Data Analyst at Stamford, CT
Software Specialists - Stamford, CT

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Role Summary

Support initiatives related to quantitative analytic modelling of the life cycle of a commercial product/transaction and increase productivity. Serve as the data analyst for model governance, model development, and model deployment activities.

  • Develop, implement and manage holistic process for econometric and statistical modelling (design, development, validation, calibration, documentation, approval, implementation, monitoring and reporting), in collaboration with Quantitative Methodology leader.
  • Support Quantitative Methodology leader on formulating and evaluating alternative methodologies or econometric specifications for conceptual soundness and stakeholders' model requirements.
  • Develop econometric and analytic models to be used by business unit Capital Planning team for stress testing processes.
  • Conduct econometric analysis to determine relationship from macro- and micro-economic data to markets demand and prices and to firm-specific demand function; and to commodity demand and prices.
  • Conduct wing-to-wing advanced statistical robustness tests on regression specifications, coefficients and residual errors; and feedback into model development improvement and regression specification changes.
  • Develop new modelling sensitivity and impact timing analysis as required by HQ Enterprise Stress Testing's procedure; and update the analysis annually.
  • Conduct analytics to validate the performance of existing quantitative risk models, recommend changes, and support gap closing projects. Performance evaluation includes outcome analysis, back-testing analysis and benchmarking analysis.
  • Support model review and validation requirements; and support model remediation strategies and multi-generation plan.
  • Lead modelling data capture, gathering, mastering and maintenance in support of modelling databases, in collaboration with platform resources.
  • Manage model supporting data warehouses in terms of accuracy and completeness; understand data and process structures from System of Record to Data warehouse to ensure accuracy and precision of data used for modelling, reporting and analysis.
  • Drive standardization of processes that ensure timely generation and retrieval of reporting and risk analytics data, including support of model management framework.
  • Incorporate operational definitions and conceptual system designs to create algorithms that meet business reporting and analytics needs.
  • Develop and perform processes for model monitoring Establish and maintain strong relationships with key functional stakeholders (Risk, Finance, IT, Ops) Manage and guide supporting resources as required.
  • Bachelor's degree in quantitative related field (Economics, Finance, Math/Stat, Engineering, Operations Research, etc.) with 2+ years of relevant Risk, Finance, or graduate research experience in energy, power or utilities sector.
  • Graduate degree in economics field (applied econometrics in panel or time series techniques);
  • Demonstrated experience in statistical model life cycle management, including proficient level of expertise with at least one statistical modelling language/utility (Matlab, Stata, R, SAS or equivalent) proficiency and expertise building and implementing routines for data transformation.
  • Demonstrated strong SQL skills and experience delivering SQL code and supporting physical database designs
  • Strong knowledge of MS Office tools, and data mining tools (Access, SQL, BO, SAS, etc.)
  • FRM and CFA a plus Familiarity with Basel Initiative, Treasury operations and regulatory matters
  • Experience in management of, or results driven contribution to, cross-functional teams (Risk, Finance, IT, Operations)
  • Strong knowledge of commercial finance
  • Demonstrated ability to lead and support projects from beginning to end Self-starter, ability to work independently in a fast paced environment and deliver solid action oriented results quickly
  • Operational understanding of and experience with Model Risk, and balancing sophistication with simplicity (Ockham's Razor) Excellent oral and written communication skills
  • Strong interpersonal and team management skills

About this company
SSI provides Immediate-term project support, long-term strategic implementation, vendor management, or specialized vertical-specific...