Is this role right for you?
In this role, you will:
Take a hands-on role in various high-profile projects that are related to VaR and FRTB.Prototype new approaches and enhance existing methodologies to advance market risk measurements.Develop production level code and collaborate with IT team for integration into daily bank processesLead team members for various ad-hoc analyses, model development, documentation, reporting, preparation of materials.Execute model runs on a regular basis for reporting and perform corresponding analyses.Communicate with model users, trading desks, risk teams, and business lines to enhance models and ensure correct use of models.Become an active member of the team including our D&I initiatives and communities. Do you have the skills that will enable you to succeed in this role? - We'd love to work with you if you have:
Advanced degree in a mathema...