EOS RPO
Lead Quantitative Model Solutions Specialist
In this role, you will:
Lead complex, large-scale model maintenance, optimization, and planning initiatives related to operational processes, controls, reporting, testing, implementation, and documentation
Review and analyze complex multi-faceted model operations and optimization challenges that require in-depth evaluation of multiple factors including intangibles or unprecedented factors
Develop model processes and optimization strategies for short- and long-term objectives; support and provide insights regarding a wide array of business initiatives
Make decisions in complex and multi-faceted situations requiring solid understanding of agile development
Influence global assessment of model maintenance schedules inclusive of engineering, structure, and scope of review following the System Development Life Cycle process, quality, security, and compliance requirements
Strategically collaborate and consult with peers, colleagues, and managers to resolve issues and achieve goals
Required Qualifications:
5+ years of quantitative model solutions or quantitative model operations experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Desired Qualifications:
Bachelor’s/master’s degree in quantitative finance, Computer Science, Engineering, or related field.
5+ years of experience in model implementation or quantitative analytics within banking or financial services.
Strong programming skills in Python and PySpark
Proven experience in Implementation/Development of regulatory Credit risk (including CCAR, CECL and IFRS), RRP Valuation, and PPNR models.
Familiarity with version control (Git), CI/CD pipelines, and cloud platforms.
Job Expectations:
Lead end-to-end implementation of regulatory credit risk models (PD, LGD, EAD) into production systems.
Collaborate with model development, validation, and business teams to ensure accurate and efficient model deployment.
Design and optimize scalable data pipelines using PySpark and distributed computing frameworks.
Develop robust, well-documented code in Python for model execution and integration.
Ensure compliance with regulatory standards (Basel, IFRS9, CCAR) during implementation.
Perform rigorous testing, back-testing, and benchmarking of implemented models.
Provide technical leadership and mentorship to junior team members.