Manager, AI & Data Science

About the Role
Develop and maintain forecasting models measuring market risk across diverse balance sheet products within the Product Modeling team of the Treasury Modeling department.
Responsibilities
- Develop and maintain forecasting models measuring market risk across diverse balance sheet products
- Analyze large datasets to extract insights supporting strategic decisions
- Work directly with Securities Lending trading desks, incorporating trading behaviors into robust analytics
- Automate models and analytics through modern software change management processes
- Support production runs and collaborate with downstream model users
- Contribute to infrastructure development for scalable forecasting and scenario analysis
- Advance AI/ML capabilities
Requirements
- Bachelor's degree in quantitative field (Applied Math, Statistics, Economics, Physics, Financial Engineering)
- Minimum 5 years experience as quantitative modeler in large financial company
- Model development, improvement, and rigorous testing ability
- Strong statistical modeling knowledge with practical data extraction experience
- Proficiency in modern programming languages (Python, C++)
- SQL database expertise
- Data visualization skills
- Excel and PowerPoint proficiency
Benefits
- 401(k) with company match and employee stock purchase plan
- Paid vacation, volunteering time, and 28-day sabbatical after 5 years
- Paid parental and family building benefits
- Tuition reimbursement
- Health, dental, and vision insurance
- Hybrid work flexibility