Quantitative Analytics & Model Consultant Senior - Market Risk
Madison Avenue NY (NY019), United States
USD 112K-249K Senior-level Full Time
Tasks
- Develop and maintain PFE models
- Develop and maintain VaR models
- Develop and maintain stress and exposure models
- Perform model validation and governance
- Perform quantitative analysis and model development
- Prepare documentation for validation and regulatory compliance
- Support FRTB analytics
- Support new products and portfolio changes
Perks/Benefits
- 401k match
- Dental insurance
- Educational assistance
- Health insurance
- Life insurance
- Paid time off
- Parental leave
- Pension
- Stock purchase plan
- Vision insurance
- Wellness program
Skills/Tech-stack
At risk | Banking Book | Bloomberg | CCAR | CECL | Data Analysis | Data Quality | FRTB | Financial Analysis | Interest Rate | Interest Rate Risk | Interest Rate Risk in the Banking Book | Model Governance | Model Validation | Murex | Potential Future Exposure | Python | Regulatory Compliance | Stress Testing | Value-at-Risk
Education
Regions
Countries
States
Cities
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