Senior Quantitative Analyst

Senior Quantitative Analyst

Federal Home Loan Bank of Pittsburgh (Pittsburgh, PA) to be resp for ovrsng dvlpmnt & mntnc of intrnl anltcl tools; ensrng modls algn w/bsns goals, empl sound mthdlgs, justfd assmptns, prduce rsnbl reslts thru quant anls; cllbrtng w/othr Bank dprtmnts to idntfy modl risks & enhnc prfrmnce; idntfng & measrng modl risk; engng closly w/regltry authrts & interprtng guidlns accrtly. Mstr’s dgr in Fncl Mthmtcs or rel fld. Mst knw (thru acdmc trnng or wrk exp.) SQL Query; data wrnglng, web crawlr, XML parsng, Bloomberg API, Refinitiv API, Bloomberg Terminal; R prgrmng; VBA prgrmng; Poly Paths & Principia; data anls & vislztn; time series anls; & mchne lrnng. WFH in same MSA 2 dys pr wk. Cvr ltr & resume w/salary reqs & ref to: HR Dept, FHL Bank Pittsburgh, 301 Grant Street, Pittsburgh, PA 15219-4455.

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