Quantitative Data Analyst
Quantitative Data Analyst
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Salary Not Disclosed
1 Vacancy
Job Description
Job Description
This position holds an important role in the Mortgage & Data Analytics (MDA) departments responsibilities for credit risk modeling and advanced analytics to manage and report credit risk arising from FHLBank investments mortgage loans and member loan collateral. This includes the development implementation tuning monitoring and maintenance of both internally developed and thirdparty credit risk models using advanced statistical quantitative and machine learning methods. Assignments are of moderate to very high complexity and require the exercise of judgment. Work performed is at an advanced level.
Qualifications
Advanced degree in data science computer science finance or economics with demonstratable quantitative and technical expertise. Ph.D. strongly preferred in related field.
One or more years of similar or related experience with at least two years of demonstrable expertise in opensource scripting in either Python or R.
Expertise in using statistical methods for data analysis model development and hypothesis testing including estimating linear regression logistic regression time series models panel data analysis survival analysis etcetera.
Handson experience in implementing and training machine learning algorithms including for example nonparametric tests mixed linear models modern supervised and unsupervised machine learning algorithms such as Support Vector Machine (SVM) random forest Principal Component Analysis (PCA) clustering XGBoost or neural networks.
Deep understanding of mathematical foundations of econometric models and machine learning including statistics linear algebra and calculus.
Strong coding skills in Python or related scripting language. Experience with cloud environments preferred by not required.
Experience with Power BI/Tableau or other BI data visualization tools.
Practical experience with opensource version control systems and best practices i.e. Git.
Strong background and understanding of credit risk is preferred but not required.
Attention to detail and ability to consistently meet deadlines.
Must be able to work and travel independently.
Why work here
FHLBank Topeka strives to be an employer of choice by offering industry leading benefits such as generous vacation volunteer hours and a hybrid operating model. Below are a few more of our benefits...
Bankwide incentive compensation program
401K retirement plan with competitive company match
Multiple health insurance offerings including free telemedicine benefits
Paid Time Off: Vacation sick personal volunteer and bereavement leave
Shortterm and longterm disability coverage
Voluntary life insurance
Incentivebased wellness program
Paid maternity and parent bonding leave
Tuition reimbursement and student loan assistance
Onsite fitness center with shower facilities and onsite yoga classes
Summer hours
Onsite caf
How we work
At FHLBank Topeka employees are business partners. We believe we are successful when we partner with one another and understand that our differences only make us stronger.
Hybrid Schedule Flexibility is the name of the game: Business partners are allowed to work remotely up to two days a week.
Access to Leadership The executives of FHLBank Topeka welcome communication with business partners. Stop by and say Hi. Send an email and expect a response. Or schedule a meeting to share your perspective.
PeertoPeer Recognition Our recognition programs celebrate business partners practicing FHLBank Topeka values and those working above and beyond.
ProfessionalWins FHLBank Topeka offers business partners kudos for continuing education through tuition reimbursement and certification rewards.
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FHLBank Topeka EEO Policy
FHLBank Topeka is an equal employment opportunity employer. We recruit employ train compensate and promote without regard to race color creed religion sex age sexual orientation national origin ancestry pregnancy parental status citizenship status disability genetic information military status gender identity and expression or marital status.
Accommodation Request
Should you need an accommodation during the application or interview process please contact us at
Required Experience:
IC
Employment Type
Full-Time
