Quantitative Model Developer - VP
Canary Wharf, 1 Churchill Place, United Kingdom
GBP 67K-96K (estimate) Executive-level Full Time
Tasks
- Analyze validate and reconcile datasets
- Build liquidity collateral and hedge accounting metrics
- Design analytics and modelling solutions
- Develop quantitative risk models
- Document and validate modelling solutions
- Ensure model risk policy conformance and control environment
- Implement analytics models in stable well tested software
- Provide production support for model testing and release
- Support regulatory and supervisory exercises
Perks/Benefits
- N/A
Skills/Tech-stack
Asset-liability management | Cash Flow | Cash flow modeling | Collateral Management | Data Reconciliation | Data Validation | Discounting | Financial Mathematics | Fixed Income | Flow modeling | Hedge Accounting | ICAAP | IRRBB | Liability management | Liquidity Risk | Machine Learning | Model Governance | Model risk | Python | Statistical Analysis | VAR
Education
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