Lead Quantitative Engineer
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.

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)