proficient in SAS and Python


- Strong communication and presentation skills




qualifications:

NICE TO HAVE:


- Experience in Unix/Linux, Microsoft Azure


- SQL and big data manipulation experience


- Strong interest in applied researc




skills: ********************************************************






Equal Opportunity Employer: Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.

At Randstad Digital, we welcome people of all abilities and want to ensure that our hiring and interview process meets the needs of all applicants. If you require a reasonable accommodation to make your application or interview experience a great one, please contact

Pay offered to a successful candidate will be based on several factors including the candidate's education, work experience, work location, specific job duties, certifications, etc. In addition, Randstad Digital offers a comprehensive benefits package, including: medical, prescription, dental, vision, AD&D, and life insurance offerings, short-term disability, and a 401K plan (all benefits are based on eligibility).

This posting is open for thirty (30) days.


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