Job Summary
A company is looking for a Senior Quantitative Analytics Associate specializing in Model Risk.
Key Responsibilities
- Validate models for Market Risk, IRRBB, Liquidity, and other risk areas
- Apply machine learning techniques to enhance and support model validation processes
- Deliver insightful analysis to address complex business problems
Required Qualifications
- Master's degree in a quantitative discipline with 2+ years of relevant experience
- Familiarity with Market Risk, IRRBB, and Liquidity concepts
- Knowledge of regulatory requirements such as SR11-07 and Market Risk Rule
- Exposure to various market risk pricing models and related risk models
- Experience with leading quantitative risk systems and cloud infrastructure platforms
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