Quant Analytics Lead Associate- Market Risk Model Validation
100 Public Square, Cleveland, OH, United States
R
USD 71K-125K Senior-level Full Time
Tasks
- Assess model limitations and compensating controls
- Benchmark trading book derivatives pricing with independent sources
- Build data structures and transformations for reporting
- Communicate model insights to peers
- Conduct statistical analysis for market risk
- Create data controls for analytical workflows
- Design sensitivity and scenario analysis
- Develop and validate behavioral models for non maturity deposits
- Maintain model risk management documentation
- Perform IRRBB modeling and validation
- Perform NII EVE sensitivity analysis
- Run back testing and benchmarking
- Validate balance sheet and ALM models
- Validate machine learning models
- Validate market risk predictive models
Perks/Benefits
Skills/Tech-stack
ALM | Back Testing | Balance sheet | Balance sheet modeling | Behavioral Modeling | Benchmarking | Cause analysis | Cloud Computing | Data Controls | Data Structures | Data Transformations | Derivatives pricing | Distributed Computing | ETL | Eve | Hypothesis Testing | IRRBB | Machine Learning | Microsoft Office | Model Risk Management | Model Validation | Model risk | NII | NoSQL | Non Maturity Deposits | Python | R | Risk Management | Root Cause Analysis | Root cause | SAS | SQL | Scenario Analysis | Sensitivity Analysis | Statistics | Trading Book Valuation
Education
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