Finance-Modeling/Forecasting Consultant # JN -062021-66401

Albany, New York
Industry: Accounting/Finance
Job Number: JN -062021-66401


The Finance – Modeling/Forecasting Consultant will require demonstrated experience in the areas of:

  • Model Development
  • Fixed Income knowledge
  • Mortgages/Structured products related coding/validation experience preferred
  • Understanding of the yield curve and mechanisms of financial products (e.g. swaps)
  • Coding in C++ (at least 3 years’ experience) – understanding of the advantages of C++ over Python


The Finance – Modeling/Forecasting Consultant will Assist with:

  • Performing updates to model code
  • Performing data and inputs exploration
  • Performing model specification and estimation procedures
  • Performing output analysis
  • Assisting with various model testing procedures
  • Assisting in the support of enhancing the technical documentation to align with the most recent model development documentation templates. This may include providing technical documentation for the following areas:
  • Model parameters and assumptions
  • Model methodologies
  • Model testing, including user acceptance testing and back testing
  • Policies, processes and procedure
  • Perform analysis of existing model documentation and its content for completeness and accuracy
  • Support assessment of model documentation and identify areas of refinement and prepare edits to model documentation to improve its clarity, style, flow and structure
  • Support assessment of model documentation to determine alignment with client policies and procedures, industry standards and regulatory requirements (e.g. SR 11-7)
  • Exercise professional judgment on engagements by providing proactive solutions and recommendations.
  • Provide recommendations for improved and enhanced business efficiency to clients
  • Apply problem solving skills and deliver Client’s methodology on engagements
  • Maintain effective communications with clients and teams to ensure client satisfaction
  • Provide technical assistance and financial modeling expertise to non-technical clients and internal teams

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