Quantitative Risk, SrAssc
Tasks
- Assess model theoretical soundness
- Compile validation evidence
- Conduct machine learning analysis
- Conduct statistical analysis
- Coordinate with model developers
- Document validation methodology
- Evaluate model assumptions
- Execute quantitative testing
- Implement automation improvements
- Perform independent model validations
- Prepare data for analysis
- Validate data integrity
Perks/Benefits
- Employee networks
- Flexible work-life balance
- Inclusive development opportunities
- Paid volunteer days
Skills/Tech-stack
Basel | CCAR | MATLAB | Machine Learning | Python | R | Statistical Analysis | Stress Testing
Education
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