Director, Risk Analytics/Modeling (PL)
Westlake, TX, United States
USD 150K-225K (estimate) Executive-level Full Time
Tasks
- Administer PolyPaths system
- Collaborate with model risk oversight teams
- Configure PolyPaths system
- Control capital stress testing processes
- Design implement and support PolyPaths batch processing
- Develop and maintain asset backed securities models
- Enhance workflow automation
- Ensure model output is production ready
- Forecast accumulated other comprehensive income for capital stress testing
- Implement data quality controls for forecasting
- Lead capital stress testing production activities
- Maintain PolyPaths technical documentation
- Manage PolyPaths profile management
- Manage PolyPaths system upgrades
- Manage vendor prepayment models
- Model linear hedge instruments with PolyPaths
- Model non linear hedge instruments with PolyPaths
- Support model governance standards
- Support model validation efforts
- Use industry research for peer practices and regulatory updates
Perks/Benefits
- N/A
Skills/Tech-stack
APIs | Asset-backed securities | Batch Processing | Capital Stress Testing | Caps Floors | Cloud Computing | Controls Testing | Data Quality | Distributed Computing | Forecasting | Futures | Hedge Accounting | Interest Rate | Interest Rate Derivatives | Model Documentation | Model Risk Management | Model Validation | Model risk | Mortgage-Backed Securities | Options | Performance Tuning | Polypaths | Prepayment modeling | QRM | Risk Management | Stress Testing | Swaps | Swaptions | Workflow automation
Education
Associate Degree | Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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