Associate Principal – Quantitative Risk Analytics

theocc; Chicago (IL); On-site; USD 140,000 - 210,000; Full time

Job summary

The Associate Principal at theocc is responsible for developing and maintaining model performance monitoring within Quantitative Risk Management (QRM). You will collaborate with quantitative analysts, business users, data & technology staff, and model validation colleagues to implement new analytics and enhance existing tools.

You will maintain data models for analytics warehouses, implement monitoring metrics, back-test portfolios, review algorithm quality, and document use cases.

Qualifications

• Strong programming skills in Python and reading/writing code in a collaborative environment.

Responsibilities

• Maintain and build data models to ensure information is available in our analytics warehouse for downstream uses, such as analysis and dashboard development
• Perform model performance monitoring implementation and testing, including portfolio back-testing using historical data
• Review implementation of model monitoring metrics and algorithms focusing on requirement verification, coding, and testing quality
• Write and review documentations for model monitoring metrics, prototypes and implementation
• Support the launch of new products by enhancing monitoring capabilities
• Create documentation and testing to ensure data is accurate and easily understandable
• Discover and share best practices for data and analytics engineering with members of the team
• Invest in your continued learning on data and analytics engineering best practices and evaluate them for fit in improving maintainability and reliability of analytics infrastructure
• Develop Python scripts with Pandas and object-oriented programming to automate data processing
• Conduct visualization and exploratory analysis using advanced statistical methods
• Participate in model performance monitoring code reviews and troubleshooting
• Assist analysts in solving their analytics questions/challenges

Skills

Python

SQL

Git/GitHub

Pandas

Data Visualization

Tools

Git

GitHub

Jenkins

Confluence

Jira

Excel

Job description

The Associate Principal at theocc is responsible for developing and maintaining model performance monitoring within Quantitative Risk Management (QRM). You will collaborate with quantitative analysts, business users, data & technology staff, and model validation colleagues to implement new analytics and enhance existing tools.

You will maintain data models for analytics warehouses, implement monitoring metrics, back-test portfolios, review algorithm quality, and document use cases.