Manager-Data Science

American Express

Manager-Data Science

New York, NY
Full Time
Paid
  • Responsibilities

    At American Express, our culture is built on a 175-year history of innovation, shared values and Leadership Behaviors, and an unwavering commitment to back our customers, communities, and colleagues. As part of Team Amex, you'll experience this powerful backing with comprehensive support for your holistic well-being and many opportunities to learn new skills, develop as a leader, and grow your career.

    Here, your voice and ideas matter, your work makes an impact, and together, you will help us define the future of American Express.

    **Manager, Treasury Modeling and Analytics **

    Description:

    Treasury Modeling & Analytics team is part of American Express Global Treasury organization and is responsible for development, maintenance, testing and documentation of modeling frameworks and methodologies used in asset-liability management, exposure management and market risk, as well as components of Comprehensive Capital Analysis and Review (CCAR) and Internal Capital Adequacy Process (ICAAP). This team collaborates with various business partners within the American Express Finance organization, as well as with oversight groups such as model validation and audit.

    Responsibilities:

    • Development, maintenance, testing and documentation of various models
    • Participate in firm-wide CCAR stress testing
    • Supporting ALM team on model maintenance and required analysis
    • Collaboration with other modeling teams within American Express Finance
    • Communicating models internally and incorporating stakeholder feedback
    • Interaction with the internal validation and audit groups in addressing model validation findings

    Requirements:

    • Master’s degree in a quantitative discipline (Economics, Finance, Statistics, Operation Research, Engineering) or MBA degree with proven analytical and quantitative experience (Ph.D. preferred)
    • 2+ years of relevant work experience preferred
    • Knowledge and experience with financial valuation techniques and derivatives pricing
    • Knowledge and experience in asset-liability management (ALM), interest rate risk and liquidity risk are a plus
    • Hands-on experience in building statistical and financial models using various techniques and large datasets
    • Experience is scenario analysis and stress testing
    • Experience in writing technical documentation
    • Programming skills in Python and SQL
    • Proficiency in Microsoft Excel and PowerPoint

    This position report to Director, Treasury Modeling and Analytics

    Salary Range: $90,000.00 to $165,000.00 annually + bonus + benefits

    The above represents the expected salary range for this job requisition. Ultimately, in determining your pay, we’ll consider your location, experience, and other job-related factors.

    We back you with benefits that support your holistic well-being so you can be and deliver your best. This means caring for you and your loved ones' physical, financial, and mental health, as well as providing the flexibility you need to thrive personally and professionally:

    • Competitive base salaries
    • Bonus incentives
    • 6% Company Match on retirement savings plan
    • Free financial coaching and financial well-being support
    • Comprehensive medical, dental, vision, life insurance, and disability benefits
    • Flexible working model with hybrid, onsite or virtual arrangements depending on role and business need
    • 20+ weeks paid parental leave for all parents, regardless of gender, offered for pregnancy, adoption or surrogacy
    • Free access to global on-site wellness centers staffed with nurses and doctors (depending on location)
    • Free and confidential counseling support through our Healthy Minds program
    • Career development and training opportunities

    For a full list of Team Amex benefits, visit our Colleague Benefits Site .

    American Express is an equal opportunity employer and makes employment decisions without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, veteran status, disability status, age, or any other status protected by law. American Express will consider for employment all qualified applicants, including those with arrest or conviction records, in accordance with the requirements of applicable state and local laws, including, but not limited to, the California Fair Chance Act, the Los Angeles County Fair Chance Ordinance for Employers, and the City of Los Angeles’ Fair Chance Initiative for Hiring Ordinance. For positions covered by federal and/or state banking regulations, American Express will comply with such regulations as it relates to the consideration of applicants with criminal convictions.

    We back our colleagues with the support they need to thrive, professionally and personally. That's why we have Amex Flex, our enterprise working model that provides greater flexibility to colleagues while ensuring we preserve the important aspects of our unique in-person culture. Depending on role and business needs, colleagues will either work onsite, in a hybrid model (combination of in-office and virtual days) or fully virtually.

    US Job Seekers - Click to view the “ Know Your Rights ” poster. If the link does not work, you may access the poster by copying and pasting the following URL in a new browser window: https://www.eeoc.gov/poster

    Employment eligibility to work with American Express in the U.S. is required as the company will not pursue visa sponsorship for these positions.

  • Industry
    Financial Services