at BMO Bank N.A. in Chicago, Illinois, United States
BMO Harris Bank N.A. seeks Director-PM Data Sciences
Duties: Support line of business and treasury partners on retail and commercial customer behavior analysis, applying knowledge of Python, SAS, R or SQL. Develop Asset Liability Management, Pre-Provision Net Revenue for structured market risk, balance sheet, liquidity, and regulatory stress testing purposes. Develop customer behavior prediction models including utilization and prepayment by applying economic and quantitative modeling techniques. Perform large-scale data cleaning, manipulation and analysis to prepare data into a ready for model development form; streamline and maintain model performance monitoring operating procedures U.S. models using data visualization tools, tools, including Spotfire, Tableau or Qlikview, to build dashboards and analyze data patterns. Break down strategic problems, and analyze data and information to provide insights and recommendations. Define business requirements for analytics and reporting to ensure data insights inform business decision making. Act as a trusted advisor to senior leaders for making business decisions and implementing strategic initiatives and provide thought leadership and strategic advice to businesses through “art of the possible” conversations and demonstrating value though “Proof of Values”. Develop an expert understanding of business/group challenges and recommend measures to improve organizational effectiveness. Manage and coordinate projects within the Corporate Treasury to ensure projects are delivered in a timely fashion. Act as the prime contact for internal/external stakeholder relationships, which may include regulators. Train, mentor, and provide direction and guidance on a daily basis to junior team members on model development, implementation and performance monitoring.
Requirements: Master's degree or foreign education equivalent in Statistics, Mathematics, Engineering, Economics, Mathematical Finance or a related field plus seven (7) years of experience performing statistical modeling with large datasets. Must also possess the following (quantitative experience requirements not applicable to this section): programming with Python, SAS, R, or SQL database languages to conduct statistical analysis on retail and commercial customer behaviors for the banking industry; conducting at least five (5) full cycles of Comprehensive Capital Analysis and Review (CCAR) or Dodd-Frank Act Stress Test model development, including project initiation, data collection, conceptual design, model development, documentation, and implementation; developing balance sheet forecasting, customer behaviors prediction and asset liability management models for the banking industry; leading and managing Corporate Treasury analytical projects including data infrastructure, dashboard development and modeling; working with cross-functional stakeholders in defining business problems and translating analytical results into business insights to influence decision making process; and, recommending business strategies by leveraging a deep understanding of data, portfolio and market environment. Position is a telecommuting position and can be performed from anywhere in the U.S. Salary: $182,500.00- $228,800.00/year. The base salary range represents the BMO's salary range for this position. To apply, visit https://jobs.bmo.com/us/en the Job ID is: R230016465.