Lead Quantitative Engineer

Virtual, USA

Lead Quantitative Engineer

Category: Software Development/ Engineering

Main location: United States, Virginia, Reston

Alternate Location(s): Any CGI location

Position ID: J0524-0092

Employment Type: Full Time

Position Description:

CGI has an immediate need for a Lead Quantitative Engineer to join our financial services team. This is an exciting opportunity to work in a fast-paced team environment supporting one of the largest leaders in the secondary mortgage industry. We take an innovative approach to supporting our client, working side-by-side in an agile environment using emerging technologies. This position can be located at any CGI office in the U.S

• We partner with 15 of the top 20 banks globally, and our top 10 banking clients have worked with us for an average of 26 years!

• We have over 73,000+ CGI Members in 40 countries and over 5k+ loyal Clients who are leveraging our end-to-end services across the globe

Our client is expanding its quantitative engineer talent to further push the frontiers of modeling and advanced analytics. Are you passionate about advanced analytics algorithms and creating new data science tools and technologies? Do you have creative and innovative approaches to developing new analytics techniques? We’re seeking data scientists who have domain knowledge or an interest in Big Data, machine learning, natural language processing, image processing and an interest to apply it to economic and financial applications. You are looking to innovate the next generation of data analytics solutions with diverse data sets and leading-edge analytics use-cases? If you are ready for an exciting opportunity working hands on with the world’s most advanced data science technologies and thrive in a super dynamic environment where you are being counted on to develop advanced analytics products, this might be the role for you.

Your future duties and responsibilities:

• Develop, implement and test all components using Java/Python/R of financial models, algorithms, cash flow simulations and pricing/risk metrics calculations in end-user or production computing systems for use in business decisions, financial and regulatory reporting, and risk management.

• Use Advanced Analytics and Data Science techniques to efficiently translate complex mathematical, business, and financial modeling logic into software code. Design and execute test cases for modeling and analytical software applications to ensure they meet business needs and model requirements. Design and execute modeling application systems via distributed computing both on premise and on external cloud.

• Monitor emerging technologies and industry best practices of model and analytical system implementation, evaluate and propose adoption of such technologies or best practices.

• Execute model application runs, process/validate model outputs, and produce/review quantitative reports for business use.

• Provide technical guidance or consultation to less senior staff. Serve as technical lead on projects to develop more accurate or refined analytical applications used in pricing, valuation, risk assessment, and the like.

• Communicate complex quantitative analysis in a clear, precise and actionable manner both verbally and in writing.

• Work and collaborate effectively, as part of a team and across organizational lines. Serve as project lead to development and implement solutions to meet business needs.

Required qualifications to be successful in this role:

•Experience with econometric modeling and statistical analysis.

•Experience with the implementation and creation of various models and algorithms including regression and statistical models. Knowledge of AI or machine learning techniques is desirable.

•Strong programming experience in Java and Python/R. Familiarity with SAS and with tools available in the AWS/Cloud environment. Proficiency in Unix/Linux environment.

•Knowledge of mortgage mathematics is highly desirable. Multifamily analytics and finance knowledge are big plus.

•Experience working with financial data, analytics and cashflows applications.

•Understanding of Credit Risk Model, Conservator Capital Framework (CCF), Credit Risk Transfer (CRT) a plus.

•Excellent communication skills, oral and written. Capable of explaining and documenting complex systems.

•Adheres to sound software development and data management practices.

•Conscientious attention to detail, accuracy, and efficiency in analytical work.

•Cross-functional business skills with excellent facilitation and communication skills, strong influencing skills, and ability to effectively present to and work with application team members

•Demonstrated strong analytical and problem-solving skills to conduct analysis independently to address complex economic or business problems.

•Embraces new technologies, enjoys making systems efficient and updating legacy systems.

•3+ years of relevant experience in building large scale machine learning or deep learning models and/or systems.

•1+ year of experience specifically with deep learning (e.g., CNN, RNN, LSTM)

•Demonstrated skills with Jupyter Notebook, AWS Sagemaker, or Domino Datalab or comparable environments.

•Passion for solving complex data problems and generating cross-functional solutions in a fast-paced environment.

•Knowledge in Python or C++ / C#, and SQL, object-oriented programming, service oriented architectures

•Strong scripting skills with Shell script and SQL

•Strong coding skills and experience with Python (including SciPy, NumPy, and/or PySpark) and/or Scala.

•Knowledge and implementation experience with statistical and machine learning models (regression, classification, clustering, graph models, etc.)

•Hands on experience building models with deep learning frameworks like MXNet, Tensorflow, Keras, Caffe, PyTorch, Theano, or similar.

•Experience search architecture (ex - Solr, ElasticSearch).

Education:

•MS in Computer Science, Statistics, Math, Engineering, or related field, PhD preferred.

#LI-AS9

#Dice

CGI is required by law in some jurisdictions to include a reasonable estimate of the compensation range for this role. The determination of this range includes various factors not limited to skill set, level, experience, relevant training, and licensure and certifications. To support the ability to reward for merit-based performance, CGI typically does not hire individuals at or near the top of the range for their role. Compensation decisions are dependent on the facts and circumstances of each case. A reasonable estimate of the current range for this role in the U.S. is $74,600.00 - $146,900.00.

At CGI we call our professionals “members” to reinforce that all who join our team are, as owners, empowered to participate in the challenges and rewards that come from building a world-class company. CGI’s benefits include:

• Competitive base salaries

• Eligibility to participate in an attractive Share Purchase Plan (SPP) in which the company matches dollar-for-dollar contributions made by eligible employees, up to a maximum, for their job category

• 401(k) Plan and Profit Participation for eligible members

• Generous holidays, vacation, and sick leave plans

• Comprehensive insurance plans that include, among other benefits, medical, dental, vision, life, disability, out-of-county emergency coverage in all countries of employment.

• Back-up childcare, Pet insurance, a Member Assistance Program, a 529 college savings program, a personal financial management tool, lifestyle management programs and more.

**CGI anticipates accepting applications for this position through June 14th, 2024.

Skills:

  • Java

  • Leadership

  • Python

What you can expect from us:

Together, as owners, let’s turn meaningful insights into action.

Life at CGI is rooted in ownership, teamwork, respect and belonging. Here, you’ll reach your full potential because…

You are invited to be an owner from day 1 as we work together to bring our Dream to life. That’s why we call ourselves CGI Partners rather than employees. We benefit from our collective success and actively shape our company’s strategy and direction.

Your work creates value. You’ll develop innovative solutions and build relationships with teammates and clients while accessing global capabilities to scale your ideas, embrace new opportunities, and benefit from expansive industry and technology expertise.

You’ll shape your career by joining a company built to grow and last. You’ll be supported by leaders who care about your health and well-being and provide you with opportunities to deepen your skills and broaden your horizons.

Come join our team—one of the largest IT and business consulting services firms in the world.

Qualified applicants will receive consideration for employment without regard to their race, ethnicity, ancestry, color, sex, religion, creed, age, national origin, citizenship status, disability, pregnancy, medical condition, military and veteran status, marital status, sexual orientation or perceived sexual orientation, gender, gender identity, and gender expression, familial status, political affiliation, genetic information, height, weight, or any other legally protected status or characteristics.

CGI provides reasonable accommodations to qualified individuals with disabilities. If you need an accommodation to apply for a job in the U.S., please email the CGI U.S. Employment Compliance mailbox at USEmploymentCompliance@cgi.com . You will need to reference the Position ID of the position in which you are interested. Your message will be routed to the appropriate recruiter who will assist you. Please note, this email address is only to be used for those individuals who need an accommodation to apply for a job. Emails for any other reason or those that do not include a Position ID will not be returned.

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All CGI offers of employment in the U.S. are contingent upon the ability to successfully complete a background investigation. Background investigation components can vary dependent upon specific assignment and/or level of US government security clearance held. Dependent upon role and/or federal government security clearance requirements, and in accordance with applicable laws, some background investigations may include a credit check. CGI will consider for employment qualified applicants with arrests and conviction records in accordance with all local regulations and ordinances.

CGI will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. However, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with CGI’s legal duty to furnish information.