Banamex - Afore Quant Model Sr Analyst C12

Citi; Xico; Presencial; MXN 900,000 - 1,261,000; Jornada completa

Descripción de la vacante

A multinational financial services company in Veracruz is seeking an experienced professional to analyze and manage risks across various functions. Responsibilities include developing scoring models, conducting advanced statistical analysis, and automating data tasks. Qualified candidates should have a relevant degree and 5-8 years of experience in finance or data science, along with programming skills in languages such as Python or R.

Formación

• 5-8 years experience in finance, data science or related quantitative fields.
• Proficient in Microsoft Office with an emphasis on MS Excel.
• Intermediate to advanced proficiency in English (both written and spoken).

Responsabilidades

• Develop and validate methods of measuring and analyzing risk for all types.
• Conduct statistical analysis for risk-related projects.
• Automate data extraction and data pre-processing tasks.

Conocimientos

Analytical Thinking

Data Analysis

Risk Identification and Assessment

Educación

Bachelor's or Master's degree in Mathematics, Physics, Computer Science, Economics, Actuarial Science, or Data Science

Herramientas

SAS

SQL

Python

Descripción del empleo

Overview

Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization.

Work and performance of all teams in the area are directly affected by the performance of the individual.

Responsibilities

• Develop, enhance, and validate methods of measuring and analyzing risk for all risk types, including market, credit and operational.
• Develop, validate and strategize uses of scoring models and related policies.
• Conduct statistical analysis for risk-related projects and data modeling/validation.
• Apply quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL) and Visual Basic programming language.
• Prepare statistical and non-statistical data exploration, validate data and identify data quality issues.
• Conduct data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues.
• Analyze and interpret data reports, make recommendations addressing business needs.
• Use predictive modeling methods, optimising monitoring systems, document optimisation solutions and present results to non-technical audiences; create formal documentation using statistical vocabulary.
• Generate statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results.
• Validate assumptions; escape identified risks and sensitive areas in methodology and process.
• Automate data extraction and data pre-processing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes and provide documentation and presentations.
• 5‑8 years experience in finance, data science or related quantitative fields.

Qualifications

• Bachelor's or Master's degree in Mathematics, Physics, Computer Science, Economics, Actuarial Science, or Data Science.
• Proficient in Microsoft Office with an emphasis on MS Excel.
• Consistently demonstrates clear and concise written and verbal communication skills.
• Self‑motivated and detail oriented.
• Demonstrated project management and organizational skills and capability to handle multiple projects at one time.
• Solid foundation in finance, data science, statistics, and mathematical modelling.
• Basic knowledge of portfolio management principles and practices.
• Understanding of the AFORE pension system in Mexico and its regulatory framework.
• Familiarity with risk management measures (e.g., VaR, stress testing, scenario analysis) and financial products such as FX, equities, fixed income and derivatives.
• Programming skills in at least one language such as Python (pandas, TensorFlow, Keras), R, MATLAB or C++.
• Intermediate to advanced proficiency in English (both written and spoken).
• Actively pursuing or interested in professional designations such as CFA, FRM, CAIA, ASA/FSA (SOA).

Skills

• Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

EEO Statement

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