Data Scientist / Senior Data Scientist

Job description

Company Federal Reserve Bank of Atlanta Under general supervision, leads and participates in on- and off-site reviews of the development, use and validation of models, related quantitative risk management practices and governance at bank holding companies (BHCs) and presents findings to those companies and Federal Reserve management. Contributes to building perspectives on industry modeling approaches for a variety of business problems. Actively participates in Federal Reserve System reviews of regulated firms’ capital adequacy (e.g. CCAR, DFAST, stress testing) and conducts additional quantitative analysis related to capital adequacy processes of large BHCs, including the analysis of loss estimation and pre-provision net revenue methodologies. Serves as an internal consultant to examination staff, Department officers, and Reserve Bank management and assists in the execution of Bank supervision and regulatory policy. Onsite Work Expectation: The Bank believes in flexibility to balance the demands of work and life while also recognizing the necessity of connecting and collaborating with our colleagues in person. Onsite work is an essential function of this position, and you are requ...