The candidate is primarily responsible for designing, developing, testing, and maintaining quantitative models or tools and performing analyses for risk management (key risk types including credit, market, liquidity, etc.) and regulatory requests.
Conduct quantitative analyses related to risk models with emphasis on data driven research
Assemble data for risk modeling by collaborate with cross-functional team to
Design and produce reports and presentations for sharing information with model users and model risk control functions
Test the adequacy of the modeling solutions
Implement the risk models with advanced statistical methods
3+ years of data design / data analysis / quantitative modeling experience
Fluent in Python and SQL. Experience with AWS is a plus
Hand-on experience with statistical modeling
Knowledge of fixed-income securities
Excellent communication skills, both oral and written
MS or PhD in a quantitative field such as Computer Science, Applied Statistics, Physics or a related Engineering degree
Business Unit Description:
Our Risk Management teams work to protect the safety and soundness of our systems and are responsible for identifying, managing, measuring and mitigating a spectrum of key risk types including credit, market, liquidity, systemic, operational and technology in all existing and new products, activities, processes and systems.