Support the valuation and risk management models that will feed the Firm's books and records for the bank's Retail holdings. Help develop econometric models used for forecasting business revenues and asset balances based upon macroeconomic variables and historical and current product-level characteristics. Test, document, and communicate modeling approaches. Implement and maintain codebase and processes. Monitor and analyze the effectiveness of current revenue, valuation, and risk models. Participate in model integration effort between MS and ETRADE. Ensure compliance with regulatory requirements such as CCAR. 4-6 years of experience in the Financial Services industry Ph.D. degree in Computer Science, Statistics, Mathematics, Physics, Engineering, or other quantitative fields is strongly preferred. Master's degree in computational finance or mathematical finance will also be considered. Strong hands-on coding and development skills are a core requirement (Python, C++ and R). Working knowledge of UNIX system and shell scripting. Must be a self-starter and a quick learner, able to prioritize and work under tight deadlines Ability to work independently and possess a strong sense of accountability/ownership. Ability to work in a team environment and partner with multiple individuals across various groups. Strong attention to detail, aptitude for working with numerical information. Highly motivated and comfortable in a fast-paced and evolving environment which includes ongoing learning and training opportunities. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.
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