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
Communicate findings effectively to partners, translating complex theories into easy-to-understand language

Requirements

Master’s degree in a quantitative discipline with 2+ years of relevant experience
Familiarity with Market Risk, IRRBB, and Liquidity concepts
Familiarity with regulatory requirements such as SR11-07, IRRBB regulations, Market Risk Rule, FRTB, and SIMM
Exposure to market risk pricing models, term structure models, hedging models, asset liability models, deposit pricing and runoff models, or other risk models spanning interest rate derivatives, commodities, FX, CDS, fixed income, and equity
Experience with leading quantitative risk systems such as Calypso, RiskWatch, Bloomberg, QRM, and BlackRock, as well as cloud infrastructure platforms like GCP.

Benefits

Eligibility for incentive compensation including production, commission, and/or discretionary incentives

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

machine learningmodel validationmarket risk pricing modelsterm structure modelshedging modelsasset liability modelsdeposit pricing modelsrunoff modelsquantitative analysisrisk modeling

Soft Skills

effective communicationanalytical thinkingproblem-solvingtranslating complex theories