Quantitative Risk, VP
Tasks
- Advance codebase
- Coordinate governance with model risk management
- Design model monitoring plans
- Develop financial models and analytics
- Document development and implementation processes
- Establish production processes
- Execute CCAR deliverables
- Implement performance metrics and thresholds
- Perform BAU risk management
- Prototype modeling approaches
- Research model methodology
Perks/Benefits
- Employee networks
- Flexible work/life support
- Inclusive development opportunities
- Paid volunteer days
Skills/Tech-stack
At risk | Credit Valuation Adjustment | Credit valuation | Curve Modeling | Derivatives | Equity modeling | Expected Positive Exposure | Financial Modeling | Interest Rate | Interest rate modeling | Machine Learning | Model Monitoring | Python | RMBS pricing | Rate modeling | SQL | Statistical Analysis | Valuation Adjustment | Value-at-Risk | Yield curve | Yield curve modeling
Education
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