The Oakleaf Group, LLC

  • Quant/Statistical Behavioral Modeler

    Posted Date 1 month ago(6/14/2018 3:31 PM)
    ID
    2018-1533
    Job Location
    US-DC-
  • Overview

    We are looking for a Quant/Statistical Behavioral Modeler to work at a large financial Services client to work on a 9-month or longer project. 

     

    Use advanced computational, mathematical, and statistical or data analysis tools to implement and test behavioral models. Implement and test methods and models in analytical software systems for use in forecasting, risk management and other business applications.

    Responsibilities

    • Create predictive models. Partner with subject matter experts to propose business rationale for predictors of behavior. Analyze sample data using statistical analysis and the study of charts, tables and other software based visualizations. Analyze Information Value of incremental candidate variables. Perform regression analysis or other forms of quantitative analysis in statistical or machine learning packages and output model diagnostics. Examine performance of candidate models through diagnostic metrics, backtesting, peer model comparisons, out of sample testing, and scenario analysis.
    • Create application code to implement quantitative methods in SAS.
    • Create datastores suitable for statistical analysis. Gather, cleanse and transform source datasets. Designate calibration and holdout testing populations.
    • Document model development, implementation, intended usages.
    • Partner with key stakeholders to define standards for model performance based on impact to business, and establish Model Performance Tracking procedures to periodically assess performance.
    • Provide communications and supporting materials for reviews by internal model governance groups and supervisory groups.

    Qualifications

    • Bachelor’s Degree in Statistics, Mathematics, Computer Science, Engineering, Economics, Finance or similar quantitative discipline. Masters or PhD preferred
    • Proficiency with SAS
    • Two or more years experience in financial modeling for financial institutions. Experience in the development, use, and validation of statistical models for measuring risk and projecting financial performance within financial institutions.
    • Knowledge of consumer finance, housing, and Dodd-Frank Act Stress Testing (DFAST) preferred

     

    PM18

     

    Company Overview

    The Oakleaf Group is a mid-size consulting firm with offices in Chevy Chase, MD, Bethesda, MD and New York, NY. Our people are our greatest assets and our company culture is grounded on that belief. Our goal is to thrill our clients and challenge and reward our employees.  As a member of the Oakleaf team, you will have an exciting opportunity to work with emerging technology, modernize financial applications, and grow in a friendly workplace where you can work independently and collaboratively. In this position the ideal candidate will work to solve complex “hot topic” issues currently faced by the financial services industry. We bring depth of experience to a wide range of highly satisfied clients, delivering trusted advice along with quantitative, technology, regulatory, and operations strategies. Do you possess the talent and dedication to be part of our growing team?

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